\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 (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=181pt]{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=420pt]{libKF_8h__dep__incl}
\end{center}
\end{figure}
\subsection*{Namespaces}
\begin{CompactItemize}
\item 
namespace \textbf{bdm}
\end{CompactItemize}
\subsection*{Classes}
\begin{CompactItemize}
\item 
class \hyperlink{classbdm_1_1KalmanFull}{bdm::KalmanFull}
\begin{CompactList}\small\item\em Basic \hyperlink{classbdm_1_1Kalman}{Kalman} filter with full matrices (education purpose only)! Will be deleted soon! \item\end{CompactList}\item 
class \hyperlink{classbdm_1_1Kalman}{bdm::Kalman$<$ sq\_\-T $>$}
\begin{CompactList}\small\item\em \hyperlink{classbdm_1_1Kalman}{Kalman} filter with covariance matrices in square root form. \item\end{CompactList}\item 
class \hyperlink{classbdm_1_1KalmanCh}{bdm::KalmanCh}
\begin{CompactList}\small\item\em \hyperlink{classbdm_1_1Kalman}{Kalman} filter in square root form. \item\end{CompactList}\item 
class \hyperlink{classbdm_1_1EKFfull}{bdm::EKFfull}
\begin{CompactList}\small\item\em Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in full matrices. \item\end{CompactList}\item 
class \hyperlink{classbdm_1_1EKF}{bdm::EKF$<$ sq\_\-T $>$}
\begin{CompactList}\small\item\em Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter. \item\end{CompactList}\item 
class \hyperlink{classbdm_1_1EKFCh}{bdm::EKFCh}
\begin{CompactList}\small\item\em Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in Square root. \item\end{CompactList}\item 
class \hyperlink{classbdm_1_1KFcondQR}{bdm::KFcondQR}
\begin{CompactList}\small\item\em \hyperlink{classbdm_1_1Kalman}{Kalman} Filter with conditional diagonal matrices R and Q. \item\end{CompactList}\item 
class \hyperlink{classbdm_1_1KFcondR}{bdm::KFcondR}
\begin{CompactList}\small\item\em \hyperlink{classbdm_1_1Kalman}{Kalman} Filter with conditional diagonal matrices R and Q. \item\end{CompactList}\end{CompactItemize}


\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 -----------------------------------