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test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

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1\section{BM Class Reference}
2\label{classBM}\index{BM@{BM}}
3Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities. 
4
5
6{\tt \#include $<$libBM.h$>$}
7
8Inheritance diagram for BM:\nopagebreak
9\begin{figure}[H]
10\begin{center}
11\leavevmode
12\includegraphics[width=142pt]{classBM__inherit__graph}
13\end{center}
14\end{figure}
15Collaboration diagram for BM:\nopagebreak
16\begin{figure}[H]
17\begin{center}
18\leavevmode
19\includegraphics[width=38pt]{classBM__coll__graph}
20\end{center}
21\end{figure}
22\subsection*{Public Member Functions}
23\begin{CompactItemize}
24\item 
25{\bf BM} (const {\bf RV} \&rv0)\label{classBM_605d28b426adb677c86a57ddb525132a}
26
27\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
28virtual void {\bf bayes} (const vec \&dt)=0
29\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item 
30void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9}
31
32\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
33virtual {\bf epdf} \& {\bf \_\-epdf} ()=0\label{classBM_3dc45554556926bde996a267636abe55}
34
35\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
36virtual {\bf $\sim$BM} ()\label{classBM_ca0f02b3b4144e0895cc14f7e0374bdd}
37
38\begin{CompactList}\small\item\em Destructor for future use;. \item\end{CompactList}\end{CompactItemize}
39\subsection*{Protected Attributes}
40\begin{CompactItemize}
41\item 
42{\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88}
43
44\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
45double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
46
47\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
48bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}
49
50\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\end{CompactItemize}
51
52
53\subsection{Detailed Description}
54Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.
55
56\subsection{Member Function Documentation}
57\index{BM@{BM}!bayes@{bayes}}
58\index{bayes@{bayes}!BM@{BM}}
59\subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  [pure virtual]}}\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf}
60
61
62Incremental Bayes rule.
63
64\begin{Desc}
65\item[Parameters:]
66\begin{description}
67\item[{\em dt}]vector of input data \end{description}
68\end{Desc}
69
70
71Implemented in {\bf Kalman$<$ sq\_\-T $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}, {\bf EKF$<$ sq\_\-T $>$} \doxyref{}{p.}{classEKF_c79c62c9b3e0b56b3aaa1b6f1d9a7af7}, {\bf PF} \doxyref{}{p.}{classPF_64f636bbd63bea9efd778214e6b631d3}, {\bf MPF$<$ BM\_\-T $>$} \doxyref{}{p.}{classMPF_55daf8e4b6553dd9f47c692de7931623}, and {\bf Kalman$<$ ldmat $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}.
72
73The documentation for this class was generated from the following file:\begin{CompactItemize}
74\item 
75work/mixpp/bdm/stat/{\bf libBM.h}\end{CompactItemize}
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