| 1 | <?xml version='1.0' encoding='UTF-8' standalone='no'?> |
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| 2 | <doxygen xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="compound.xsd" version="1.5.6"> |
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| 3 | <compounddef id="classEKF" kind="class" prot="public"> |
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| 4 | <compoundname>EKF</compoundname> |
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| 5 | <basecompoundref refid="classKalman" prot="public" virt="non-virtual">Kalman< fsqmat ></basecompoundref> |
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| 6 | <includes refid="libKF_8h" local="no">libKF.h</includes> |
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| 7 | <templateparamlist> |
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| 8 | <param> |
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| 9 | <type>class</type> |
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| 10 | <declname>sq_T</declname> |
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| 11 | <defname>sq_T</defname> |
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| 12 | </param> |
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| 13 | </templateparamlist> |
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| 14 | <sectiondef kind="private-attrib"> |
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| 15 | <memberdef kind="variable" id="classEKF_103674fdc59a208912af19a4943c29214" prot="private" static="no" mutable="no"> |
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| 16 | <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type> |
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| 17 | <definition>diffbifn* EKF< sq_T >::pfxu</definition> |
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| 18 | <argsstring></argsstring> |
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| 19 | <name>pfxu</name> |
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| 20 | <briefdescription> |
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| 21 | <para>Internal Model f(x,u). </para> </briefdescription> |
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| 22 | <detaileddescription> |
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| 23 | </detaileddescription> |
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| 24 | <inbodydescription> |
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| 25 | </inbodydescription> |
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| 26 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="199" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="199" bodyend="-1"/> |
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| 27 | </memberdef> |
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| 28 | <memberdef kind="variable" id="classEKF_12dc44cd82821964039bdb2c5c92a6140" prot="private" static="no" mutable="no"> |
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| 29 | <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type> |
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| 30 | <definition>diffbifn* EKF< sq_T >::phxu</definition> |
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| 31 | <argsstring></argsstring> |
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| 32 | <name>phxu</name> |
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| 33 | <briefdescription> |
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| 34 | <para>Observation Model h(x,u). </para> </briefdescription> |
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| 35 | <detaileddescription> |
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| 36 | </detaileddescription> |
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| 37 | <inbodydescription> |
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| 38 | </inbodydescription> |
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| 39 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="201" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="201" bodyend="-1"/> |
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| 40 | </memberdef> |
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| 41 | </sectiondef> |
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| 42 | <sectiondef kind="public-func"> |
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| 43 | <memberdef kind="function" id="classEKF_1ea4f3254cacf0a92d2a820b1201d049e" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 44 | <type></type> |
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| 45 | <definition>EKF< sq_T >::EKF</definition> |
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| 46 | <argsstring>(RV rvx, RV rvy, RV rvu)</argsstring> |
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| 47 | <name>EKF</name> |
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| 48 | <param> |
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| 49 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 50 | <declname>rvx</declname> |
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| 51 | </param> |
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| 52 | <param> |
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| 53 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 54 | <declname>rvy</declname> |
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| 55 | </param> |
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| 56 | <param> |
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| 57 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 58 | <declname>rvu</declname> |
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| 59 | </param> |
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| 60 | <briefdescription> |
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| 61 | <para>Default constructor. </para> </briefdescription> |
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| 62 | <detaileddescription> |
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| 63 | </detaileddescription> |
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| 64 | <inbodydescription> |
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| 65 | </inbodydescription> |
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| 66 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="204" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="344" bodyend="344"/> |
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| 67 | </memberdef> |
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| 68 | <memberdef kind="function" id="classEKF_128d058ae4d24d992d2f055419a06ee66" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 69 | <type>void</type> |
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| 70 | <definition>void EKF< sq_T >::set_parameters</definition> |
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| 71 | <argsstring>(diffbifn *pfxu, diffbifn *phxu, const sq_T Q0, const sq_T R0)</argsstring> |
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| 72 | <name>set_parameters</name> |
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| 73 | <param> |
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| 74 | <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type> |
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| 75 | <declname>pfxu</declname> |
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| 76 | </param> |
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| 77 | <param> |
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| 78 | <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type> |
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| 79 | <declname>phxu</declname> |
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| 80 | </param> |
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| 81 | <param> |
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| 82 | <type>const sq_T</type> |
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| 83 | <declname>Q0</declname> |
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| 84 | </param> |
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| 85 | <param> |
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| 86 | <type>const sq_T</type> |
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| 87 | <declname>R0</declname> |
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| 88 | </param> |
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| 89 | <briefdescription> |
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| 90 | <para>Set nonlinear functions for mean values and covariance matrices. </para> </briefdescription> |
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| 91 | <detaileddescription> |
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| 92 | </detaileddescription> |
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| 93 | <inbodydescription> |
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| 94 | </inbodydescription> |
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| 95 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="206" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="347" bodyend="361"/> |
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| 96 | <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman< fsqmat >::_mu</references> |
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| 97 | <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman< fsqmat >::A</references> |
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| 98 | <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman< fsqmat >::B</references> |
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| 99 | <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman< fsqmat >::C</references> |
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| 100 | <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman< fsqmat >::D</references> |
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| 101 | <references refid="classdiffbifn_16d217a02d4fa13931258d4bebdd0feb4" compoundref="libFN_8h" startline="85" endline="85">diffbifn::dfdx_cond</references> |
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| 102 | <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman< fsqmat >::dimu</references> |
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| 103 | <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman< fsqmat >::Q</references> |
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| 104 | <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman< fsqmat >::R</references> |
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| 105 | </memberdef> |
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| 106 | <memberdef kind="function" id="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual"> |
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| 107 | <type>void</type> |
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| 108 | <definition>void EKF< sq_T >::bayes</definition> |
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| 109 | <argsstring>(const vec &dt)</argsstring> |
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| 110 | <name>bayes</name> |
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| 111 | <reimplements refid="classKalman_17750ffd73f261828a32c18aaeb65c75c">bayes</reimplements> |
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| 112 | <param> |
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| 113 | <type>const vec &</type> |
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| 114 | <declname>dt</declname> |
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| 115 | </param> |
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| 116 | <briefdescription> |
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| 117 | <para>Here dt = [yt;ut] of appropriate dimensions. </para> </briefdescription> |
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| 118 | <detaileddescription> |
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| 119 | </detaileddescription> |
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| 120 | <inbodydescription> |
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| 121 | </inbodydescription> |
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| 122 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="208" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="364" bodyend="396"/> |
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| 123 | <references refid="classKalman_1d422f51467c7a06174af2476d2826132" compoundref="libKF_8h" startline="95">Kalman< fsqmat >::_K</references> |
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| 124 | <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman< fsqmat >::_mu</references> |
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| 125 | <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman< fsqmat >::_P</references> |
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| 126 | <references refid="classKalman_145c9f928d2d62e0c884900fb3380f904" compoundref="libKF_8h" startline="99">Kalman< fsqmat >::_Ry</references> |
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| 127 | <references refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" compoundref="libKF_8h" startline="97">Kalman< fsqmat >::_yp</references> |
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| 128 | <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman< fsqmat >::A</references> |
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| 129 | <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman< fsqmat >::C</references> |
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| 130 | <references refid="classdiffbifn_16d217a02d4fa13931258d4bebdd0feb4" compoundref="libFN_8h" startline="85" endline="85">diffbifn::dfdx_cond</references> |
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| 131 | <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman< fsqmat >::dimu</references> |
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| 132 | <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman< fsqmat >::dimy</references> |
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| 133 | <references refid="classdiffbifn_1ad7673e16aa1a046b131b24c731c4632" compoundref="libFN_8h" startline="76" endline="80">diffbifn::eval</references> |
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| 134 | <references refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" compoundref="libBM_8h" startline="268">BM::evalll</references> |
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| 135 | <references refid="classenorm_1609a7c33dbb4fdfab050f3bdd1122401" compoundref="libEF_8h" startline="400" endline="403">enorm< sq_T >::evalpdflog</references> |
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| 136 | <references refid="classKalman_1e580ab06483952bd03f2e651763e184f" compoundref="libKF_8h" startline="92">Kalman< fsqmat >::fy</references> |
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| 137 | <references refid="classfsqmat_19fa853e1ca28f2a1a1c43377e798ecb1" compoundref="libDC_8cpp" startline="14" endline="14">fsqmat::inv</references> |
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| 138 | <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references> |
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| 139 | <references refid="classfsqmat_15530d2756b5d991de755e6121c9a452e" compoundref="libDC_8cpp" startline="10" endline="10">fsqmat::mult_sym</references> |
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| 140 | <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman< fsqmat >::Q</references> |
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| 141 | <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman< fsqmat >::R</references> |
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| 142 | <references refid="classfsqmat_1cedf4f048309056f4262c930914dfda8" compoundref="libDC_8cpp" startline="9" endline="9">fsqmat::to_mat</references> |
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| 143 | </memberdef> |
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| 144 | <memberdef kind="function" id="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
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| 145 | <type>void</type> |
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| 146 | <definition>void Kalman< fsqmat >::set_parameters</definition> |
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| 147 | <argsstring>(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const fsqmat &R0, const fsqmat &Q0)</argsstring> |
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| 148 | <name>set_parameters</name> |
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| 149 | <param> |
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| 150 | <type>const mat &</type> |
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| 151 | <declname>A0</declname> |
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| 152 | </param> |
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| 153 | <param> |
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| 154 | <type>const mat &</type> |
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| 155 | <declname>B0</declname> |
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| 156 | </param> |
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| 157 | <param> |
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| 158 | <type>const mat &</type> |
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| 159 | <declname>C0</declname> |
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| 160 | </param> |
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| 161 | <param> |
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| 162 | <type>const mat &</type> |
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| 163 | <declname>D0</declname> |
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| 164 | </param> |
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| 165 | <param> |
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| 166 | <type>const <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &</type> |
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| 167 | <declname>R0</declname> |
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| 168 | </param> |
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| 169 | <param> |
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| 170 | <type>const <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &</type> |
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| 171 | <declname>Q0</declname> |
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| 172 | </param> |
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| 173 | <briefdescription> |
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| 174 | <para>Set parameters with check of relevance. </para> </briefdescription> |
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| 175 | <detaileddescription> |
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| 176 | </detaileddescription> |
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| 177 | <inbodydescription> |
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| 178 | </inbodydescription> |
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| 179 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="111"/> |
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| 180 | </memberdef> |
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| 181 | <memberdef kind="function" id="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 182 | <type>void</type> |
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| 183 | <definition>void Kalman< fsqmat >::set_est</definition> |
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| 184 | <argsstring>(const vec &mu0, const fsqmat &P0)</argsstring> |
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| 185 | <name>set_est</name> |
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| 186 | <param> |
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| 187 | <type>const vec &</type> |
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| 188 | <declname>mu0</declname> |
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| 189 | </param> |
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| 190 | <param> |
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| 191 | <type>const <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &</type> |
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| 192 | <declname>P0</declname> |
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| 193 | </param> |
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| 194 | <briefdescription> |
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| 195 | <para>Set estimate values, used e.g. in initialization. </para> </briefdescription> |
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| 196 | <detaileddescription> |
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| 197 | </detaileddescription> |
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| 198 | <inbodydescription> |
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| 199 | </inbodydescription> |
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| 200 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="113" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="113" bodyend="118"/> |
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| 201 | <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman< sq_T >::C</references> |
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| 202 | <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman< sq_T >::dimy</references> |
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| 203 | <references refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" compoundref="libKF_8h" startline="90">Kalman< sq_T >::est</references> |
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| 204 | <references refid="classKalman_1e580ab06483952bd03f2e651763e184f" compoundref="libKF_8h" startline="92">Kalman< sq_T >::fy</references> |
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| 205 | </memberdef> |
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| 206 | <memberdef kind="function" id="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
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| 207 | <type>void</type> |
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| 208 | <definition>void BM::bayes</definition> |
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| 209 | <argsstring>(mat Dt)</argsstring> |
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| 210 | <name>bayes</name> |
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| 211 | <param> |
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| 212 | <type>mat</type> |
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| 213 | <declname>Dt</declname> |
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| 214 | </param> |
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| 215 | <briefdescription> |
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| 216 | <para>Batch Bayes rule (columns of Dt are observations). </para> </briefdescription> |
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| 217 | <detaileddescription> |
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| 218 | </detaileddescription> |
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| 219 | <inbodydescription> |
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| 220 | </inbodydescription> |
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| 221 | <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="280"/> |
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| 222 | </memberdef> |
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| 223 | <memberdef kind="function" id="classKalman_1a213c57aef55b2645e550bed81cfc0d4" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual"> |
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| 224 | <type><ref refid="classepdf" kindref="compound">epdf</ref> &</type> |
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| 225 | <definition>epdf& Kalman< fsqmat >::_epdf</definition> |
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| 226 | <argsstring>()</argsstring> |
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| 227 | <name>_epdf</name> |
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| 228 | <reimplements refid="classBM_13dc45554556926bde996a267636abe55">_epdf</reimplements> |
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| 229 | <briefdescription> |
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| 230 | <para>access function </para> </briefdescription> |
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| 231 | <detaileddescription> |
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| 232 | </detaileddescription> |
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| 233 | <inbodydescription> |
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| 234 | </inbodydescription> |
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| 235 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="123" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="123" bodyend="123"/> |
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| 236 | <references refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" compoundref="libKF_8h" startline="90">Kalman< sq_T >::est</references> |
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| 237 | </memberdef> |
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| 238 | <memberdef kind="function" id="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 239 | <type>mat &</type> |
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| 240 | <definition>mat& Kalman< fsqmat >::__K</definition> |
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| 241 | <argsstring>()</argsstring> |
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| 242 | <name>__K</name> |
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| 243 | <briefdescription> |
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| 244 | <para>access function </para> </briefdescription> |
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| 245 | <detaileddescription> |
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| 246 | </detaileddescription> |
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| 247 | <inbodydescription> |
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| 248 | </inbodydescription> |
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| 249 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="125" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="125" bodyend="125"/> |
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| 250 | <references refid="classKalman_1d422f51467c7a06174af2476d2826132" compoundref="libKF_8h" startline="95">Kalman< sq_T >::_K</references> |
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| 251 | </memberdef> |
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| 252 | <memberdef kind="function" id="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 253 | <type>vec</type> |
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| 254 | <definition>vec Kalman< fsqmat >::_dP</definition> |
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| 255 | <argsstring>()</argsstring> |
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| 256 | <name>_dP</name> |
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| 257 | <briefdescription> |
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| 258 | <para>access function </para> </briefdescription> |
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| 259 | <detaileddescription> |
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| 260 | </detaileddescription> |
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| 261 | <inbodydescription> |
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| 262 | </inbodydescription> |
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| 263 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="127" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="127" bodyend="127"/> |
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| 264 | <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman< sq_T >::_P</references> |
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| 265 | </memberdef> |
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| 266 | <memberdef kind="function" id="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual"> |
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| 267 | <type>const <ref refid="classRV" kindref="compound">RV</ref> &</type> |
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| 268 | <definition>const RV& BM::_rv</definition> |
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| 269 | <argsstring>() const </argsstring> |
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| 270 | <name>_rv</name> |
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| 271 | <briefdescription> |
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| 272 | <para>access function </para> </briefdescription> |
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| 273 | <detaileddescription> |
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| 274 | </detaileddescription> |
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| 275 | <inbodydescription> |
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| 276 | </inbodydescription> |
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| 277 | <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="287" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="287" bodyend="287"/> |
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| 278 | <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references> |
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| 279 | </memberdef> |
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| 280 | <memberdef kind="function" id="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual"> |
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| 281 | <type>double</type> |
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| 282 | <definition>double BM::_ll</definition> |
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| 283 | <argsstring>() const </argsstring> |
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| 284 | <name>_ll</name> |
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| 285 | <briefdescription> |
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| 286 | <para>access function </para> </briefdescription> |
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| 287 | <detaileddescription> |
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| 288 | </detaileddescription> |
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| 289 | <inbodydescription> |
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| 290 | </inbodydescription> |
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| 291 | <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="289" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="289" bodyend="289"/> |
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| 292 | <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references> |
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| 293 | </memberdef> |
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| 294 | </sectiondef> |
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| 295 | <sectiondef kind="protected-attrib"> |
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| 296 | <memberdef kind="variable" id="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" static="no" mutable="no"> |
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| 297 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 298 | <definition>RV Kalman< fsqmat >::rvy</definition> |
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| 299 | <argsstring></argsstring> |
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| 300 | <name>rvy</name> |
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| 301 | <briefdescription> |
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| 302 | <para>Indetifier of output rv. </para> </briefdescription> |
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| 303 | <detaileddescription> |
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| 304 | </detaileddescription> |
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| 305 | <inbodydescription> |
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| 306 | </inbodydescription> |
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| 307 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="67" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="67" bodyend="-1"/> |
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| 308 | </memberdef> |
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| 309 | <memberdef kind="variable" id="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" static="no" mutable="no"> |
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| 310 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 311 | <definition>RV Kalman< fsqmat >::rvu</definition> |
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| 312 | <argsstring></argsstring> |
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| 313 | <name>rvu</name> |
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| 314 | <briefdescription> |
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| 315 | <para>Indetifier of exogeneous rv. </para> </briefdescription> |
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| 316 | <detaileddescription> |
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| 317 | </detaileddescription> |
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| 318 | <inbodydescription> |
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| 319 | </inbodydescription> |
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| 320 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="69" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="69" bodyend="-1"/> |
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| 321 | </memberdef> |
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| 322 | <memberdef kind="variable" id="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" static="no" mutable="no"> |
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| 323 | <type>int</type> |
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| 324 | <definition>int Kalman< fsqmat >::dimx</definition> |
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| 325 | <argsstring></argsstring> |
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| 326 | <name>dimx</name> |
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| 327 | <briefdescription> |
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| 328 | <para>cache of rv.count() </para> </briefdescription> |
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| 329 | <detaileddescription> |
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| 330 | </detaileddescription> |
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| 331 | <inbodydescription> |
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| 332 | </inbodydescription> |
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| 333 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="71" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="71" bodyend="-1"/> |
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| 334 | </memberdef> |
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| 335 | <memberdef kind="variable" id="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" static="no" mutable="no"> |
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| 336 | <type>int</type> |
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| 337 | <definition>int Kalman< fsqmat >::dimy</definition> |
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| 338 | <argsstring></argsstring> |
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| 339 | <name>dimy</name> |
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| 340 | <briefdescription> |
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| 341 | <para>cache of rvy.count() </para> </briefdescription> |
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| 342 | <detaileddescription> |
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| 343 | </detaileddescription> |
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| 344 | <inbodydescription> |
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| 345 | </inbodydescription> |
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| 346 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="73" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="73" bodyend="-1"/> |
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| 347 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
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| 348 | </memberdef> |
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| 349 | <memberdef kind="variable" id="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" static="no" mutable="no"> |
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| 350 | <type>int</type> |
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| 351 | <definition>int Kalman< fsqmat >::dimu</definition> |
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| 352 | <argsstring></argsstring> |
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| 353 | <name>dimu</name> |
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| 354 | <briefdescription> |
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| 355 | <para>cache of rvu.count() </para> </briefdescription> |
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| 356 | <detaileddescription> |
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| 357 | </detaileddescription> |
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| 358 | <inbodydescription> |
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| 359 | </inbodydescription> |
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| 360 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="75" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="75" bodyend="-1"/> |
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| 361 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
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| 362 | <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF< sq_T >::set_parameters</referencedby> |
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| 363 | </memberdef> |
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| 364 | <memberdef kind="variable" id="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" static="no" mutable="no"> |
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| 365 | <type>mat</type> |
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| 366 | <definition>mat Kalman< fsqmat >::A</definition> |
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| 367 | <argsstring></argsstring> |
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| 368 | <name>A</name> |
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| 369 | <briefdescription> |
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| 370 | <para>Matrix A. </para> </briefdescription> |
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| 371 | <detaileddescription> |
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| 372 | </detaileddescription> |
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| 373 | <inbodydescription> |
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| 374 | </inbodydescription> |
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| 375 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="77" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="77" bodyend="-1"/> |
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| 376 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
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| 377 | <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF< sq_T >::set_parameters</referencedby> |
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| 378 | </memberdef> |
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| 379 | <memberdef kind="variable" id="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" static="no" mutable="no"> |
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| 380 | <type>mat</type> |
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| 381 | <definition>mat Kalman< fsqmat >::B</definition> |
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| 382 | <argsstring></argsstring> |
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| 383 | <name>B</name> |
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| 384 | <briefdescription> |
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| 385 | <para>Matrix B. </para> </briefdescription> |
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| 386 | <detaileddescription> |
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| 387 | </detaileddescription> |
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| 388 | <inbodydescription> |
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| 389 | </inbodydescription> |
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| 390 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="79" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="79" bodyend="-1"/> |
|---|
| 391 | <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF< sq_T >::set_parameters</referencedby> |
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| 392 | </memberdef> |
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| 393 | <memberdef kind="variable" id="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" static="no" mutable="no"> |
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| 394 | <type>mat</type> |
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| 395 | <definition>mat Kalman< fsqmat >::C</definition> |
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| 396 | <argsstring></argsstring> |
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| 397 | <name>C</name> |
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| 398 | <briefdescription> |
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| 399 | <para>Matrix C. </para> </briefdescription> |
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| 400 | <detaileddescription> |
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| 401 | </detaileddescription> |
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| 402 | <inbodydescription> |
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| 403 | </inbodydescription> |
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| 404 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="81" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="81" bodyend="-1"/> |
|---|
| 405 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
|---|
| 406 | <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF< sq_T >::set_parameters</referencedby> |
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| 407 | </memberdef> |
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| 408 | <memberdef kind="variable" id="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" static="no" mutable="no"> |
|---|
| 409 | <type>mat</type> |
|---|
| 410 | <definition>mat Kalman< fsqmat >::D</definition> |
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| 411 | <argsstring></argsstring> |
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| 412 | <name>D</name> |
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| 413 | <briefdescription> |
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| 414 | <para>Matrix D. </para> </briefdescription> |
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| 415 | <detaileddescription> |
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| 416 | </detaileddescription> |
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| 417 | <inbodydescription> |
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| 418 | </inbodydescription> |
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| 419 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="83" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="83" bodyend="-1"/> |
|---|
| 420 | <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF< sq_T >::set_parameters</referencedby> |
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| 421 | </memberdef> |
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| 422 | <memberdef kind="variable" id="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" static="no" mutable="no"> |
|---|
| 423 | <type><ref refid="classfsqmat" kindref="compound">fsqmat</ref></type> |
|---|
| 424 | <definition>fsqmat Kalman< fsqmat >::Q</definition> |
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| 425 | <argsstring></argsstring> |
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| 426 | <name>Q</name> |
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| 427 | <briefdescription> |
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| 428 | <para>Matrix Q in square-root form. </para> </briefdescription> |
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| 429 | <detaileddescription> |
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| 430 | </detaileddescription> |
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| 431 | <inbodydescription> |
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| 432 | </inbodydescription> |
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| 433 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="85" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="85" bodyend="-1"/> |
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| 434 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
|---|
| 435 | <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF< sq_T >::set_parameters</referencedby> |
|---|
| 436 | </memberdef> |
|---|
| 437 | <memberdef kind="variable" id="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" static="no" mutable="no"> |
|---|
| 438 | <type><ref refid="classfsqmat" kindref="compound">fsqmat</ref></type> |
|---|
| 439 | <definition>fsqmat Kalman< fsqmat >::R</definition> |
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| 440 | <argsstring></argsstring> |
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| 441 | <name>R</name> |
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| 442 | <briefdescription> |
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| 443 | <para>Matrix R in square-root form. </para> </briefdescription> |
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| 444 | <detaileddescription> |
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| 445 | </detaileddescription> |
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| 446 | <inbodydescription> |
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| 447 | </inbodydescription> |
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| 448 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="87" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="87" bodyend="-1"/> |
|---|
| 449 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
|---|
| 450 | <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF< sq_T >::set_parameters</referencedby> |
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| 451 | </memberdef> |
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| 452 | <memberdef kind="variable" id="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" static="no" mutable="no"> |
|---|
| 453 | <type><ref refid="classenorm" kindref="compound">enorm</ref>< <ref refid="classfsqmat" kindref="compound">fsqmat</ref> ></type> |
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| 454 | <definition>enorm<fsqmat > Kalman< fsqmat >::est</definition> |
|---|
| 455 | <argsstring></argsstring> |
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| 456 | <name>est</name> |
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| 457 | <briefdescription> |
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| 458 | <para>posterior density on $x_t$ </para> </briefdescription> |
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| 459 | <detaileddescription> |
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| 460 | </detaileddescription> |
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| 461 | <inbodydescription> |
|---|
| 462 | </inbodydescription> |
|---|
| 463 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="90" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="90" bodyend="-1"/> |
|---|
| 464 | </memberdef> |
|---|
| 465 | <memberdef kind="variable" id="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" static="no" mutable="no"> |
|---|
| 466 | <type><ref refid="classenorm" kindref="compound">enorm</ref>< <ref refid="classfsqmat" kindref="compound">fsqmat</ref> ></type> |
|---|
| 467 | <definition>enorm<fsqmat > Kalman< fsqmat >::fy</definition> |
|---|
| 468 | <argsstring></argsstring> |
|---|
| 469 | <name>fy</name> |
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| 470 | <briefdescription> |
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| 471 | <para>preditive density on $y_t$ </para> </briefdescription> |
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| 472 | <detaileddescription> |
|---|
| 473 | </detaileddescription> |
|---|
| 474 | <inbodydescription> |
|---|
| 475 | </inbodydescription> |
|---|
| 476 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="92" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="92" bodyend="-1"/> |
|---|
| 477 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
|---|
| 478 | </memberdef> |
|---|
| 479 | <memberdef kind="variable" id="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" static="no" mutable="no"> |
|---|
| 480 | <type>mat</type> |
|---|
| 481 | <definition>mat Kalman< fsqmat >::_K</definition> |
|---|
| 482 | <argsstring></argsstring> |
|---|
| 483 | <name>_K</name> |
|---|
| 484 | <briefdescription> |
|---|
| 485 | <para>placeholder for <ref refid="classKalman" kindref="compound">Kalman</ref> gain </para> </briefdescription> |
|---|
| 486 | <detaileddescription> |
|---|
| 487 | </detaileddescription> |
|---|
| 488 | <inbodydescription> |
|---|
| 489 | </inbodydescription> |
|---|
| 490 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="95" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="95" bodyend="-1"/> |
|---|
| 491 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
|---|
| 492 | </memberdef> |
|---|
| 493 | <memberdef kind="variable" id="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" static="no" mutable="no"> |
|---|
| 494 | <type>vec &</type> |
|---|
| 495 | <definition>vec& Kalman< fsqmat >::_yp</definition> |
|---|
| 496 | <argsstring></argsstring> |
|---|
| 497 | <name>_yp</name> |
|---|
| 498 | <briefdescription> |
|---|
| 499 | <para>cache of fy.mu </para> </briefdescription> |
|---|
| 500 | <detaileddescription> |
|---|
| 501 | </detaileddescription> |
|---|
| 502 | <inbodydescription> |
|---|
| 503 | </inbodydescription> |
|---|
| 504 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="97" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="97" bodyend="-1"/> |
|---|
| 505 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
|---|
| 506 | </memberdef> |
|---|
| 507 | <memberdef kind="variable" id="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" static="no" mutable="no"> |
|---|
| 508 | <type><ref refid="classfsqmat" kindref="compound">fsqmat</ref> &</type> |
|---|
| 509 | <definition>fsqmat & Kalman< fsqmat >::_Ry</definition> |
|---|
| 510 | <argsstring></argsstring> |
|---|
| 511 | <name>_Ry</name> |
|---|
| 512 | <briefdescription> |
|---|
| 513 | <para>cache of fy.R </para> </briefdescription> |
|---|
| 514 | <detaileddescription> |
|---|
| 515 | </detaileddescription> |
|---|
| 516 | <inbodydescription> |
|---|
| 517 | </inbodydescription> |
|---|
| 518 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="99" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="99" bodyend="-1"/> |
|---|
| 519 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
|---|
| 520 | </memberdef> |
|---|
| 521 | <memberdef kind="variable" id="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" static="no" mutable="no"> |
|---|
| 522 | <type>vec &</type> |
|---|
| 523 | <definition>vec& Kalman< fsqmat >::_mu</definition> |
|---|
| 524 | <argsstring></argsstring> |
|---|
| 525 | <name>_mu</name> |
|---|
| 526 | <briefdescription> |
|---|
| 527 | <para>cache of est.mu </para> </briefdescription> |
|---|
| 528 | <detaileddescription> |
|---|
| 529 | </detaileddescription> |
|---|
| 530 | <inbodydescription> |
|---|
| 531 | </inbodydescription> |
|---|
| 532 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="101" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="101" bodyend="-1"/> |
|---|
| 533 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
|---|
| 534 | <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF< sq_T >::set_parameters</referencedby> |
|---|
| 535 | </memberdef> |
|---|
| 536 | <memberdef kind="variable" id="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" static="no" mutable="no"> |
|---|
| 537 | <type><ref refid="classfsqmat" kindref="compound">fsqmat</ref> &</type> |
|---|
| 538 | <definition>fsqmat & Kalman< fsqmat >::_P</definition> |
|---|
| 539 | <argsstring></argsstring> |
|---|
| 540 | <name>_P</name> |
|---|
| 541 | <briefdescription> |
|---|
| 542 | <para>cache of est.R </para> </briefdescription> |
|---|
| 543 | <detaileddescription> |
|---|
| 544 | </detaileddescription> |
|---|
| 545 | <inbodydescription> |
|---|
| 546 | </inbodydescription> |
|---|
| 547 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="103" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="103" bodyend="-1"/> |
|---|
| 548 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
|---|
| 549 | </memberdef> |
|---|
| 550 | <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no"> |
|---|
| 551 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
|---|
| 552 | <definition>RV BM::rv</definition> |
|---|
| 553 | <argsstring></argsstring> |
|---|
| 554 | <name>rv</name> |
|---|
| 555 | <briefdescription> |
|---|
| 556 | <para>Random variable of the posterior. </para> </briefdescription> |
|---|
| 557 | <detaileddescription> |
|---|
| 558 | </detaileddescription> |
|---|
| 559 | <inbodydescription> |
|---|
| 560 | </inbodydescription> |
|---|
| 561 | <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="264" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="264" bodyend="-1"/> |
|---|
| 562 | <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby> |
|---|
| 563 | <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF< BM_T >::MPF</referencedby> |
|---|
| 564 | <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby> |
|---|
| 565 | <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">ARX::structure_est</referencedby> |
|---|
| 566 | </memberdef> |
|---|
| 567 | <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no"> |
|---|
| 568 | <type>double</type> |
|---|
| 569 | <definition>double BM::ll</definition> |
|---|
| 570 | <argsstring></argsstring> |
|---|
| 571 | <name>ll</name> |
|---|
| 572 | <briefdescription> |
|---|
| 573 | <para>Logarithm of marginalized data likelihood. </para> </briefdescription> |
|---|
| 574 | <detaileddescription> |
|---|
| 575 | </detaileddescription> |
|---|
| 576 | <inbodydescription> |
|---|
| 577 | </inbodydescription> |
|---|
| 578 | <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="266" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="266" bodyend="-1"/> |
|---|
| 579 | <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby> |
|---|
| 580 | <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby> |
|---|
| 581 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
|---|
| 582 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
|---|
| 583 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
|---|
| 584 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby> |
|---|
| 585 | <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby> |
|---|
| 586 | <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby> |
|---|
| 587 | </memberdef> |
|---|
| 588 | <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no"> |
|---|
| 589 | <type>bool</type> |
|---|
| 590 | <definition>bool BM::evalll</definition> |
|---|
| 591 | <argsstring></argsstring> |
|---|
| 592 | <name>evalll</name> |
|---|
| 593 | <briefdescription> |
|---|
| 594 | <para>If true, the filter will compute likelihood of the data record and store it in <computeroutput>ll</computeroutput> . Set to false if you want to save time. </para> </briefdescription> |
|---|
| 595 | <detaileddescription> |
|---|
| 596 | </detaileddescription> |
|---|
| 597 | <inbodydescription> |
|---|
| 598 | </inbodydescription> |
|---|
| 599 | <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="268" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="268" bodyend="-1"/> |
|---|
| 600 | <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby> |
|---|
| 601 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
|---|
| 602 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
|---|
| 603 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
|---|
| 604 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby> |
|---|
| 605 | <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby> |
|---|
| 606 | <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby> |
|---|
| 607 | </memberdef> |
|---|
| 608 | </sectiondef> |
|---|
| 609 | <briefdescription> |
|---|
| 610 | <para>Extended <ref refid="classKalman" kindref="compound">Kalman</ref> Filter. </para> </briefdescription> |
|---|
| 611 | <detaileddescription> |
|---|
| 612 | <para>An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. </para> </detaileddescription> |
|---|
| 613 | <inheritancegraph> |
|---|
| 614 | <node id="860"> |
|---|
| 615 | <label>EKF< sq_T ></label> |
|---|
| 616 | <link refid="classEKF"/> |
|---|
| 617 | <childnode refid="861" relation="public-inheritance"> |
|---|
| 618 | </childnode> |
|---|
| 619 | </node> |
|---|
| 620 | <node id="861"> |
|---|
| 621 | <label>Kalman< fsqmat ></label> |
|---|
| 622 | <link refid="classKalman"/> |
|---|
| 623 | <childnode refid="862" relation="public-inheritance"> |
|---|
| 624 | </childnode> |
|---|
| 625 | <childnode refid="863" relation="template-instance"> |
|---|
| 626 | <edgelabel>< fsqmat ></edgelabel> |
|---|
| 627 | </childnode> |
|---|
| 628 | </node> |
|---|
| 629 | <node id="862"> |
|---|
| 630 | <label>BM</label> |
|---|
| 631 | <link refid="classBM"/> |
|---|
| 632 | </node> |
|---|
| 633 | <node id="863"> |
|---|
| 634 | <label>Kalman< sq_T ></label> |
|---|
| 635 | <link refid="classKalman"/> |
|---|
| 636 | <childnode refid="862" relation="public-inheritance"> |
|---|
| 637 | </childnode> |
|---|
| 638 | </node> |
|---|
| 639 | </inheritancegraph> |
|---|
| 640 | <collaborationgraph> |
|---|
| 641 | <node id="864"> |
|---|
| 642 | <label>EKF< sq_T ></label> |
|---|
| 643 | <link refid="classEKF"/> |
|---|
| 644 | <childnode refid="865" relation="public-inheritance"> |
|---|
| 645 | </childnode> |
|---|
| 646 | <childnode refid="876" relation="usage"> |
|---|
| 647 | <edgelabel>pfxu |
|---|
| 648 | phxu</edgelabel> |
|---|
| 649 | </childnode> |
|---|
| 650 | </node> |
|---|
| 651 | <node id="865"> |
|---|
| 652 | <label>Kalman< fsqmat ></label> |
|---|
| 653 | <link refid="classKalman"/> |
|---|
| 654 | <childnode refid="866" relation="public-inheritance"> |
|---|
| 655 | </childnode> |
|---|
| 656 | <childnode refid="867" relation="usage"> |
|---|
| 657 | <edgelabel>rvu |
|---|
| 658 | rvy</edgelabel> |
|---|
| 659 | </childnode> |
|---|
| 660 | <childnode refid="868" relation="usage"> |
|---|
| 661 | <edgelabel>_P |
|---|
| 662 | Q |
|---|
| 663 | R |
|---|
| 664 | _Ry</edgelabel> |
|---|
| 665 | </childnode> |
|---|
| 666 | <childnode refid="870" relation="usage"> |
|---|
| 667 | <edgelabel>est |
|---|
| 668 | fy</edgelabel> |
|---|
| 669 | </childnode> |
|---|
| 670 | <childnode refid="875" relation="template-instance"> |
|---|
| 671 | <edgelabel>< fsqmat ></edgelabel> |
|---|
| 672 | </childnode> |
|---|
| 673 | </node> |
|---|
| 674 | <node id="873"> |
|---|
| 675 | <label>enorm< sq_T ></label> |
|---|
| 676 | <link refid="classenorm"/> |
|---|
| 677 | <childnode refid="871" relation="public-inheritance"> |
|---|
| 678 | </childnode> |
|---|
| 679 | <childnode refid="874" relation="usage"> |
|---|
| 680 | <edgelabel>R</edgelabel> |
|---|
| 681 | </childnode> |
|---|
| 682 | </node> |
|---|
| 683 | <node id="874"> |
|---|
| 684 | <label>sq_T</label> |
|---|
| 685 | </node> |
|---|
| 686 | <node id="872"> |
|---|
| 687 | <label>epdf</label> |
|---|
| 688 | <link refid="classepdf"/> |
|---|
| 689 | <childnode refid="867" relation="usage"> |
|---|
| 690 | <edgelabel>rv</edgelabel> |
|---|
| 691 | </childnode> |
|---|
| 692 | </node> |
|---|
| 693 | <node id="866"> |
|---|
| 694 | <label>BM</label> |
|---|
| 695 | <link refid="classBM"/> |
|---|
| 696 | <childnode refid="867" relation="usage"> |
|---|
| 697 | <edgelabel>rv</edgelabel> |
|---|
| 698 | </childnode> |
|---|
| 699 | </node> |
|---|
| 700 | <node id="868"> |
|---|
| 701 | <label>fsqmat</label> |
|---|
| 702 | <link refid="classfsqmat"/> |
|---|
| 703 | <childnode refid="869" relation="public-inheritance"> |
|---|
| 704 | </childnode> |
|---|
| 705 | </node> |
|---|
| 706 | <node id="870"> |
|---|
| 707 | <label>enorm< fsqmat ></label> |
|---|
| 708 | <link refid="classenorm"/> |
|---|
| 709 | <childnode refid="871" relation="public-inheritance"> |
|---|
| 710 | </childnode> |
|---|
| 711 | <childnode refid="868" relation="usage"> |
|---|
| 712 | <edgelabel>R</edgelabel> |
|---|
| 713 | </childnode> |
|---|
| 714 | <childnode refid="873" relation="template-instance"> |
|---|
| 715 | <edgelabel>< fsqmat ></edgelabel> |
|---|
| 716 | </childnode> |
|---|
| 717 | </node> |
|---|
| 718 | <node id="867"> |
|---|
| 719 | <label>RV</label> |
|---|
| 720 | <link refid="classRV"/> |
|---|
| 721 | </node> |
|---|
| 722 | <node id="869"> |
|---|
| 723 | <label>sqmat</label> |
|---|
| 724 | <link refid="classsqmat"/> |
|---|
| 725 | </node> |
|---|
| 726 | <node id="876"> |
|---|
| 727 | <label>diffbifn</label> |
|---|
| 728 | <link refid="classdiffbifn"/> |
|---|
| 729 | <childnode refid="877" relation="public-inheritance"> |
|---|
| 730 | </childnode> |
|---|
| 731 | <childnode refid="867" relation="usage"> |
|---|
| 732 | <edgelabel>rvu |
|---|
| 733 | rvx</edgelabel> |
|---|
| 734 | </childnode> |
|---|
| 735 | </node> |
|---|
| 736 | <node id="875"> |
|---|
| 737 | <label>Kalman< sq_T ></label> |
|---|
| 738 | <link refid="classKalman"/> |
|---|
| 739 | <childnode refid="866" relation="public-inheritance"> |
|---|
| 740 | </childnode> |
|---|
| 741 | <childnode refid="874" relation="usage"> |
|---|
| 742 | <edgelabel>_P |
|---|
| 743 | Q |
|---|
| 744 | R |
|---|
| 745 | _Ry</edgelabel> |
|---|
| 746 | </childnode> |
|---|
| 747 | <childnode refid="867" relation="usage"> |
|---|
| 748 | <edgelabel>rvu |
|---|
| 749 | rvy</edgelabel> |
|---|
| 750 | </childnode> |
|---|
| 751 | </node> |
|---|
| 752 | <node id="877"> |
|---|
| 753 | <label>fnc</label> |
|---|
| 754 | <link refid="classfnc"/> |
|---|
| 755 | </node> |
|---|
| 756 | <node id="871"> |
|---|
| 757 | <label>eEF</label> |
|---|
| 758 | <link refid="classeEF"/> |
|---|
| 759 | <childnode refid="872" relation="public-inheritance"> |
|---|
| 760 | </childnode> |
|---|
| 761 | </node> |
|---|
| 762 | </collaborationgraph> |
|---|
| 763 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="197" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="197" bodyend="209"/> |
|---|
| 764 | <listofallmembers> |
|---|
| 765 | <member refid="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" prot="public" virt="non-virtual"><scope>EKF</scope><name>__K</name></member> |
|---|
| 766 | <member refid="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" prot="public" virt="non-virtual"><scope>EKF</scope><name>_dP</name></member> |
|---|
| 767 | <member refid="classKalman_1a213c57aef55b2645e550bed81cfc0d4" prot="public" virt="virtual"><scope>EKF</scope><name>_epdf</name></member> |
|---|
| 768 | <member refid="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" virt="non-virtual"><scope>EKF</scope><name>_K</name></member> |
|---|
| 769 | <member refid="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" virt="non-virtual"><scope>EKF</scope><name>_ll</name></member> |
|---|
| 770 | <member refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" virt="non-virtual"><scope>EKF</scope><name>_mu</name></member> |
|---|
| 771 | <member refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" virt="non-virtual"><scope>EKF</scope><name>_P</name></member> |
|---|
| 772 | <member refid="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" virt="non-virtual"><scope>EKF</scope><name>_rv</name></member> |
|---|
| 773 | <member refid="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" virt="non-virtual"><scope>EKF</scope><name>_Ry</name></member> |
|---|
| 774 | <member refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" virt="non-virtual"><scope>EKF</scope><name>_yp</name></member> |
|---|
| 775 | <member refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" virt="non-virtual"><scope>EKF</scope><name>A</name></member> |
|---|
| 776 | <member refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" virt="non-virtual"><scope>EKF</scope><name>B</name></member> |
|---|
| 777 | <member refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" prot="public" virt="virtual"><scope>EKF</scope><name>bayes</name></member> |
|---|
| 778 | <member refid="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" virt="non-virtual" ambiguityscope="BM::"><scope>EKF</scope><name>bayes</name></member> |
|---|
| 779 | <member refid="classBM_1605d28b426adb677c86a57ddb525132a" prot="public" virt="non-virtual"><scope>EKF</scope><name>BM</name></member> |
|---|
| 780 | <member refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" virt="non-virtual"><scope>EKF</scope><name>C</name></member> |
|---|
| 781 | <member refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" virt="non-virtual"><scope>EKF</scope><name>D</name></member> |
|---|
| 782 | <member refid="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" virt="non-virtual"><scope>EKF</scope><name>dimu</name></member> |
|---|
| 783 | <member refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" virt="non-virtual"><scope>EKF</scope><name>dimx</name></member> |
|---|
| 784 | <member refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" virt="non-virtual"><scope>EKF</scope><name>dimy</name></member> |
|---|
| 785 | <member refid="classEKF_1ea4f3254cacf0a92d2a820b1201d049e" prot="public" virt="non-virtual"><scope>EKF</scope><name>EKF</name></member> |
|---|
| 786 | <member refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" virt="non-virtual"><scope>EKF</scope><name>est</name></member> |
|---|
| 787 | <member refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" virt="non-virtual"><scope>EKF</scope><name>evalll</name></member> |
|---|
| 788 | <member refid="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" virt="non-virtual"><scope>EKF</scope><name>fy</name></member> |
|---|
| 789 | <member refid="classKalman_13d56b0a97b8c1e25fdd3b10eef3c2ad3" prot="public" virt="non-virtual"><scope>EKF</scope><name>Kalman</name></member> |
|---|
| 790 | <member refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" prot="public" virt="non-virtual"><scope>EKF</scope><name>Kalman</name></member> |
|---|
| 791 | <member refid="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" virt="non-virtual"><scope>EKF</scope><name>ll</name></member> |
|---|
| 792 | <member refid="classEKF_103674fdc59a208912af19a4943c29214" prot="private" virt="non-virtual"><scope>EKF</scope><name>pfxu</name></member> |
|---|
| 793 | <member refid="classEKF_12dc44cd82821964039bdb2c5c92a6140" prot="private" virt="non-virtual"><scope>EKF</scope><name>phxu</name></member> |
|---|
| 794 | <member refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" virt="non-virtual"><scope>EKF</scope><name>Q</name></member> |
|---|
| 795 | <member refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" virt="non-virtual"><scope>EKF</scope><name>R</name></member> |
|---|
| 796 | <member refid="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" virt="non-virtual"><scope>EKF</scope><name>rv</name></member> |
|---|
| 797 | <member refid="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" virt="non-virtual"><scope>EKF</scope><name>rvu</name></member> |
|---|
| 798 | <member refid="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" virt="non-virtual"><scope>EKF</scope><name>rvy</name></member> |
|---|
| 799 | <member refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" virt="non-virtual"><scope>EKF</scope><name>set_est</name></member> |
|---|
| 800 | <member refid="classEKF_128d058ae4d24d992d2f055419a06ee66" prot="public" virt="non-virtual"><scope>EKF</scope><name>set_parameters</name></member> |
|---|
| 801 | <member refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" virt="non-virtual" ambiguityscope="Kalman< fsqmat >::"><scope>EKF</scope><name>set_parameters</name></member> |
|---|
| 802 | <member refid="classBM_1ca0f02b3b4144e0895cc14f7e0374bdd" prot="public" virt="virtual"><scope>EKF</scope><name>~BM</name></member> |
|---|
| 803 | </listofallmembers> |
|---|
| 804 | </compounddef> |
|---|
| 805 | </doxygen> |
|---|