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\hypertarget{ekf__templ_8h}{
\section{work/git/mixpp/bdm/estim/ekf\_\-templ.h File Reference}
\label{ekf__templ_8h}\index{work/git/mixpp/bdm/estim/ekf\_\-templ.h@{work/git/mixpp/bdm/estim/ekf\_\-templ.h}}
}
Bayesian Filtering for linear Gaussian models (\hyperlink{classKalman}{Kalman} Filter) and extensions. 

{\tt \#include \char`\"{}libKF.h\char`\"{}}\par


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\subsection*{Classes}
\begin{CompactItemize}
\item 
class \hyperlink{classEKFful__unQR}{EKFful\_\-unQR}
\begin{CompactList}\small\item\em Extended \hyperlink{classKalman}{Kalman} filter with unknown {\tt Q} and {\tt R}. \item\end{CompactList}\item 
class \hyperlink{classEKFCh__unQ}{EKFCh\_\-unQ}
\begin{CompactList}\small\item\em Extended \hyperlink{classKalman}{Kalman} filter in Choleski form with unknown {\tt Q}. \item\end{CompactList}\item 
class \hyperlink{classEKFCh__cond}{EKFCh\_\-cond}
\begin{CompactList}\small\item\em Extended \hyperlink{classKalman}{Kalman} filter with unknown parameters in {\tt IM}. \item\end{CompactList}\end{CompactItemize}


\subsection{Detailed Description}
Bayesian Filtering for linear Gaussian models (\hyperlink{classKalman}{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 -----------------------------------