[224] | 1 | \hypertarget{classEKFCh__cond}{ |
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| 2 | \section{EKFCh\_\-cond Class Reference} |
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| 3 | \label{classEKFCh__cond}\index{EKFCh\_\-cond@{EKFCh\_\-cond}} |
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[172] | 4 | } |
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[255] | 5 | Extended Kalman filter with unknown {\tt Q}. |
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[33] | 6 | |
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| 7 | |
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[224] | 8 | Inheritance diagram for EKFCh\_\-cond:\nopagebreak |
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[33] | 9 | \begin{figure}[H] |
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| 10 | \begin{center} |
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| 11 | \leavevmode |
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[255] | 12 | \includegraphics[width=124pt]{classEKFCh__cond__inherit__graph} |
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[33] | 13 | \end{center} |
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| 14 | \end{figure} |
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[224] | 15 | Collaboration diagram for EKFCh\_\-cond:\nopagebreak |
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[33] | 16 | \begin{figure}[H] |
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| 17 | \begin{center} |
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| 18 | \leavevmode |
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[224] | 19 | \includegraphics[width=400pt]{classEKFCh__cond__coll__graph} |
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[33] | 20 | \end{center} |
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| 21 | \end{figure} |
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| 22 | \subsection*{Public Member Functions} |
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| 23 | \begin{CompactItemize} |
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| 24 | \item |
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[224] | 25 | \hypertarget{classEKFCh__cond_727af5503bba3063c115994dd6adb059}{ |
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[255] | 26 | \hyperlink{classEKFCh__cond_727af5503bba3063c115994dd6adb059}{EKFCh\_\-cond} (\hyperlink{classbdm_1_1RV}{RV} rx, \hyperlink{classbdm_1_1RV}{RV} ry, \hyperlink{classbdm_1_1RV}{RV} ru, \hyperlink{classbdm_1_1RV}{RV} rC)} |
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[224] | 27 | \label{classEKFCh__cond_727af5503bba3063c115994dd6adb059} |
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[33] | 28 | |
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| 29 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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[224] | 30 | \hypertarget{classEKFCh__cond_93ccb6731b68f28e0fb43393d8c66e1d}{ |
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| 31 | void \hyperlink{classEKFCh__cond_93ccb6731b68f28e0fb43393d8c66e1d}{condition} (const vec \&val)} |
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| 32 | \label{classEKFCh__cond_93ccb6731b68f28e0fb43393d8c66e1d} |
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[33] | 33 | |
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| 34 | \begin{CompactList}\small\item\em Substitute {\tt val} for {\tt rvc}. \item\end{CompactList}\item |
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[255] | 35 | \hypertarget{classbdm_1_1EKFCh_50f9fbffad721f35e5ccb75d0f6b842a}{ |
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| 36 | void \hyperlink{classbdm_1_1EKFCh_50f9fbffad721f35e5ccb75d0f6b842a}{set\_\-parameters} (diffbifn $\ast$\hyperlink{classbdm_1_1EKFCh_e1e895f994398a55bc425551fc275ba3}{pfxu}, diffbifn $\ast$\hyperlink{classbdm_1_1EKFCh_6b34c69641826322467b704e8252f317}{phxu}, const \hyperlink{classchmat}{chmat} Q0, const \hyperlink{classchmat}{chmat} R0)} |
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| 37 | \label{classbdm_1_1EKFCh_50f9fbffad721f35e5ccb75d0f6b842a} |
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[33] | 38 | |
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| 39 | \begin{CompactList}\small\item\em Set nonlinear functions for mean values and covariance matrices. \item\end{CompactList}\item |
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[255] | 40 | \hypertarget{classbdm_1_1KalmanCh_ab3a87ba1831e53f193a9dfbaf56a879}{ |
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| 41 | void \hyperlink{classbdm_1_1KalmanCh_ab3a87ba1831e53f193a9dfbaf56a879}{set\_\-parameters} (const mat \&A0, const mat \&B0, const mat \&C0, const mat \&D0, const \hyperlink{classchmat}{chmat} \&R0, const \hyperlink{classchmat}{chmat} \&Q0)} |
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| 42 | \label{classbdm_1_1KalmanCh_ab3a87ba1831e53f193a9dfbaf56a879} |
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[33] | 43 | |
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| 44 | \begin{CompactList}\small\item\em Set parameters with check of relevance. \item\end{CompactList}\item |
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[255] | 45 | \hypertarget{classbdm_1_1EKFCh_4c8609c37290b158f88a31dae4047225}{ |
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| 46 | void \hyperlink{classbdm_1_1EKFCh_4c8609c37290b158f88a31dae4047225}{bayes} (const vec \&dt)} |
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| 47 | \label{classbdm_1_1EKFCh_4c8609c37290b158f88a31dae4047225} |
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[33] | 48 | |
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[172] | 49 | \begin{CompactList}\small\item\em Here dt = \mbox{[}yt;ut\mbox{]} of appropriate dimensions. \item\end{CompactList}\item |
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[255] | 50 | \hypertarget{classbdm_1_1KalmanCh_f559387dd38bd6002be490cc62987290}{ |
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| 51 | void \hyperlink{classbdm_1_1KalmanCh_f559387dd38bd6002be490cc62987290}{set\_\-est} (const vec \&mu0, const \hyperlink{classchmat}{chmat} \&P0)} |
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| 52 | \label{classbdm_1_1KalmanCh_f559387dd38bd6002be490cc62987290} |
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[33] | 53 | |
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| 54 | \begin{CompactList}\small\item\em Set estimate values, used e.g. in initialization. \item\end{CompactList}\item |
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[255] | 55 | \hypertarget{classbdm_1_1Kalman_93b5936ba397f13c05f52885c545f42d}{ |
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| 56 | const epdf \& \hyperlink{classbdm_1_1Kalman_93b5936ba397f13c05f52885c545f42d}{\_\-epdf} () const } |
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| 57 | \label{classbdm_1_1Kalman_93b5936ba397f13c05f52885c545f42d} |
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[33] | 58 | |
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| 59 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[255] | 60 | \hypertarget{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77}{ |
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| 61 | const enorm$<$ \hyperlink{classchmat}{chmat} $>$ $\ast$ \hyperlink{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77}{\_\-e} () const } |
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| 62 | \label{classbdm_1_1Kalman_c34989b1e53c7d4ecdaea63a95ddbd77} |
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[210] | 63 | |
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[255] | 64 | \begin{CompactList}\small\item\em Returns a pointer to the epdf representing posterior density on parameters. Use with care! \item\end{CompactList}\item |
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| 65 | \hypertarget{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277}{ |
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| 66 | mat \& \hyperlink{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277}{\_\-\_\-K} ()} |
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| 67 | \label{classbdm_1_1Kalman_c788ec6e6c6f5f5861ae8a56d8ede277} |
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[79] | 68 | |
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| 69 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[255] | 70 | \hypertarget{classbdm_1_1Kalman_a250d1dbe7bba861dba2a324520cfa48}{ |
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| 71 | vec \hyperlink{classbdm_1_1Kalman_a250d1dbe7bba861dba2a324520cfa48}{\_\-dP} ()} |
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| 72 | \label{classbdm_1_1Kalman_a250d1dbe7bba861dba2a324520cfa48} |
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[79] | 73 | |
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| 74 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[255] | 75 | \hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ |
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| 76 | virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)} |
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| 77 | \label{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc} |
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[33] | 78 | |
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[172] | 79 | \begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item |
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[255] | 80 | virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const |
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[172] | 81 | \item |
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[255] | 82 | \hypertarget{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{ |
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| 83 | vec \hyperlink{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{logpred\_\-m} (const mat \&dt) const } |
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| 84 | \label{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae} |
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[180] | 85 | |
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| 86 | \begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item |
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[255] | 87 | \hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{ |
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| 88 | virtual epdf $\ast$ \hyperlink{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{predictor} (const RV \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}) const } |
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| 89 | \label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c} |
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[180] | 90 | |
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| 91 | \begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item |
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[255] | 92 | \hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{ |
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| 93 | const RV \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const } |
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| 94 | \label{classbdm_1_1BM_40a3c891996391e3135518053a917793} |
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[172] | 95 | |
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[33] | 96 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[255] | 97 | \hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ |
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| 98 | double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const } |
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| 99 | \label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} |
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[33] | 100 | |
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| 101 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[255] | 102 | \hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ |
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| 103 | void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)} |
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| 104 | \label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} |
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[33] | 105 | |
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[172] | 106 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\item |
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[255] | 107 | virtual BM $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false) |
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[172] | 108 | \item |
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[255] | 109 | \hypertarget{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{ |
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| 110 | const RV \& \hyperlink{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{\_\-rvc} () const } |
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| 111 | \label{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc} |
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[172] | 112 | |
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[33] | 113 | \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} |
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| 114 | \subsection*{Protected Attributes} |
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| 115 | \begin{CompactItemize} |
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| 116 | \item |
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[255] | 117 | \hypertarget{classbdm_1_1EKFCh_e1e895f994398a55bc425551fc275ba3}{ |
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| 118 | diffbifn $\ast$ \hyperlink{classbdm_1_1EKFCh_e1e895f994398a55bc425551fc275ba3}{pfxu}} |
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| 119 | \label{classbdm_1_1EKFCh_e1e895f994398a55bc425551fc275ba3} |
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[224] | 120 | |
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| 121 | \begin{CompactList}\small\item\em Internal Model f(x,u). \item\end{CompactList}\item |
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[255] | 122 | \hypertarget{classbdm_1_1EKFCh_6b34c69641826322467b704e8252f317}{ |
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| 123 | diffbifn $\ast$ \hyperlink{classbdm_1_1EKFCh_6b34c69641826322467b704e8252f317}{phxu}} |
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| 124 | \label{classbdm_1_1EKFCh_6b34c69641826322467b704e8252f317} |
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[224] | 125 | |
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| 126 | \begin{CompactList}\small\item\em Observation Model h(x,u). \item\end{CompactList}\item |
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[255] | 127 | \hypertarget{classbdm_1_1KalmanCh_48611c8582706cfa62e832be0972e75d}{ |
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| 128 | mat \hyperlink{classbdm_1_1KalmanCh_48611c8582706cfa62e832be0972e75d}{preA}} |
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| 129 | \label{classbdm_1_1KalmanCh_48611c8582706cfa62e832be0972e75d} |
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[79] | 130 | |
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| 131 | \begin{CompactList}\small\item\em pre array (triangular matrix) \item\end{CompactList}\item |
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[255] | 132 | \hypertarget{classbdm_1_1KalmanCh_bcbd68f51d4b57246e7784ca5900171f}{ |
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| 133 | mat \hyperlink{classbdm_1_1KalmanCh_bcbd68f51d4b57246e7784ca5900171f}{postA}} |
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| 134 | \label{classbdm_1_1KalmanCh_bcbd68f51d4b57246e7784ca5900171f} |
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[79] | 135 | |
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| 136 | \begin{CompactList}\small\item\em post array (triangular matrix) \item\end{CompactList}\item |
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[255] | 137 | \hypertarget{classbdm_1_1Kalman_3fe475a1e920b20b63bb342c0e1571f7}{ |
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| 138 | RV \hyperlink{classbdm_1_1Kalman_3fe475a1e920b20b63bb342c0e1571f7}{rvy}} |
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| 139 | \label{classbdm_1_1Kalman_3fe475a1e920b20b63bb342c0e1571f7} |
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[33] | 140 | |
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| 141 | \begin{CompactList}\small\item\em Indetifier of output rv. \item\end{CompactList}\item |
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[255] | 142 | \hypertarget{classbdm_1_1Kalman_149e27424fd1a7cc1c998ea088618a94}{ |
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| 143 | RV \hyperlink{classbdm_1_1Kalman_149e27424fd1a7cc1c998ea088618a94}{rvu}} |
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| 144 | \label{classbdm_1_1Kalman_149e27424fd1a7cc1c998ea088618a94} |
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[33] | 145 | |
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| 146 | \begin{CompactList}\small\item\em Indetifier of exogeneous rv. \item\end{CompactList}\item |
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[255] | 147 | \hypertarget{classbdm_1_1Kalman_ba7699cdb3b1382a54d3e28b9b7517fa}{ |
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| 148 | int \hyperlink{classbdm_1_1Kalman_ba7699cdb3b1382a54d3e28b9b7517fa}{dimx}} |
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| 149 | \label{classbdm_1_1Kalman_ba7699cdb3b1382a54d3e28b9b7517fa} |
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[33] | 150 | |
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| 151 | \begin{CompactList}\small\item\em cache of rv.count() \item\end{CompactList}\item |
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[255] | 152 | \hypertarget{classbdm_1_1Kalman_d2c36ba01760bf207b985bf321b7817f}{ |
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| 153 | int \hyperlink{classbdm_1_1Kalman_d2c36ba01760bf207b985bf321b7817f}{dimy}} |
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| 154 | \label{classbdm_1_1Kalman_d2c36ba01760bf207b985bf321b7817f} |
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[33] | 155 | |
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| 156 | \begin{CompactList}\small\item\em cache of rvy.count() \item\end{CompactList}\item |
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[255] | 157 | \hypertarget{classbdm_1_1Kalman_c5136ef617f6ac0e426bea222755d92b}{ |
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| 158 | int \hyperlink{classbdm_1_1Kalman_c5136ef617f6ac0e426bea222755d92b}{dimu}} |
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| 159 | \label{classbdm_1_1Kalman_c5136ef617f6ac0e426bea222755d92b} |
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[33] | 160 | |
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| 161 | \begin{CompactList}\small\item\em cache of rvu.count() \item\end{CompactList}\item |
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[255] | 162 | \hypertarget{classbdm_1_1Kalman_0a2072e2090c10fac74ad30a023a4ace}{ |
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| 163 | mat \hyperlink{classbdm_1_1Kalman_0a2072e2090c10fac74ad30a023a4ace}{A}} |
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| 164 | \label{classbdm_1_1Kalman_0a2072e2090c10fac74ad30a023a4ace} |
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[33] | 165 | |
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| 166 | \begin{CompactList}\small\item\em Matrix A. \item\end{CompactList}\item |
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[255] | 167 | \hypertarget{classbdm_1_1Kalman_5977b2c81857948a35105f0e7840203c}{ |
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| 168 | mat \hyperlink{classbdm_1_1Kalman_5977b2c81857948a35105f0e7840203c}{B}} |
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| 169 | \label{classbdm_1_1Kalman_5977b2c81857948a35105f0e7840203c} |
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[33] | 170 | |
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| 171 | \begin{CompactList}\small\item\em Matrix B. \item\end{CompactList}\item |
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[255] | 172 | \hypertarget{classbdm_1_1Kalman_818eba63a23972786a4579ad30294177}{ |
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| 173 | mat \hyperlink{classbdm_1_1Kalman_818eba63a23972786a4579ad30294177}{C}} |
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| 174 | \label{classbdm_1_1Kalman_818eba63a23972786a4579ad30294177} |
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[33] | 175 | |
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| 176 | \begin{CompactList}\small\item\em Matrix C. \item\end{CompactList}\item |
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[255] | 177 | \hypertarget{classbdm_1_1Kalman_7b56ac423d0654b5755e4f852a870456}{ |
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| 178 | mat \hyperlink{classbdm_1_1Kalman_7b56ac423d0654b5755e4f852a870456}{D}} |
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| 179 | \label{classbdm_1_1Kalman_7b56ac423d0654b5755e4f852a870456} |
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[33] | 180 | |
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| 181 | \begin{CompactList}\small\item\em Matrix D. \item\end{CompactList}\item |
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[255] | 182 | \hypertarget{classbdm_1_1Kalman_70f8bf19e81b532c60fd3a7a152425ee}{ |
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| 183 | \hyperlink{classchmat}{chmat} \hyperlink{classbdm_1_1Kalman_70f8bf19e81b532c60fd3a7a152425ee}{Q}} |
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| 184 | \label{classbdm_1_1Kalman_70f8bf19e81b532c60fd3a7a152425ee} |
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[33] | 185 | |
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| 186 | \begin{CompactList}\small\item\em Matrix Q in square-root form. \item\end{CompactList}\item |
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[255] | 187 | \hypertarget{classbdm_1_1Kalman_475b088287cdfbba4dc60a3d027728b7}{ |
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| 188 | \hyperlink{classchmat}{chmat} \hyperlink{classbdm_1_1Kalman_475b088287cdfbba4dc60a3d027728b7}{R}} |
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| 189 | \label{classbdm_1_1Kalman_475b088287cdfbba4dc60a3d027728b7} |
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[33] | 190 | |
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| 191 | \begin{CompactList}\small\item\em Matrix R in square-root form. \item\end{CompactList}\item |
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[255] | 192 | \hypertarget{classbdm_1_1Kalman_383f329ff18bbe219254c8b3b916f40d}{ |
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| 193 | enorm$<$ \hyperlink{classchmat}{chmat} $>$ \hyperlink{classbdm_1_1Kalman_383f329ff18bbe219254c8b3b916f40d}{est}} |
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| 194 | \label{classbdm_1_1Kalman_383f329ff18bbe219254c8b3b916f40d} |
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[33] | 195 | |
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| 196 | \begin{CompactList}\small\item\em posterior density on \$x\_\-t\$ \item\end{CompactList}\item |
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[255] | 197 | \hypertarget{classbdm_1_1Kalman_ba555c394c429f6831c9bbabfa2c944c}{ |
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| 198 | enorm$<$ \hyperlink{classchmat}{chmat} $>$ \hyperlink{classbdm_1_1Kalman_ba555c394c429f6831c9bbabfa2c944c}{fy}} |
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| 199 | \label{classbdm_1_1Kalman_ba555c394c429f6831c9bbabfa2c944c} |
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[33] | 200 | |
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| 201 | \begin{CompactList}\small\item\em preditive density on \$y\_\-t\$ \item\end{CompactList}\item |
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[255] | 202 | \hypertarget{classbdm_1_1Kalman_bd69dfb802465f22dd84d73a180d5c92}{ |
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| 203 | mat \hyperlink{classbdm_1_1Kalman_bd69dfb802465f22dd84d73a180d5c92}{\_\-K}} |
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| 204 | \label{classbdm_1_1Kalman_bd69dfb802465f22dd84d73a180d5c92} |
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[33] | 205 | |
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[255] | 206 | \begin{CompactList}\small\item\em placeholder for Kalman gain \item\end{CompactList}\item |
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| 207 | \hypertarget{classbdm_1_1Kalman_c249d45258c8578b13858ad3e7b729b1}{ |
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| 208 | vec \& \hyperlink{classbdm_1_1Kalman_c249d45258c8578b13858ad3e7b729b1}{\_\-yp}} |
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| 209 | \label{classbdm_1_1Kalman_c249d45258c8578b13858ad3e7b729b1} |
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[33] | 210 | |
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| 211 | \begin{CompactList}\small\item\em cache of fy.mu \item\end{CompactList}\item |
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[255] | 212 | \hypertarget{classbdm_1_1Kalman_2dd268f2d7fbe6382cb8825a1114192a}{ |
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| 213 | \hyperlink{classchmat}{chmat} \& \hyperlink{classbdm_1_1Kalman_2dd268f2d7fbe6382cb8825a1114192a}{\_\-Ry}} |
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| 214 | \label{classbdm_1_1Kalman_2dd268f2d7fbe6382cb8825a1114192a} |
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[33] | 215 | |
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| 216 | \begin{CompactList}\small\item\em cache of fy.R \item\end{CompactList}\item |
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[255] | 217 | \hypertarget{classbdm_1_1Kalman_fa172078091e45561343fa513dd573b0}{ |
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| 218 | vec \& \hyperlink{classbdm_1_1Kalman_fa172078091e45561343fa513dd573b0}{\_\-mu}} |
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| 219 | \label{classbdm_1_1Kalman_fa172078091e45561343fa513dd573b0} |
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[33] | 220 | |
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| 221 | \begin{CompactList}\small\item\em cache of est.mu \item\end{CompactList}\item |
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[255] | 222 | \hypertarget{classbdm_1_1Kalman_00c27b0bf324f0018497921ca23c71ed}{ |
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| 223 | \hyperlink{classchmat}{chmat} \& \hyperlink{classbdm_1_1Kalman_00c27b0bf324f0018497921ca23c71ed}{\_\-P}} |
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| 224 | \label{classbdm_1_1Kalman_00c27b0bf324f0018497921ca23c71ed} |
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[33] | 225 | |
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| 226 | \begin{CompactList}\small\item\em cache of est.R \item\end{CompactList}\item |
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[255] | 227 | \hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{ |
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| 228 | RV \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}} |
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| 229 | \label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca} |
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[33] | 230 | |
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| 231 | \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item |
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[255] | 232 | \hypertarget{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ |
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| 233 | double \hyperlink{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ll}} |
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| 234 | \label{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a} |
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[33] | 235 | |
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| 236 | \begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item |
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[255] | 237 | \hypertarget{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{ |
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| 238 | bool \hyperlink{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{evalll}} |
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| 239 | \label{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee} |
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[33] | 240 | |
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[172] | 241 | \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 computational time. \item\end{CompactList}\item |
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[255] | 242 | \hypertarget{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{ |
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| 243 | RV \hyperlink{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{rvc}} |
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| 244 | \label{classbdm_1_1BMcond_9a12750776d977408aada06a70093297} |
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[33] | 245 | |
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| 246 | \begin{CompactList}\small\item\em Identificator of the conditioning variable. \item\end{CompactList}\end{CompactItemize} |
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| 247 | |
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| 248 | |
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| 249 | \subsection{Detailed Description} |
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[255] | 250 | Extended Kalman filter with unknown {\tt Q}. |
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[234] | 251 | |
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[172] | 252 | \subsection{Member Function Documentation} |
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[255] | 253 | \hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ |
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[224] | 254 | \index{EKFCh\_\-cond@{EKFCh\_\-cond}!logpred@{logpred}} |
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| 255 | \index{logpred@{logpred}!EKFCh_cond@{EKFCh\_\-cond}} |
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[255] | 256 | \subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}virtual double bdm::BM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} |
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| 257 | \label{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0} |
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[172] | 258 | |
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| 259 | |
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| 260 | Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. |
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| 261 | |
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[255] | 262 | Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}. |
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[180] | 263 | |
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[255] | 264 | Referenced by bdm::BM::logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{ |
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[224] | 265 | \index{EKFCh\_\-cond@{EKFCh\_\-cond}!\_\-copy\_\-@{\_\-copy\_\-}} |
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| 266 | \index{\_\-copy\_\-@{\_\-copy\_\-}!EKFCh_cond@{EKFCh\_\-cond}} |
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[255] | 267 | \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual BM$\ast$ bdm::BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} |
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| 268 | \label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e} |
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[172] | 269 | |
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| 270 | |
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[255] | 271 | Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-()}\{\hyperlink{classbdm_1_1BM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \} |
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[172] | 272 | |
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[255] | 273 | Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::BMEF}. |
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[172] | 274 | |
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[255] | 275 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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[33] | 276 | \item |
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[224] | 277 | work/git/mixpp/pmsm/\hyperlink{mpf__u__weight_8cpp}{mpf\_\-u\_\-weight.cpp}\end{CompactItemize} |
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