[19] | 1 | \section{work/mixpp/bdm/estim/libKF.h File Reference} |
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| 2 | \label{libKF_8h}\index{work/mixpp/bdm/estim/libKF.h@{work/mixpp/bdm/estim/libKF.h}} |
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[8] | 3 | Bayesian Filtering for linear Gaussian models (\doxyref{Kalman}{p.}{classKalman} Filter) and extensions. |
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| 4 | |
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| 5 | {\tt \#include $<$itpp/itbase.h$>$}\par |
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[22] | 6 | {\tt \#include \char`\"{}../stat/libFN.h\char`\"{}}\par |
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[32] | 7 | {\tt \#include \char`\"{}../stat/libEF.h\char`\"{}}\par |
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[37] | 8 | {\tt \#include \char`\"{}../math/chmat.h\char`\"{}}\par |
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[19] | 9 | |
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| 10 | |
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| 11 | Include dependency graph for libKF.h:\nopagebreak |
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| 12 | \begin{figure}[H] |
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| 13 | \begin{center} |
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| 14 | \leavevmode |
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[37] | 15 | \includegraphics[width=196pt]{libKF_8h__incl} |
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[19] | 16 | \end{center} |
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| 17 | \end{figure} |
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[8] | 18 | \subsection*{Classes} |
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| 19 | \begin{CompactItemize} |
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| 20 | \item |
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| 21 | class {\bf KalmanFull} |
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| 22 | \begin{CompactList}\small\item\em Basic \doxyref{Kalman}{p.}{classKalman} filter with full matrices (education purpose only)! Will be deleted soon! \item\end{CompactList}\item |
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| 23 | class {\bf Kalman$<$ sq\_\-T $>$} |
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[22] | 24 | \begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form. \item\end{CompactList}\item |
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[37] | 25 | class {\bf KalmanCh} |
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| 26 | \begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} filter in square root form. \item\end{CompactList}\item |
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[22] | 27 | class {\bf EKF$<$ sq\_\-T $>$} |
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[32] | 28 | \begin{CompactList}\small\item\em Extended \doxyref{Kalman}{p.}{classKalman} Filter. \item\end{CompactList}\item |
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| 29 | class {\bf KFcondQR} |
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[33] | 30 | \begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} Filter with conditional diagonal matrices R and Q. \item\end{CompactList}\item |
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| 31 | class {\bf KFcondR} |
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[32] | 32 | \begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} Filter with conditional diagonal matrices R and Q. \item\end{CompactList}\end{CompactItemize} |
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[8] | 33 | |
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| 34 | |
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| 35 | \subsection{Detailed Description} |
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| 36 | Bayesian Filtering for linear Gaussian models (\doxyref{Kalman}{p.}{classKalman} Filter) and extensions. |
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| 37 | |
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| 38 | \begin{Desc} |
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| 39 | \item[Author:]Vaclav Smidl.\end{Desc} |
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| 40 | ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty |
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| 41 | |
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| 42 | Using IT++ for numerical operations ----------------------------------- |
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