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