\hypertarget{libKF_8h}{
\section{work/git/mixpp/bdm/estim/libKF.h File Reference}
\label{libKF_8h}\index{work/git/mixpp/bdm/estim/libKF.h@{work/git/mixpp/bdm/estim/libKF.h}}
}
Bayesian Filtering for linear Gaussian models (\hyperlink{classKalman}{Kalman} Filter) and extensions. 

{\tt \#include $<$itpp/itbase.h$>$}\par
{\tt \#include \char`\"{}../stat/libFN.h\char`\"{}}\par
{\tt \#include \char`\"{}../stat/libEF.h\char`\"{}}\par
{\tt \#include \char`\"{}../math/chmat.h\char`\"{}}\par


Include dependency graph for libKF.h:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=186pt]{libKF_8h__incl}
\end{center}
\end{figure}


This graph shows which files directly or indirectly include this file:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=386pt]{libKF_8h__dep__incl}
\end{center}
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\subsection*{Classes}
\begin{CompactItemize}
\item 
class \hyperlink{classKalmanFull}{KalmanFull}
\begin{CompactList}\small\item\em Basic \hyperlink{classKalman}{Kalman} filter with full matrices (education purpose only)! Will be deleted soon! \item\end{CompactList}\item 
class \hyperlink{classKalman}{Kalman$<$ sq\_\-T $>$}
\begin{CompactList}\small\item\em \hyperlink{classKalman}{Kalman} filter with covariance matrices in square root form. \item\end{CompactList}\item 
class \hyperlink{classKalmanCh}{KalmanCh}
\begin{CompactList}\small\item\em \hyperlink{classKalman}{Kalman} filter in square root form. \item\end{CompactList}\item 
class \hyperlink{classEKFfull}{EKFfull}
\begin{CompactList}\small\item\em Extended \hyperlink{classKalman}{Kalman} Filter in full matrices. \item\end{CompactList}\item 
class \hyperlink{classEKF}{EKF$<$ sq\_\-T $>$}
\begin{CompactList}\small\item\em Extended \hyperlink{classKalman}{Kalman} Filter. \item\end{CompactList}\item 
class \hyperlink{classEKFCh}{EKFCh}
\begin{CompactList}\small\item\em Extended \hyperlink{classKalman}{Kalman} Filter in Square root. \item\end{CompactList}\item 
class \hyperlink{classKFcondQR}{KFcondQR}
\begin{CompactList}\small\item\em \hyperlink{classKalman}{Kalman} Filter with conditional diagonal matrices R and Q. \item\end{CompactList}\item 
class \hyperlink{classKFcondR}{KFcondR}
\begin{CompactList}\small\item\em \hyperlink{classKalman}{Kalman} Filter with conditional diagonal matrices R and Q. \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 -----------------------------------