[172] | 1 | \hypertarget{libKF_8h}{ |
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[145] | 2 | \section{work/git/mixpp/bdm/estim/libKF.h File Reference} |
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| 3 | \label{libKF_8h}\index{work/git/mixpp/bdm/estim/libKF.h@{work/git/mixpp/bdm/estim/libKF.h}} |
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[172] | 4 | } |
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| 5 | Bayesian Filtering for linear Gaussian models (\hyperlink{classKalman}{Kalman} Filter) and extensions. |
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[8] | 6 | |
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| 7 | {\tt \#include $<$itpp/itbase.h$>$}\par |
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[22] | 8 | {\tt \#include \char`\"{}../stat/libFN.h\char`\"{}}\par |
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[32] | 9 | {\tt \#include \char`\"{}../stat/libEF.h\char`\"{}}\par |
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[37] | 10 | {\tt \#include \char`\"{}../math/chmat.h\char`\"{}}\par |
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[19] | 11 | |
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| 12 | |
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| 13 | Include dependency graph for libKF.h:\nopagebreak |
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| 14 | \begin{figure}[H] |
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| 15 | \begin{center} |
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| 16 | \leavevmode |
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[181] | 17 | \includegraphics[width=181pt]{libKF_8h__incl} |
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[19] | 18 | \end{center} |
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| 19 | \end{figure} |
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[79] | 20 | |
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| 21 | |
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| 22 | This graph shows which files directly or indirectly include this file:\nopagebreak |
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| 23 | \begin{figure}[H] |
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| 24 | \begin{center} |
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| 25 | \leavevmode |
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[210] | 26 | \includegraphics[width=420pt]{libKF_8h__dep__incl} |
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[79] | 27 | \end{center} |
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| 28 | \end{figure} |
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[8] | 29 | \subsection*{Classes} |
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| 30 | \begin{CompactItemize} |
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| 31 | \item |
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[172] | 32 | class \hyperlink{classKalmanFull}{KalmanFull} |
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| 33 | \begin{CompactList}\small\item\em Basic \hyperlink{classKalman}{Kalman} filter with full matrices (education purpose only)! Will be deleted soon! \item\end{CompactList}\item |
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| 34 | class \hyperlink{classKalman}{Kalman$<$ sq\_\-T $>$} |
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| 35 | \begin{CompactList}\small\item\em \hyperlink{classKalman}{Kalman} filter with covariance matrices in square root form. \item\end{CompactList}\item |
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| 36 | class \hyperlink{classKalmanCh}{KalmanCh} |
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| 37 | \begin{CompactList}\small\item\em \hyperlink{classKalman}{Kalman} filter in square root form. \item\end{CompactList}\item |
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| 38 | class \hyperlink{classEKFfull}{EKFfull} |
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| 39 | \begin{CompactList}\small\item\em Extended \hyperlink{classKalman}{Kalman} Filter in full matrices. \item\end{CompactList}\item |
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| 40 | class \hyperlink{classEKF}{EKF$<$ sq\_\-T $>$} |
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| 41 | \begin{CompactList}\small\item\em Extended \hyperlink{classKalman}{Kalman} Filter. \item\end{CompactList}\item |
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| 42 | class \hyperlink{classEKFCh}{EKFCh} |
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| 43 | \begin{CompactList}\small\item\em Extended \hyperlink{classKalman}{Kalman} Filter in Square root. \item\end{CompactList}\item |
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| 44 | class \hyperlink{classKFcondQR}{KFcondQR} |
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| 45 | \begin{CompactList}\small\item\em \hyperlink{classKalman}{Kalman} Filter with conditional diagonal matrices R and Q. \item\end{CompactList}\item |
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| 46 | class \hyperlink{classKFcondR}{KFcondR} |
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| 47 | \begin{CompactList}\small\item\em \hyperlink{classKalman}{Kalman} Filter with conditional diagonal matrices R and Q. \item\end{CompactList}\end{CompactItemize} |
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[8] | 48 | |
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| 49 | |
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| 50 | \subsection{Detailed Description} |
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[172] | 51 | Bayesian Filtering for linear Gaussian models (\hyperlink{classKalman}{Kalman} Filter) and extensions. |
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[8] | 52 | |
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| 53 | \begin{Desc} |
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| 54 | \item[Author:]Vaclav Smidl.\end{Desc} |
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| 55 | ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty |
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| 56 | |
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| 57 | Using IT++ for numerical operations ----------------------------------- |
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