\hypertarget{ekf__templ_8h}{ \section{ekf\_\-templ.h File Reference} \label{ekf__templ_8h}\index{ekf\_\-templ.h@{ekf\_\-templ.h}} } \subsection{Detailed Description} Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. \begin{Desc} \item[Author:]Vaclav Smidl.\end{Desc} ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty Using IT++ for numerical operations ----------------------------------- {\tt \#include \char`\"{}libKF.h\char`\"{}}\par \subsection*{Namespaces} \begin{CompactItemize} \item namespace \textbf{bdm} \end{CompactItemize} \subsection*{Classes} \begin{CompactItemize} \item class \hyperlink{classbdm_1_1EKFful__unQR}{bdm::EKFful\_\-unQR} \begin{CompactList}\small\item\em Extended \hyperlink{classbdm_1_1Kalman}{Kalman} filter with unknown {\tt Q} and {\tt R}. \item\end{CompactList}\item class \hyperlink{classbdm_1_1EKFCh__unQ}{bdm::EKFCh\_\-unQ} \begin{CompactList}\small\item\em Extended \hyperlink{classbdm_1_1Kalman}{Kalman} filter in Choleski form with unknown {\tt Q}. \item\end{CompactList}\item class \hyperlink{classbdm_1_1EKFCh__cond}{bdm::EKFCh\_\-cond} \begin{CompactList}\small\item\em Extended \hyperlink{classbdm_1_1Kalman}{Kalman} filter with unknown parameters in {\tt IM}. \item\end{CompactList}\end{CompactItemize}