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1\hypertarget{classEKFfixed}{
2\section{EKFfixed Class Reference}
3\label{classEKFfixed}\index{EKFfixed@{EKFfixed}}
4}
5Extended 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=101pt]{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{classbdm_1_1RV}{RV} rvx, \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{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{classbdm_1_1epdf}{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{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{
73virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)}
74\label{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}
75
76\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
77\hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{
78virtual const epdf \& \hyperlink{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{\_\-epdf} () const =0}
79\label{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}
80
81\begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item 
82\hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{
83virtual const epdf $\ast$ \hyperlink{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{\_\-e} () const =0}
84\label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}
85
86\begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 
87virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const
88\item 
89\hypertarget{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{
90vec \hyperlink{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{logpred\_\-m} (const mat \&dt) const }
91\label{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}
92
93\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
94\hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{
95virtual epdf $\ast$ \hyperlink{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{predictor} (const RV \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}) const }
96\label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}
97
98\begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 
99\hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{
100const RV \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const }
101\label{classbdm_1_1BM_40a3c891996391e3135518053a917793}
102
103\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
104\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{
105double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }
106\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}
107
108\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
109\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{
110void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}
111\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}
112
113\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
114virtual BM $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false)
115\item 
116\hypertarget{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{
117const RV \& \hyperlink{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{\_\-rvc} () const }
118\label{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}
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{classbdm_1_1enorm}{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{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{
223RV \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}}
224\label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}
225
226\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item 
227\hypertarget{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{
228double \hyperlink{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ll}}
229\label{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}
230
231\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
232\hypertarget{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{
233bool \hyperlink{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{evalll}}
234\label{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}
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{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{
238RV \hyperlink{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{rvc}}
239\label{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}
240
241\begin{CompactList}\small\item\em Identificator of the conditioning variable. \item\end{CompactList}\end{CompactItemize}
242
243
244\subsection{Detailed Description}
245Extended 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{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{
251\index{EKFfixed@{EKFfixed}!logpred@{logpred}}
252\index{logpred@{logpred}!EKFfixed@{EKFfixed}}
253\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{]}}}}
254\label{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}
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{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}.
260
261Referenced by bdm::BM::logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{
262\index{EKFfixed@{EKFfixed}!\_\-copy\_\-@{\_\-copy\_\-}}
263\index{\_\-copy\_\-@{\_\-copy\_\-}!EKFfixed@{EKFfixed}}
264\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{]}}}}
265\label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}
266
267
268Copy 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; \} 
269
270Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::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}
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