root/doc/latex/classEKFfixed.tex @ 224

Revision 210, 12.4 kB (checked in by smidl, 17 years ago)

dokumentace

  • Property svn:eol-style set to native
Line 
1\hypertarget{classEKFfixed}{
2\section{EKFfixed Class Reference}
3\label{classEKFfixed}\index{EKFfixed@{EKFfixed}}
4}
5Extended \hyperlink{classKalman}{Kalman} Filter with full matrices in fixed point arithmetic. 
6
7
8{\tt \#include $<$ekf\_\-obj.h$>$}
9
10Inheritance diagram for EKFfixed:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
14\includegraphics[width=72pt]{classEKFfixed__inherit__graph}
15\end{center}
16\end{figure}
17Collaboration diagram for EKFfixed:\nopagebreak
18\begin{figure}[H]
19\begin{center}
20\leavevmode
21\includegraphics[height=400pt]{classEKFfixed__coll__graph}
22\end{center}
23\end{figure}
24\subsection*{Public Member Functions}
25\begin{CompactItemize}
26\item 
27\hypertarget{classEKFfixed_cece920bbf58fc72b25a6417b3ef0259}{
28void \textbf{init\_\-ekf} (double Tv)}
29\label{classEKFfixed_cece920bbf58fc72b25a6417b3ef0259}
30
31\item 
32\hypertarget{classEKFfixed_491e636b259dda3b876b7bd492df6b7c}{
33void \textbf{ekf} (double ux, double uy, double isxd, double isyd)}
34\label{classEKFfixed_491e636b259dda3b876b7bd492df6b7c}
35
36\item 
37\hypertarget{classEKFfixed_e77b35e1a11356dbfb1fdfa3017f60d3}{
38void \textbf{prediction} (int $\ast$ux)}
39\label{classEKFfixed_e77b35e1a11356dbfb1fdfa3017f60d3}
40
41\item 
42\hypertarget{classEKFfixed_83ed56b86a056d7dbdd6ce44145fa5f3}{
43void \textbf{correction} (void)}
44\label{classEKFfixed_83ed56b86a056d7dbdd6ce44145fa5f3}
45
46\item 
47\hypertarget{classEKFfixed_dce43355681cfe8f1905db207b4dde8d}{
48void \textbf{update\_\-psi} (void)}
49\label{classEKFfixed_dce43355681cfe8f1905db207b4dde8d}
50
51\item 
52\hypertarget{classEKFfixed_64d7b1a39c27b1846bcd5628928748ef}{
53\hyperlink{classEKFfixed_64d7b1a39c27b1846bcd5628928748ef}{EKFfixed} (\hyperlink{classRV}{RV} rvx, \hyperlink{classRV}{RV} \hyperlink{classBMcond_9ba793c8ec453f04d372d17195ed8dec}{rvc})}
54\label{classEKFfixed_64d7b1a39c27b1846bcd5628928748ef}
55
56\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
57\hypertarget{classEKFfixed_ddf5334bc1207658fd53698fffbac028}{
58void \hyperlink{classEKFfixed_ddf5334bc1207658fd53698fffbac028}{bayes} (const vec \&dt)}
59\label{classEKFfixed_ddf5334bc1207658fd53698fffbac028}
60
61\begin{CompactList}\small\item\em Here dt = \mbox{[}yt;ut\mbox{]} of appropriate dimensions. \item\end{CompactList}\item 
62\hypertarget{classEKFfixed_085cf16c573eda32d8d03619c6c4b518}{
63\hyperlink{classepdf}{epdf} \& \hyperlink{classEKFfixed_085cf16c573eda32d8d03619c6c4b518}{\_\-epdf} ()}
64\label{classEKFfixed_085cf16c573eda32d8d03619c6c4b518}
65
66\begin{CompactList}\small\item\em dummy! \item\end{CompactList}\item 
67\hypertarget{classEKFfixed_c7fee79e75ad7f0c0e96c5a322cbf44e}{
68void \hyperlink{classEKFfixed_c7fee79e75ad7f0c0e96c5a322cbf44e}{condition} (const vec \&Q0)}
69\label{classEKFfixed_c7fee79e75ad7f0c0e96c5a322cbf44e}
70
71\begin{CompactList}\small\item\em Substitute {\tt val} for {\tt rvc}. \item\end{CompactList}\item 
72\hypertarget{classBM_0186270f75189677f390fe088a9947e9}{
73virtual void \hyperlink{classBM_0186270f75189677f390fe088a9947e9}{bayesB} (const mat \&Dt)}
74\label{classBM_0186270f75189677f390fe088a9947e9}
75
76\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
77\hypertarget{classBM_8554809fec160bee279bcd5fa14ead5c}{
78virtual const \hyperlink{classepdf}{epdf} \& \hyperlink{classBM_8554809fec160bee279bcd5fa14ead5c}{\_\-epdf} () const =0}
79\label{classBM_8554809fec160bee279bcd5fa14ead5c}
80
81\begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classepdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item 
82\hypertarget{classBM_db500c4836f883c175a3cf3ab5a3ce24}{
83virtual const \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classBM_db500c4836f883c175a3cf3ab5a3ce24}{\_\-e} () const =0}
84\label{classBM_db500c4836f883c175a3cf3ab5a3ce24}
85
86\begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classepdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
87virtual double \hyperlink{classBM_8a8ce6df431689964c41cc6c849cfd06}{logpred} (const vec \&dt) const
88\item 
89\hypertarget{classBM_cd0660f2a1a344b56ac39802708ff165}{
90vec \hyperlink{classBM_cd0660f2a1a344b56ac39802708ff165}{logpred\_\-m} (const mat \&dt) const }
91\label{classBM_cd0660f2a1a344b56ac39802708ff165}
92
93\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
94\hypertarget{classBM_5594d68ee9aa6fc8c1e79019da5c9d56}{
95virtual \hyperlink{classepdf}{epdf} $\ast$ \hyperlink{classBM_5594d68ee9aa6fc8c1e79019da5c9d56}{predictor} (const \hyperlink{classRV}{RV} \&\hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}) const }
96\label{classBM_5594d68ee9aa6fc8c1e79019da5c9d56}
97
98\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 
99\hypertarget{classBM_126bd2595c48e311fc2a7ab72876092a}{
100const \hyperlink{classRV}{RV} \& \hyperlink{classBM_126bd2595c48e311fc2a7ab72876092a}{\_\-rv} () const }
101\label{classBM_126bd2595c48e311fc2a7ab72876092a}
102
103\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
104\hypertarget{classBM_87f4a547d2c29180be88175e5eab9c88}{
105double \hyperlink{classBM_87f4a547d2c29180be88175e5eab9c88}{\_\-ll} () const }
106\label{classBM_87f4a547d2c29180be88175e5eab9c88}
107
108\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
109\hypertarget{classBM_1ffa9f23669aabecc3760c06c6987522}{
110void \hyperlink{classBM_1ffa9f23669aabecc3760c06c6987522}{set\_\-evalll} (bool evl0)}
111\label{classBM_1ffa9f23669aabecc3760c06c6987522}
112
113\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
114virtual \hyperlink{classBM}{BM} $\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-} (bool changerv=false)
115\item 
116\hypertarget{classBMcond_3fa60348b2da6b4208bb95b8d146900a}{
117const \hyperlink{classRV}{RV} \& \hyperlink{classBMcond_3fa60348b2da6b4208bb95b8d146900a}{\_\-rvc} () const }
118\label{classBMcond_3fa60348b2da6b4208bb95b8d146900a}
119
120\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
121\subsection*{Public Attributes}
122\begin{CompactItemize}
123\item 
124\hypertarget{classEKFfixed_d04ddf049475a15e1ba93161aa5586ab}{
125int \textbf{Q} \mbox{[}16\mbox{]}}
126\label{classEKFfixed_d04ddf049475a15e1ba93161aa5586ab}
127
128\item 
129\hypertarget{classEKFfixed_d914213d413b4d8f8d7bb728c5063d5e}{
130int \textbf{R} \mbox{[}4\mbox{]}}
131\label{classEKFfixed_d914213d413b4d8f8d7bb728c5063d5e}
132
133\item 
134\hypertarget{classEKFfixed_7fd20a80b00e9782da676e48eb5b54b3}{
135int \textbf{x\_\-est} \mbox{[}4\mbox{]}}
136\label{classEKFfixed_7fd20a80b00e9782da676e48eb5b54b3}
137
138\item 
139\hypertarget{classEKFfixed_9518fa723d7324f75df7822a589ee196}{
140int \textbf{x\_\-pred} \mbox{[}4\mbox{]}}
141\label{classEKFfixed_9518fa723d7324f75df7822a589ee196}
142
143\item 
144\hypertarget{classEKFfixed_0b731c546a474433c1ea6f36f0125774}{
145int \textbf{P\_\-pred} \mbox{[}16\mbox{]}}
146\label{classEKFfixed_0b731c546a474433c1ea6f36f0125774}
147
148\item 
149\hypertarget{classEKFfixed_b9ec9cb2d092ca3f4ad2a3b4420867ac}{
150int \textbf{P\_\-est} \mbox{[}16\mbox{]}}
151\label{classEKFfixed_b9ec9cb2d092ca3f4ad2a3b4420867ac}
152
153\item 
154\hypertarget{classEKFfixed_5a8040cdb8bb5dca753485dc67db3287}{
155int \textbf{Y\_\-mes} \mbox{[}2\mbox{]}}
156\label{classEKFfixed_5a8040cdb8bb5dca753485dc67db3287}
157
158\item 
159\hypertarget{classEKFfixed_9292e43fb8e6fedfabb3a9b3c2118e33}{
160int \textbf{ukalm} \mbox{[}2\mbox{]}}
161\label{classEKFfixed_9292e43fb8e6fedfabb3a9b3c2118e33}
162
163\item 
164\hypertarget{classEKFfixed_f754902bb769d3b58b89108c76d9a394}{
165int \textbf{Kalm} \mbox{[}8\mbox{]}}
166\label{classEKFfixed_f754902bb769d3b58b89108c76d9a394}
167
168\item 
169\hypertarget{classEKFfixed_bf4b3d55c8d277673bf77f37f6590217}{
170int \textbf{PSI} \mbox{[}16\mbox{]}}
171\label{classEKFfixed_bf4b3d55c8d277673bf77f37f6590217}
172
173\item 
174\hypertarget{classEKFfixed_8a677b253b54696701c1ca0cb6f7a622}{
175int \textbf{temp15a} \mbox{[}16\mbox{]}}
176\label{classEKFfixed_8a677b253b54696701c1ca0cb6f7a622}
177
178\item 
179\hypertarget{classEKFfixed_6d4354dad09286a7a209983732853c5b}{
180int \textbf{cA}}
181\label{classEKFfixed_6d4354dad09286a7a209983732853c5b}
182
183\item 
184\hypertarget{classEKFfixed_eac752adfb921c1c525f8c3b3fd15dad}{
185int \textbf{cB}}
186\label{classEKFfixed_eac752adfb921c1c525f8c3b3fd15dad}
187
188\item 
189\hypertarget{classEKFfixed_2f35ef3dce13131ae9b4427309a1d005}{
190int \textbf{cC}}
191\label{classEKFfixed_2f35ef3dce13131ae9b4427309a1d005}
192
193\item 
194\hypertarget{classEKFfixed_50b31e70bb17cbdde2e28c83b9612c47}{
195int \textbf{cG}}
196\label{classEKFfixed_50b31e70bb17cbdde2e28c83b9612c47}
197
198\item 
199\hypertarget{classEKFfixed_086e18ad28d139b0a2c0f77badc77a9a}{
200int \textbf{cH}}
201\label{classEKFfixed_086e18ad28d139b0a2c0f77badc77a9a}
202
203\item 
204\hypertarget{classEKFfixed_540046e3ab4d0bed4791f397062a626f}{
205long \textbf{temp30a} \mbox{[}4\mbox{]}}
206\label{classEKFfixed_540046e3ab4d0bed4791f397062a626f}
207
208\item 
209\hypertarget{classEKFfixed_ea92b06e2b66c6771828e689bb727b76}{
210\hyperlink{classenorm}{enorm}$<$ \hyperlink{classfsqmat}{fsqmat} $>$ \textbf{E}}
211\label{classEKFfixed_ea92b06e2b66c6771828e689bb727b76}
212
213\item 
214\hypertarget{classEKFfixed_6e5552506214757d24e59e508f91c8aa}{
215mat \textbf{Ry}}
216\label{classEKFfixed_6e5552506214757d24e59e508f91c8aa}
217
218\end{CompactItemize}
219\subsection*{Protected Attributes}
220\begin{CompactItemize}
221\item 
222\hypertarget{classBM_af00f0612fabe66241dd507188cdbf88}{
223\hyperlink{classRV}{RV} \hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}}
224\label{classBM_af00f0612fabe66241dd507188cdbf88}
225
226\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
227\hypertarget{classBM_5623fef6572a08c2b53b8c87b82dc979}{
228double \hyperlink{classBM_5623fef6572a08c2b53b8c87b82dc979}{ll}}
229\label{classBM_5623fef6572a08c2b53b8c87b82dc979}
230
231\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
232\hypertarget{classBM_bf6fb59b30141074f8ee1e2f43d03129}{
233bool \hyperlink{classBM_bf6fb59b30141074f8ee1e2f43d03129}{evalll}}
234\label{classBM_bf6fb59b30141074f8ee1e2f43d03129}
235
236\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 
237\hypertarget{classBMcond_9ba793c8ec453f04d372d17195ed8dec}{
238\hyperlink{classRV}{RV} \hyperlink{classBMcond_9ba793c8ec453f04d372d17195ed8dec}{rvc}}
239\label{classBMcond_9ba793c8ec453f04d372d17195ed8dec}
240
241\begin{CompactList}\small\item\em Identificator of the conditioning variable. \item\end{CompactList}\end{CompactItemize}
242
243
244\subsection{Detailed Description}
245Extended \hyperlink{classKalman}{Kalman} Filter with full matrices in fixed point arithmetic.
246
247An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.
248
249\subsection{Member Function Documentation}
250\hypertarget{classBM_8a8ce6df431689964c41cc6c849cfd06}{
251\index{EKFfixed@{EKFfixed}!logpred@{logpred}}
252\index{logpred@{logpred}!EKFfixed@{EKFfixed}}
253\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}virtual double BM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
254\label{classBM_8a8ce6df431689964c41cc6c849cfd06}
255
256
257Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
258
259Reimplemented in \hyperlink{classARX_e7f9e7823aec9bf7ddc3b42d9b3304c4}{ARX}, \hyperlink{classMixEF_424ca64f36d4e41de7a7e7ae921d35ea}{MixEF}, and \hyperlink{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}{multiBM}.
260
261Referenced by BM::logpred\_\-m().\hypertarget{classBM_eb58c81d6a7b75b05fc6f276eed78887}{
262\index{EKFfixed@{EKFfixed}!\_\-copy\_\-@{\_\-copy\_\-}}
263\index{\_\-copy\_\-@{\_\-copy\_\-}!EKFfixed@{EKFfixed}}
264\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
265\label{classBM_eb58c81d6a7b75b05fc6f276eed78887}
266
267
268Copy function required in vectors, Arrays of \hyperlink{classBM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-()}\{\hyperlink{classBM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \} 
269
270Reimplemented in \hyperlink{classARX_5de61fbd4f97fa3216760b1f733f5af0}{ARX}, and \hyperlink{classBMEF_97f5312efe4a5bedb86d2daec59d8651}{BMEF}.
271
272The documentation for this class was generated from the following files:\begin{CompactItemize}
273\item 
274work/git/mixpp/pmsm/simulator\_\-zdenek/ekf\_\-example/\hyperlink{ekf__obj_8h}{ekf\_\-obj.h}\item 
275work/git/mixpp/pmsm/simulator\_\-zdenek/ekf\_\-example/ekf\_\-obj.cpp\end{CompactItemize}
Note: See TracBrowser for help on using the browser.