root/doc/latex/classKalmanFull.tex @ 172

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[172]1\hypertarget{classKalmanFull}{
[8]2\section{KalmanFull Class Reference}
3\label{classKalmanFull}\index{KalmanFull@{KalmanFull}}
[172]4}
5Basic \hyperlink{classKalman}{Kalman} filter with full matrices (education purpose only)! Will be deleted soon! 
[8]6
7
8{\tt \#include $<$libKF.h$>$}
9
[79]10Inheritance diagram for KalmanFull:\nopagebreak
11\begin{figure}[H]
12\begin{center}
13\leavevmode
[140]14\includegraphics[width=102pt]{classKalmanFull__inherit__graph}
[79]15\end{center}
16\end{figure}
[8]17\subsection*{Public Member Functions}
18\begin{CompactItemize}
19\item 
[172]20\hypertarget{classKalmanFull_7197ab6e7380790006394eabd3b97043}{
21\hyperlink{classKalmanFull_7197ab6e7380790006394eabd3b97043}{KalmanFull} (mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0)}
22\label{classKalmanFull_7197ab6e7380790006394eabd3b97043}
[8]23
24\begin{CompactList}\small\item\em Full constructor. \item\end{CompactList}\item 
[172]25\hypertarget{classKalmanFull_13a041cd98ff157703766be275a657bb}{
26void \hyperlink{classKalmanFull_13a041cd98ff157703766be275a657bb}{bayes} (const vec \&dt)}
27\label{classKalmanFull_13a041cd98ff157703766be275a657bb}
[8]28
[172]29\begin{CompactList}\small\item\em Here dt = \mbox{[}yt;ut\mbox{]} of appropriate dimensions. \item\end{CompactList}\item 
30\hypertarget{classKalmanFull_9d7cc2235b643d9662cd9c8b8469747d}{
31\hyperlink{classKalmanFull_9d7cc2235b643d9662cd9c8b8469747d}{KalmanFull} ()}
32\label{classKalmanFull_9d7cc2235b643d9662cd9c8b8469747d}
[79]33
[172]34\begin{CompactList}\small\item\em For \hyperlink{classEKFfull}{EKFfull};. \item\end{CompactList}\end{CompactItemize}
[8]35\subsection*{Public Attributes}
36\begin{CompactItemize}
37\item 
[172]38\hypertarget{classKalmanFull_fb5aec635e2720cc5ac31bc01c18a68a}{
39vec \hyperlink{classKalmanFull_fb5aec635e2720cc5ac31bc01c18a68a}{mu}}
40\label{classKalmanFull_fb5aec635e2720cc5ac31bc01c18a68a}
[8]41
42\begin{CompactList}\small\item\em Mean value of the posterior density. \item\end{CompactList}\item 
[172]43\hypertarget{classKalmanFull_b75dc059e84fa8ffc076203b30f926cc}{
44mat \hyperlink{classKalmanFull_b75dc059e84fa8ffc076203b30f926cc}{P}}
45\label{classKalmanFull_b75dc059e84fa8ffc076203b30f926cc}
[8]46
[79]47\begin{CompactList}\small\item\em Variance of the posterior density. \item\end{CompactList}\item 
[172]48\hypertarget{classKalmanFull_c17d69e125acd2673e6688fd86dd3f84}{
49bool \textbf{evalll}}
50\label{classKalmanFull_c17d69e125acd2673e6688fd86dd3f84}
[79]51
52\item 
[172]53\hypertarget{classKalmanFull_3aa4bf6128980d0627413dcf9cd07308}{
54double \textbf{ll}}
55\label{classKalmanFull_3aa4bf6128980d0627413dcf9cd07308}
[79]56
57\end{CompactItemize}
58\subsection*{Protected Attributes}
59\begin{CompactItemize}
60\item 
[172]61\hypertarget{classKalmanFull_c5353e66238ed717dba79e0499118226}{
62int \textbf{dimx}}
63\label{classKalmanFull_c5353e66238ed717dba79e0499118226}
[79]64
65\item 
[172]66\hypertarget{classKalmanFull_761fadcc12dd4cb83bb8b5e27db01947}{
67int \textbf{dimy}}
68\label{classKalmanFull_761fadcc12dd4cb83bb8b5e27db01947}
[79]69
70\item 
[172]71\hypertarget{classKalmanFull_609a4a0fcde78fd7aac2f01b34e952c9}{
72int \textbf{dimu}}
73\label{classKalmanFull_609a4a0fcde78fd7aac2f01b34e952c9}
[79]74
75\item 
[172]76\hypertarget{classKalmanFull_554de4c953761380cd5a14a02542e007}{
77mat \textbf{A}}
78\label{classKalmanFull_554de4c953761380cd5a14a02542e007}
[79]79
80\item 
[172]81\hypertarget{classKalmanFull_ac7ade2a603a1b05419e36c5aae21755}{
82mat \textbf{B}}
83\label{classKalmanFull_ac7ade2a603a1b05419e36c5aae21755}
[79]84
85\item 
[172]86\hypertarget{classKalmanFull_5a9a8326ae17b519109fcdad59ea74a3}{
87mat \textbf{C}}
88\label{classKalmanFull_5a9a8326ae17b519109fcdad59ea74a3}
[79]89
90\item 
[172]91\hypertarget{classKalmanFull_8f992a2d6b66d2e8bd9174b28cc0f074}{
92mat \textbf{D}}
93\label{classKalmanFull_8f992a2d6b66d2e8bd9174b28cc0f074}
[79]94
95\item 
[172]96\hypertarget{classKalmanFull_bbd2dab10da47237a5f0d9e55fd61f24}{
97mat \textbf{R}}
98\label{classKalmanFull_bbd2dab10da47237a5f0d9e55fd61f24}
[79]99
100\item 
[172]101\hypertarget{classKalmanFull_a8777c1fe67763395d3ddeb326239851}{
102mat \textbf{Q}}
103\label{classKalmanFull_a8777c1fe67763395d3ddeb326239851}
[79]104
105\item 
[172]106\hypertarget{classKalmanFull_905823cf4157a11b8b824e45809dac55}{
107mat \textbf{\_\-Pp}}
108\label{classKalmanFull_905823cf4157a11b8b824e45809dac55}
[79]109
110\item 
[172]111\hypertarget{classKalmanFull_b1b946b3a43f7d86cf4b6dc0dd6e3210}{
112mat \textbf{\_\-Ry}}
113\label{classKalmanFull_b1b946b3a43f7d86cf4b6dc0dd6e3210}
[79]114
115\item 
[172]116\hypertarget{classKalmanFull_c7d915386a9d60b1bc309ae9166764f6}{
117mat \textbf{\_\-iRy}}
118\label{classKalmanFull_c7d915386a9d60b1bc309ae9166764f6}
[79]119
120\item 
[172]121\hypertarget{classKalmanFull_4c8354ea4801529f3071189ddd10d760}{
122mat \textbf{\_\-K}}
123\label{classKalmanFull_4c8354ea4801529f3071189ddd10d760}
[79]124
125\end{CompactItemize}
[8]126\subsection*{Friends}
127\begin{CompactItemize}
128\item 
[172]129\hypertarget{classKalmanFull_86ba216243ed95bb46d80d88775d16af}{
130std::ostream \& \hyperlink{classKalmanFull_86ba216243ed95bb46d80d88775d16af}{operator$<$$<$} (std::ostream \&os, const \hyperlink{classKalmanFull}{KalmanFull} \&kf)}
131\label{classKalmanFull_86ba216243ed95bb46d80d88775d16af}
[8]132
[33]133\begin{CompactList}\small\item\em print elements of KF \item\end{CompactList}\end{CompactItemize}
[8]134
135
136\subsection{Detailed Description}
[172]137Basic \hyperlink{classKalman}{Kalman} filter with full matrices (education purpose only)! Will be deleted soon!
[8]138
139The documentation for this class was generated from the following files:\begin{CompactItemize}
140\item 
[172]141work/git/mixpp/bdm/estim/\hyperlink{libKF_8h}{libKF.h}\item 
[145]142work/git/mixpp/bdm/estim/libKF.cpp\end{CompactItemize}
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