1 | <?xml version='1.0' encoding='UTF-8' standalone='no'?> |
---|
2 | <doxygen xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="compound.xsd" version="1.5.6"> |
---|
3 | <compounddef id="classEKF" kind="class" prot="public"> |
---|
4 | <compoundname>EKF</compoundname> |
---|
5 | <basecompoundref refid="classKalman" prot="public" virt="non-virtual">Kalman< fsqmat ></basecompoundref> |
---|
6 | <includes refid="libKF_8h" local="no">libKF.h</includes> |
---|
7 | <templateparamlist> |
---|
8 | <param> |
---|
9 | <type>class</type> |
---|
10 | <declname>sq_T</declname> |
---|
11 | <defname>sq_T</defname> |
---|
12 | </param> |
---|
13 | </templateparamlist> |
---|
14 | <sectiondef kind="private-attrib"> |
---|
15 | <memberdef kind="variable" id="classEKF_103674fdc59a208912af19a4943c29214" prot="private" static="no" mutable="no"> |
---|
16 | <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type> |
---|
17 | <definition>diffbifn* EKF< sq_T >::pfxu</definition> |
---|
18 | <argsstring></argsstring> |
---|
19 | <name>pfxu</name> |
---|
20 | <briefdescription> |
---|
21 | <para>Internal Model f(x,u). </para> </briefdescription> |
---|
22 | <detaileddescription> |
---|
23 | </detaileddescription> |
---|
24 | <inbodydescription> |
---|
25 | </inbodydescription> |
---|
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"/> |
---|
27 | </memberdef> |
---|
28 | <memberdef kind="variable" id="classEKF_12dc44cd82821964039bdb2c5c92a6140" prot="private" static="no" mutable="no"> |
---|
29 | <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type> |
---|
30 | <definition>diffbifn* EKF< sq_T >::phxu</definition> |
---|
31 | <argsstring></argsstring> |
---|
32 | <name>phxu</name> |
---|
33 | <briefdescription> |
---|
34 | <para>Observation Model h(x,u). </para> </briefdescription> |
---|
35 | <detaileddescription> |
---|
36 | </detaileddescription> |
---|
37 | <inbodydescription> |
---|
38 | </inbodydescription> |
---|
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"/> |
---|
40 | </memberdef> |
---|
41 | </sectiondef> |
---|
42 | <sectiondef kind="public-func"> |
---|
43 | <memberdef kind="function" id="classEKF_1ea4f3254cacf0a92d2a820b1201d049e" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
---|
44 | <type></type> |
---|
45 | <definition>EKF< sq_T >::EKF</definition> |
---|
46 | <argsstring>(RV rvx, RV rvy, RV rvu)</argsstring> |
---|
47 | <name>EKF</name> |
---|
48 | <param> |
---|
49 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
---|
50 | <declname>rvx</declname> |
---|
51 | </param> |
---|
52 | <param> |
---|
53 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
---|
54 | <declname>rvy</declname> |
---|
55 | </param> |
---|
56 | <param> |
---|
57 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
---|
58 | <declname>rvu</declname> |
---|
59 | </param> |
---|
60 | <briefdescription> |
---|
61 | <para>Default constructor. </para> </briefdescription> |
---|
62 | <detaileddescription> |
---|
63 | </detaileddescription> |
---|
64 | <inbodydescription> |
---|
65 | </inbodydescription> |
---|
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"/> |
---|
67 | </memberdef> |
---|
68 | <memberdef kind="function" id="classEKF_128d058ae4d24d992d2f055419a06ee66" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
---|
69 | <type>void</type> |
---|
70 | <definition>void EKF< sq_T >::set_parameters</definition> |
---|
71 | <argsstring>(diffbifn *pfxu, diffbifn *phxu, const sq_T Q0, const sq_T R0)</argsstring> |
---|
72 | <name>set_parameters</name> |
---|
73 | <param> |
---|
74 | <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type> |
---|
75 | <declname>pfxu</declname> |
---|
76 | </param> |
---|
77 | <param> |
---|
78 | <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type> |
---|
79 | <declname>phxu</declname> |
---|
80 | </param> |
---|
81 | <param> |
---|
82 | <type>const sq_T</type> |
---|
83 | <declname>Q0</declname> |
---|
84 | </param> |
---|
85 | <param> |
---|
86 | <type>const sq_T</type> |
---|
87 | <declname>R0</declname> |
---|
88 | </param> |
---|
89 | <briefdescription> |
---|
90 | <para>Set nonlinear functions for mean values and covariance matrices. </para> </briefdescription> |
---|
91 | <detaileddescription> |
---|
92 | </detaileddescription> |
---|
93 | <inbodydescription> |
---|
94 | </inbodydescription> |
---|
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"/> |
---|
96 | <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman< fsqmat >::_mu</references> |
---|
97 | <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman< fsqmat >::A</references> |
---|
98 | <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman< fsqmat >::B</references> |
---|
99 | <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman< fsqmat >::C</references> |
---|
100 | <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman< fsqmat >::D</references> |
---|
101 | <references refid="classdiffbifn_16d217a02d4fa13931258d4bebdd0feb4" compoundref="libFN_8h" startline="85" endline="85">diffbifn::dfdx_cond</references> |
---|
102 | <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman< fsqmat >::dimu</references> |
---|
103 | <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman< fsqmat >::Q</references> |
---|
104 | <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman< fsqmat >::R</references> |
---|
105 | </memberdef> |
---|
106 | <memberdef kind="function" id="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual"> |
---|
107 | <type>void</type> |
---|
108 | <definition>void EKF< sq_T >::bayes</definition> |
---|
109 | <argsstring>(const vec &dt)</argsstring> |
---|
110 | <name>bayes</name> |
---|
111 | <reimplements refid="classKalman_17750ffd73f261828a32c18aaeb65c75c">bayes</reimplements> |
---|
112 | <param> |
---|
113 | <type>const vec &</type> |
---|
114 | <declname>dt</declname> |
---|
115 | </param> |
---|
116 | <briefdescription> |
---|
117 | <para>Here dt = [yt;ut] of appropriate dimensions. </para> </briefdescription> |
---|
118 | <detaileddescription> |
---|
119 | </detaileddescription> |
---|
120 | <inbodydescription> |
---|
121 | </inbodydescription> |
---|
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"/> |
---|
123 | <references refid="classKalman_1d422f51467c7a06174af2476d2826132" compoundref="libKF_8h" startline="95">Kalman< fsqmat >::_K</references> |
---|
124 | <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman< fsqmat >::_mu</references> |
---|
125 | <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman< fsqmat >::_P</references> |
---|
126 | <references refid="classKalman_145c9f928d2d62e0c884900fb3380f904" compoundref="libKF_8h" startline="99">Kalman< fsqmat >::_Ry</references> |
---|
127 | <references refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" compoundref="libKF_8h" startline="97">Kalman< fsqmat >::_yp</references> |
---|
128 | <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman< fsqmat >::A</references> |
---|
129 | <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman< fsqmat >::C</references> |
---|
130 | <references refid="classdiffbifn_16d217a02d4fa13931258d4bebdd0feb4" compoundref="libFN_8h" startline="85" endline="85">diffbifn::dfdx_cond</references> |
---|
131 | <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman< fsqmat >::dimu</references> |
---|
132 | <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman< fsqmat >::dimy</references> |
---|
133 | <references refid="classdiffbifn_1ad7673e16aa1a046b131b24c731c4632" compoundref="libFN_8h" startline="76" endline="80">diffbifn::eval</references> |
---|
134 | <references refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" compoundref="libBM_8h" startline="268">BM::evalll</references> |
---|
135 | <references refid="classenorm_1609a7c33dbb4fdfab050f3bdd1122401" compoundref="libEF_8h" startline="400" endline="403">enorm< sq_T >::evalpdflog</references> |
---|
136 | <references refid="classKalman_1e580ab06483952bd03f2e651763e184f" compoundref="libKF_8h" startline="92">Kalman< fsqmat >::fy</references> |
---|
137 | <references refid="classfsqmat_19fa853e1ca28f2a1a1c43377e798ecb1" compoundref="libDC_8cpp" startline="14" endline="14">fsqmat::inv</references> |
---|
138 | <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references> |
---|
139 | <references refid="classfsqmat_15530d2756b5d991de755e6121c9a452e" compoundref="libDC_8cpp" startline="10" endline="10">fsqmat::mult_sym</references> |
---|
140 | <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman< fsqmat >::Q</references> |
---|
141 | <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman< fsqmat >::R</references> |
---|
142 | <references refid="classfsqmat_1cedf4f048309056f4262c930914dfda8" compoundref="libDC_8cpp" startline="9" endline="9">fsqmat::to_mat</references> |
---|
143 | </memberdef> |
---|
144 | <memberdef kind="function" id="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
145 | <type>void</type> |
---|
146 | <definition>void Kalman< fsqmat >::set_parameters</definition> |
---|
147 | <argsstring>(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const fsqmat &R0, const fsqmat &Q0)</argsstring> |
---|
148 | <name>set_parameters</name> |
---|
149 | <param> |
---|
150 | <type>const mat &</type> |
---|
151 | <declname>A0</declname> |
---|
152 | </param> |
---|
153 | <param> |
---|
154 | <type>const mat &</type> |
---|
155 | <declname>B0</declname> |
---|
156 | </param> |
---|
157 | <param> |
---|
158 | <type>const mat &</type> |
---|
159 | <declname>C0</declname> |
---|
160 | </param> |
---|
161 | <param> |
---|
162 | <type>const mat &</type> |
---|
163 | <declname>D0</declname> |
---|
164 | </param> |
---|
165 | <param> |
---|
166 | <type>const <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &</type> |
---|
167 | <declname>R0</declname> |
---|
168 | </param> |
---|
169 | <param> |
---|
170 | <type>const <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &</type> |
---|
171 | <declname>Q0</declname> |
---|
172 | </param> |
---|
173 | <briefdescription> |
---|
174 | <para>Set parameters with check of relevance. </para> </briefdescription> |
---|
175 | <detaileddescription> |
---|
176 | </detaileddescription> |
---|
177 | <inbodydescription> |
---|
178 | </inbodydescription> |
---|
179 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="111"/> |
---|
180 | </memberdef> |
---|
181 | <memberdef kind="function" id="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
---|
182 | <type>void</type> |
---|
183 | <definition>void Kalman< fsqmat >::set_est</definition> |
---|
184 | <argsstring>(const vec &mu0, const fsqmat &P0)</argsstring> |
---|
185 | <name>set_est</name> |
---|
186 | <param> |
---|
187 | <type>const vec &</type> |
---|
188 | <declname>mu0</declname> |
---|
189 | </param> |
---|
190 | <param> |
---|
191 | <type>const <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &</type> |
---|
192 | <declname>P0</declname> |
---|
193 | </param> |
---|
194 | <briefdescription> |
---|
195 | <para>Set estimate values, used e.g. in initialization. </para> </briefdescription> |
---|
196 | <detaileddescription> |
---|
197 | </detaileddescription> |
---|
198 | <inbodydescription> |
---|
199 | </inbodydescription> |
---|
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"/> |
---|
201 | <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman< sq_T >::C</references> |
---|
202 | <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman< sq_T >::dimy</references> |
---|
203 | <references refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" compoundref="libKF_8h" startline="90">Kalman< sq_T >::est</references> |
---|
204 | <references refid="classKalman_1e580ab06483952bd03f2e651763e184f" compoundref="libKF_8h" startline="92">Kalman< sq_T >::fy</references> |
---|
205 | </memberdef> |
---|
206 | <memberdef kind="function" id="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
207 | <type>void</type> |
---|
208 | <definition>void BM::bayes</definition> |
---|
209 | <argsstring>(mat Dt)</argsstring> |
---|
210 | <name>bayes</name> |
---|
211 | <param> |
---|
212 | <type>mat</type> |
---|
213 | <declname>Dt</declname> |
---|
214 | </param> |
---|
215 | <briefdescription> |
---|
216 | <para>Batch Bayes rule (columns of Dt are observations). </para> </briefdescription> |
---|
217 | <detaileddescription> |
---|
218 | </detaileddescription> |
---|
219 | <inbodydescription> |
---|
220 | </inbodydescription> |
---|
221 | <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="280"/> |
---|
222 | </memberdef> |
---|
223 | <memberdef kind="function" id="classKalman_1a213c57aef55b2645e550bed81cfc0d4" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual"> |
---|
224 | <type><ref refid="classepdf" kindref="compound">epdf</ref> &</type> |
---|
225 | <definition>epdf& Kalman< fsqmat >::_epdf</definition> |
---|
226 | <argsstring>()</argsstring> |
---|
227 | <name>_epdf</name> |
---|
228 | <reimplements refid="classBM_13dc45554556926bde996a267636abe55">_epdf</reimplements> |
---|
229 | <briefdescription> |
---|
230 | <para>access function </para> </briefdescription> |
---|
231 | <detaileddescription> |
---|
232 | </detaileddescription> |
---|
233 | <inbodydescription> |
---|
234 | </inbodydescription> |
---|
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"/> |
---|
236 | <references refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" compoundref="libKF_8h" startline="90">Kalman< sq_T >::est</references> |
---|
237 | </memberdef> |
---|
238 | <memberdef kind="function" id="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
---|
239 | <type>mat &</type> |
---|
240 | <definition>mat& Kalman< fsqmat >::__K</definition> |
---|
241 | <argsstring>()</argsstring> |
---|
242 | <name>__K</name> |
---|
243 | <briefdescription> |
---|
244 | <para>access function </para> </briefdescription> |
---|
245 | <detaileddescription> |
---|
246 | </detaileddescription> |
---|
247 | <inbodydescription> |
---|
248 | </inbodydescription> |
---|
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"/> |
---|
250 | <references refid="classKalman_1d422f51467c7a06174af2476d2826132" compoundref="libKF_8h" startline="95">Kalman< sq_T >::_K</references> |
---|
251 | </memberdef> |
---|
252 | <memberdef kind="function" id="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
---|
253 | <type>vec</type> |
---|
254 | <definition>vec Kalman< fsqmat >::_dP</definition> |
---|
255 | <argsstring>()</argsstring> |
---|
256 | <name>_dP</name> |
---|
257 | <briefdescription> |
---|
258 | <para>access function </para> </briefdescription> |
---|
259 | <detaileddescription> |
---|
260 | </detaileddescription> |
---|
261 | <inbodydescription> |
---|
262 | </inbodydescription> |
---|
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"/> |
---|
264 | <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman< sq_T >::_P</references> |
---|
265 | </memberdef> |
---|
266 | <memberdef kind="function" id="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual"> |
---|
267 | <type>const <ref refid="classRV" kindref="compound">RV</ref> &</type> |
---|
268 | <definition>const RV& BM::_rv</definition> |
---|
269 | <argsstring>() const </argsstring> |
---|
270 | <name>_rv</name> |
---|
271 | <briefdescription> |
---|
272 | <para>access function </para> </briefdescription> |
---|
273 | <detaileddescription> |
---|
274 | </detaileddescription> |
---|
275 | <inbodydescription> |
---|
276 | </inbodydescription> |
---|
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"/> |
---|
278 | <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references> |
---|
279 | </memberdef> |
---|
280 | <memberdef kind="function" id="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual"> |
---|
281 | <type>double</type> |
---|
282 | <definition>double BM::_ll</definition> |
---|
283 | <argsstring>() const </argsstring> |
---|
284 | <name>_ll</name> |
---|
285 | <briefdescription> |
---|
286 | <para>access function </para> </briefdescription> |
---|
287 | <detaileddescription> |
---|
288 | </detaileddescription> |
---|
289 | <inbodydescription> |
---|
290 | </inbodydescription> |
---|
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"/> |
---|
292 | <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references> |
---|
293 | </memberdef> |
---|
294 | </sectiondef> |
---|
295 | <sectiondef kind="protected-attrib"> |
---|
296 | <memberdef kind="variable" id="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" static="no" mutable="no"> |
---|
297 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
---|
298 | <definition>RV Kalman< fsqmat >::rvy</definition> |
---|
299 | <argsstring></argsstring> |
---|
300 | <name>rvy</name> |
---|
301 | <briefdescription> |
---|
302 | <para>Indetifier of output rv. </para> </briefdescription> |
---|
303 | <detaileddescription> |
---|
304 | </detaileddescription> |
---|
305 | <inbodydescription> |
---|
306 | </inbodydescription> |
---|
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"/> |
---|
308 | </memberdef> |
---|
309 | <memberdef kind="variable" id="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" static="no" mutable="no"> |
---|
310 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
---|
311 | <definition>RV Kalman< fsqmat >::rvu</definition> |
---|
312 | <argsstring></argsstring> |
---|
313 | <name>rvu</name> |
---|
314 | <briefdescription> |
---|
315 | <para>Indetifier of exogeneous rv. </para> </briefdescription> |
---|
316 | <detaileddescription> |
---|
317 | </detaileddescription> |
---|
318 | <inbodydescription> |
---|
319 | </inbodydescription> |
---|
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"/> |
---|
321 | </memberdef> |
---|
322 | <memberdef kind="variable" id="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" static="no" mutable="no"> |
---|
323 | <type>int</type> |
---|
324 | <definition>int Kalman< fsqmat >::dimx</definition> |
---|
325 | <argsstring></argsstring> |
---|
326 | <name>dimx</name> |
---|
327 | <briefdescription> |
---|
328 | <para>cache of rv.count() </para> </briefdescription> |
---|
329 | <detaileddescription> |
---|
330 | </detaileddescription> |
---|
331 | <inbodydescription> |
---|
332 | </inbodydescription> |
---|
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"/> |
---|
334 | </memberdef> |
---|
335 | <memberdef kind="variable" id="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" static="no" mutable="no"> |
---|
336 | <type>int</type> |
---|
337 | <definition>int Kalman< fsqmat >::dimy</definition> |
---|
338 | <argsstring></argsstring> |
---|
339 | <name>dimy</name> |
---|
340 | <briefdescription> |
---|
341 | <para>cache of rvy.count() </para> </briefdescription> |
---|
342 | <detaileddescription> |
---|
343 | </detaileddescription> |
---|
344 | <inbodydescription> |
---|
345 | </inbodydescription> |
---|
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"/> |
---|
347 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
---|
348 | </memberdef> |
---|
349 | <memberdef kind="variable" id="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" static="no" mutable="no"> |
---|
350 | <type>int</type> |
---|
351 | <definition>int Kalman< fsqmat >::dimu</definition> |
---|
352 | <argsstring></argsstring> |
---|
353 | <name>dimu</name> |
---|
354 | <briefdescription> |
---|
355 | <para>cache of rvu.count() </para> </briefdescription> |
---|
356 | <detaileddescription> |
---|
357 | </detaileddescription> |
---|
358 | <inbodydescription> |
---|
359 | </inbodydescription> |
---|
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"/> |
---|
361 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
---|
362 | <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF< sq_T >::set_parameters</referencedby> |
---|
363 | </memberdef> |
---|
364 | <memberdef kind="variable" id="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" static="no" mutable="no"> |
---|
365 | <type>mat</type> |
---|
366 | <definition>mat Kalman< fsqmat >::A</definition> |
---|
367 | <argsstring></argsstring> |
---|
368 | <name>A</name> |
---|
369 | <briefdescription> |
---|
370 | <para>Matrix A. </para> </briefdescription> |
---|
371 | <detaileddescription> |
---|
372 | </detaileddescription> |
---|
373 | <inbodydescription> |
---|
374 | </inbodydescription> |
---|
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"/> |
---|
376 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
---|
377 | <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF< sq_T >::set_parameters</referencedby> |
---|
378 | </memberdef> |
---|
379 | <memberdef kind="variable" id="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" static="no" mutable="no"> |
---|
380 | <type>mat</type> |
---|
381 | <definition>mat Kalman< fsqmat >::B</definition> |
---|
382 | <argsstring></argsstring> |
---|
383 | <name>B</name> |
---|
384 | <briefdescription> |
---|
385 | <para>Matrix B. </para> </briefdescription> |
---|
386 | <detaileddescription> |
---|
387 | </detaileddescription> |
---|
388 | <inbodydescription> |
---|
389 | </inbodydescription> |
---|
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> |
---|
392 | </memberdef> |
---|
393 | <memberdef kind="variable" id="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" static="no" mutable="no"> |
---|
394 | <type>mat</type> |
---|
395 | <definition>mat Kalman< fsqmat >::C</definition> |
---|
396 | <argsstring></argsstring> |
---|
397 | <name>C</name> |
---|
398 | <briefdescription> |
---|
399 | <para>Matrix C. </para> </briefdescription> |
---|
400 | <detaileddescription> |
---|
401 | </detaileddescription> |
---|
402 | <inbodydescription> |
---|
403 | </inbodydescription> |
---|
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> |
---|
407 | </memberdef> |
---|
408 | <memberdef kind="variable" id="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" static="no" mutable="no"> |
---|
409 | <type>mat</type> |
---|
410 | <definition>mat Kalman< fsqmat >::D</definition> |
---|
411 | <argsstring></argsstring> |
---|
412 | <name>D</name> |
---|
413 | <briefdescription> |
---|
414 | <para>Matrix D. </para> </briefdescription> |
---|
415 | <detaileddescription> |
---|
416 | </detaileddescription> |
---|
417 | <inbodydescription> |
---|
418 | </inbodydescription> |
---|
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> |
---|
421 | </memberdef> |
---|
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> |
---|
425 | <argsstring></argsstring> |
---|
426 | <name>Q</name> |
---|
427 | <briefdescription> |
---|
428 | <para>Matrix Q in square-root form. </para> </briefdescription> |
---|
429 | <detaileddescription> |
---|
430 | </detaileddescription> |
---|
431 | <inbodydescription> |
---|
432 | </inbodydescription> |
---|
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"/> |
---|
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> |
---|
440 | <argsstring></argsstring> |
---|
441 | <name>R</name> |
---|
442 | <briefdescription> |
---|
443 | <para>Matrix R in square-root form. </para> </briefdescription> |
---|
444 | <detaileddescription> |
---|
445 | </detaileddescription> |
---|
446 | <inbodydescription> |
---|
447 | </inbodydescription> |
---|
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> |
---|
451 | </memberdef> |
---|
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> |
---|
454 | <definition>enorm<fsqmat > Kalman< fsqmat >::est</definition> |
---|
455 | <argsstring></argsstring> |
---|
456 | <name>est</name> |
---|
457 | <briefdescription> |
---|
458 | <para>posterior density on $x_t$ </para> </briefdescription> |
---|
459 | <detaileddescription> |
---|
460 | </detaileddescription> |
---|
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> |
---|
470 | <briefdescription> |
---|
471 | <para>preditive density on $y_t$ </para> </briefdescription> |
---|
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> |
---|