root/doc/xml/classEKFfull.xml @ 267

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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="classEKFfull" kind="class" prot="public">
4    <compoundname>EKFfull</compoundname>
5    <basecompoundref refid="classKalmanFull" prot="public" virt="non-virtual">KalmanFull</basecompoundref>
6    <basecompoundref refid="classBM" prot="public" virt="non-virtual">BM</basecompoundref>
7    <derivedcompoundref refid="classEKF__unQful" prot="public" virt="non-virtual">EKF_unQful</derivedcompoundref>
8    <derivedcompoundref refid="classEKFful__unQR" prot="public" virt="non-virtual">EKFful_unQR</derivedcompoundref>
9    <includes refid="libKF_8h" local="no">libKF.h</includes>
10      <sectiondef kind="private-attrib">
11      <memberdef kind="variable" id="classEKFfull_15acf7c46b61432b25faf8abd0e7aed1a" prot="private" static="no" mutable="no">
12        <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type>
13        <definition>diffbifn* EKFfull::pfxu</definition>
14        <argsstring></argsstring>
15        <name>pfxu</name>
16        <briefdescription>
17<para>Internal Model f(x,u). </para>        </briefdescription>
18        <detaileddescription>
19        </detaileddescription>
20        <inbodydescription>
21        </inbodydescription>
22        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="173" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="173" bodyend="-1"/>
23      </memberdef>
24      <memberdef kind="variable" id="classEKFfull_1e650a98cec5062d76ca3fd2711193df2" prot="private" static="no" mutable="no">
25        <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type>
26        <definition>diffbifn* EKFfull::phxu</definition>
27        <argsstring></argsstring>
28        <name>phxu</name>
29        <briefdescription>
30<para>Observation Model h(x,u). </para>        </briefdescription>
31        <detaileddescription>
32        </detaileddescription>
33        <inbodydescription>
34        </inbodydescription>
35        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="175" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="175" bodyend="-1"/>
36      </memberdef>
37      <memberdef kind="variable" id="classEKFfull_1e9d5297dc57205557ffcf675058bafc1" prot="private" static="no" mutable="no">
38        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &gt;</type>
39        <definition>enorm&lt;fsqmat&gt; EKFfull::E</definition>
40        <argsstring></argsstring>
41        <name>E</name>
42        <briefdescription>
43        </briefdescription>
44        <detaileddescription>
45        </detaileddescription>
46        <inbodydescription>
47        </inbodydescription>
48        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="177" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="177" bodyend="-1"/>
49      </memberdef>
50      </sectiondef>
51      <sectiondef kind="public-func">
52      <memberdef kind="function" id="classEKFfull_167ac4de96fd025197da767fe0472c7f7" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
53        <type></type>
54        <definition>EKFfull::EKFfull</definition>
55        <argsstring>(RV rvx, RV rvy, RV rvu)</argsstring>
56        <name>EKFfull</name>
57        <param>
58          <type><ref refid="classRV" kindref="compound">RV</ref></type>
59          <declname>rvx</declname>
60        </param>
61        <param>
62          <type><ref refid="classRV" kindref="compound">RV</ref></type>
63          <declname>rvy</declname>
64        </param>
65        <param>
66          <type><ref refid="classRV" kindref="compound">RV</ref></type>
67          <declname>rvu</declname>
68        </param>
69        <briefdescription>
70<para>Default constructor. </para>        </briefdescription>
71        <detaileddescription>
72        </detaileddescription>
73        <inbodydescription>
74        </inbodydescription>
75        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="180" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.cpp" bodystart="64" bodyend="64"/>
76      </memberdef>
77      <memberdef kind="function" id="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
78        <type>void</type>
79        <definition>void EKFfull::set_parameters</definition>
80        <argsstring>(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)</argsstring>
81        <name>set_parameters</name>
82        <param>
83          <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type>
84          <declname>pfxu</declname>
85        </param>
86        <param>
87          <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type>
88          <declname>phxu</declname>
89        </param>
90        <param>
91          <type>const mat</type>
92          <declname>Q0</declname>
93        </param>
94        <param>
95          <type>const mat</type>
96          <declname>R0</declname>
97        </param>
98        <briefdescription>
99<para>Set nonlinear functions for mean values and covariance matrices. </para>        </briefdescription>
100        <detaileddescription>
101        </detaileddescription>
102        <inbodydescription>
103        </inbodydescription>
104        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="182" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.cpp" bodystart="66" bodyend="84"/>
105        <references refid="classdiffbifn_1fc8779acbff170611aff0ee70cee3879" compoundref="libFN_8h" startline="93" endline="93">diffbifn::_dimu</references>
106        <references refid="classfnc_1a8891973d0ca48ce38e1886df45ca298" compoundref="libBM_8h" startline="126" endline="126">fnc::_dimy</references>
107        <references refid="classRV_1f5c7b8bd589eef09ccdf3329a0addea0" compoundref="libBM_8h" startline="69" endline="69">RV::count</references>
108        <references refid="classdiffbifn_16d217a02d4fa13931258d4bebdd0feb4" compoundref="libFN_8h" startline="85" endline="85">diffbifn::dfdx_cond</references>
109        <references refid="classKalmanFull_1fb5aec635e2720cc5ac31bc01c18a68a" compoundref="libKF_8h" startline="37">KalmanFull::mu</references>
110        <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references>
111        <referencedby refid="sim__var_8cpp_1e66f6b31b5ad750f1fe042a706a4e3d4" compoundref="sim__var_8cpp" startline="28" endline="166">main</referencedby>
112      </memberdef>
113      <memberdef kind="function" id="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
114        <type>void</type>
115        <definition>void EKFfull::bayes</definition>
116        <argsstring>(const vec &amp;dt)</argsstring>
117        <name>bayes</name>
118        <reimplements refid="classKalmanFull_113a041cd98ff157703766be275a657bb">bayes</reimplements>
119        <param>
120          <type>const vec &amp;</type>
121          <declname>dt</declname>
122        </param>
123        <briefdescription>
124<para>Here dt = [yt;ut] of appropriate dimensions. </para>        </briefdescription>
125        <detaileddescription>
126        </detaileddescription>
127        <inbodydescription>
128        </inbodydescription>
129        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="184" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.cpp" bodystart="86" bodyend="114"/>
130        <references refid="classdiffbifn_16d217a02d4fa13931258d4bebdd0feb4" compoundref="libFN_8h" startline="85" endline="85">diffbifn::dfdx_cond</references>
131        <references refid="classdiffbifn_1ad7673e16aa1a046b131b24c731c4632" compoundref="libFN_8h" startline="76" endline="80">diffbifn::eval</references>
132        <references refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" compoundref="libBM_8h" startline="268">BM::evalll</references>
133        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
134        <references refid="classKalmanFull_1fb5aec635e2720cc5ac31bc01c18a68a" compoundref="libKF_8h" startline="37">KalmanFull::mu</references>
135        <references refid="classKalmanFull_1b75dc059e84fa8ffc076203b30f926cc" compoundref="libKF_8h" startline="39">KalmanFull::P</references>
136        <references refid="classenorm_1d892a38f03be12e572ea57d9689cef6b" compoundref="libEF_8h" startline="103" endline="103">enorm&lt; sq_T &gt;::set_mu</references>
137        <referencedby refid="sim__var_8cpp_1e66f6b31b5ad750f1fe042a706a4e3d4" compoundref="sim__var_8cpp" startline="28" endline="166">main</referencedby>
138      </memberdef>
139      <memberdef kind="function" id="classEKFfull_17bb76ea74c144ea0b36db99f94750b7b" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
140        <type>void</type>
141        <definition>void EKFfull::set_est</definition>
142        <argsstring>(vec mu0, mat P0)</argsstring>
143        <name>set_est</name>
144        <param>
145          <type>vec</type>
146          <declname>mu0</declname>
147        </param>
148        <param>
149          <type>mat</type>
150          <declname>P0</declname>
151        </param>
152        <briefdescription>
153<para>set estimates </para>        </briefdescription>
154        <detaileddescription>
155        </detaileddescription>
156        <inbodydescription>
157        </inbodydescription>
158        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="186" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="186" bodyend="186"/>
159        <references refid="classKalmanFull_1fb5aec635e2720cc5ac31bc01c18a68a" compoundref="libKF_8h" startline="37">KalmanFull::mu</references>
160        <references refid="classKalmanFull_1b75dc059e84fa8ffc076203b30f926cc" compoundref="libKF_8h" startline="39">KalmanFull::P</references>
161        <referencedby refid="sim__var_8cpp_1e66f6b31b5ad750f1fe042a706a4e3d4" compoundref="sim__var_8cpp" startline="28" endline="166">main</referencedby>
162      </memberdef>
163      <memberdef kind="function" id="classEKFfull_14080d68f79dade36ccf547d57e64bdc2" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual">
164        <type><ref refid="classepdf" kindref="compound">epdf</ref> &amp;</type>
165        <definition>epdf&amp; EKFfull::_epdf</definition>
166        <argsstring>()</argsstring>
167        <name>_epdf</name>
168        <reimplements refid="classBM_13dc45554556926bde996a267636abe55">_epdf</reimplements>
169        <briefdescription>
170<para>dummy! </para>        </briefdescription>
171        <detaileddescription>
172        </detaileddescription>
173        <inbodydescription>
174        </inbodydescription>
175        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="188" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="188" bodyend="188"/>
176        <referencedby refid="sim__var_8cpp_1e66f6b31b5ad750f1fe042a706a4e3d4" compoundref="sim__var_8cpp" startline="28" endline="166">main</referencedby>
177      </memberdef>
178      <memberdef kind="function" id="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
179        <type>void</type>
180        <definition>void BM::bayes</definition>
181        <argsstring>(mat Dt)</argsstring>
182        <name>bayes</name>
183        <param>
184          <type>mat</type>
185          <declname>Dt</declname>
186        </param>
187        <briefdescription>
188<para>Batch Bayes rule (columns of Dt are observations). </para>        </briefdescription>
189        <detaileddescription>
190        </detaileddescription>
191        <inbodydescription>
192        </inbodydescription>
193        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="280"/>
194      </memberdef>
195      <memberdef kind="function" id="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
196        <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
197        <definition>const RV&amp; BM::_rv</definition>
198        <argsstring>() const </argsstring>
199        <name>_rv</name>
200        <briefdescription>
201<para>access function </para>        </briefdescription>
202        <detaileddescription>
203        </detaileddescription>
204        <inbodydescription>
205        </inbodydescription>
206        <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"/>
207        <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references>
208      </memberdef>
209      <memberdef kind="function" id="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
210        <type>double</type>
211        <definition>double BM::_ll</definition>
212        <argsstring>() const </argsstring>
213        <name>_ll</name>
214        <briefdescription>
215<para>access function </para>        </briefdescription>
216        <detaileddescription>
217        </detaileddescription>
218        <inbodydescription>
219        </inbodydescription>
220        <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"/>
221        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
222      </memberdef>
223      </sectiondef>
224      <sectiondef kind="protected-attrib">
225      <memberdef kind="variable" id="classKalmanFull_1c5353e66238ed717dba79e0499118226" prot="protected" static="no" mutable="no">
226        <type>int</type>
227        <definition>int KalmanFull::dimx</definition>
228        <argsstring></argsstring>
229        <name>dimx</name>
230        <briefdescription>
231        </briefdescription>
232        <detaileddescription>
233        </detaileddescription>
234        <inbodydescription>
235        </inbodydescription>
236        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="29" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="29" bodyend="-1"/>
237      </memberdef>
238      <memberdef kind="variable" id="classKalmanFull_1761fadcc12dd4cb83bb8b5e27db01947" prot="protected" static="no" mutable="no">
239        <type>int</type>
240        <definition>int KalmanFull::dimy</definition>
241        <argsstring></argsstring>
242        <name>dimy</name>
243        <briefdescription>
244        </briefdescription>
245        <detaileddescription>
246        </detaileddescription>
247        <inbodydescription>
248        </inbodydescription>
249        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="29" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="29" bodyend="-1"/>
250      </memberdef>
251      <memberdef kind="variable" id="classKalmanFull_1609a4a0fcde78fd7aac2f01b34e952c9" prot="protected" static="no" mutable="no">
252        <type>int</type>
253        <definition>int KalmanFull::dimu</definition>
254        <argsstring></argsstring>
255        <name>dimu</name>
256        <briefdescription>
257        </briefdescription>
258        <detaileddescription>
259        </detaileddescription>
260        <inbodydescription>
261        </inbodydescription>
262        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="29" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="29" bodyend="-1"/>
263      </memberdef>
264      <memberdef kind="variable" id="classKalmanFull_1554de4c953761380cd5a14a02542e007" prot="protected" static="no" mutable="no">
265        <type>mat</type>
266        <definition>mat KalmanFull::A</definition>
267        <argsstring></argsstring>
268        <name>A</name>
269        <briefdescription>
270        </briefdescription>
271        <detaileddescription>
272        </detaileddescription>
273        <inbodydescription>
274        </inbodydescription>
275        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="30" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="30" bodyend="-1"/>
276      </memberdef>
277      <memberdef kind="variable" id="classKalmanFull_1ac7ade2a603a1b05419e36c5aae21755" prot="protected" static="no" mutable="no">
278        <type>mat</type>
279        <definition>mat KalmanFull::B</definition>
280        <argsstring></argsstring>
281        <name>B</name>
282        <briefdescription>
283        </briefdescription>
284        <detaileddescription>
285        </detaileddescription>
286        <inbodydescription>
287        </inbodydescription>
288        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="30" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="30" bodyend="-1"/>
289      </memberdef>
290      <memberdef kind="variable" id="classKalmanFull_15a9a8326ae17b519109fcdad59ea74a3" prot="protected" static="no" mutable="no">
291        <type>mat</type>
292        <definition>mat KalmanFull::C</definition>
293        <argsstring></argsstring>
294        <name>C</name>
295        <briefdescription>
296        </briefdescription>
297        <detaileddescription>
298        </detaileddescription>
299        <inbodydescription>
300        </inbodydescription>
301        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="30" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="30" bodyend="-1"/>
302      </memberdef>
303      <memberdef kind="variable" id="classKalmanFull_18f992a2d6b66d2e8bd9174b28cc0f074" prot="protected" static="no" mutable="no">
304        <type>mat</type>
305        <definition>mat KalmanFull::D</definition>
306        <argsstring></argsstring>
307        <name>D</name>
308        <briefdescription>
309        </briefdescription>
310        <detaileddescription>
311        </detaileddescription>
312        <inbodydescription>
313        </inbodydescription>
314        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="30" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="30" bodyend="-1"/>
315      </memberdef>
316      <memberdef kind="variable" id="classKalmanFull_1bbd2dab10da47237a5f0d9e55fd61f24" prot="protected" static="no" mutable="no">
317        <type>mat</type>
318        <definition>mat KalmanFull::R</definition>
319        <argsstring></argsstring>
320        <name>R</name>
321        <briefdescription>
322        </briefdescription>
323        <detaileddescription>
324        </detaileddescription>
325        <inbodydescription>
326        </inbodydescription>
327        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="30" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="30" bodyend="-1"/>
328      </memberdef>
329      <memberdef kind="variable" id="classKalmanFull_1a8777c1fe67763395d3ddeb326239851" prot="protected" static="no" mutable="no">
330        <type>mat</type>
331        <definition>mat KalmanFull::Q</definition>
332        <argsstring></argsstring>
333        <name>Q</name>
334        <briefdescription>
335        </briefdescription>
336        <detaileddescription>
337        </detaileddescription>
338        <inbodydescription>
339        </inbodydescription>
340        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="30" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="30" bodyend="-1"/>
341      </memberdef>
342      <memberdef kind="variable" id="classKalmanFull_1905823cf4157a11b8b824e45809dac55" prot="protected" static="no" mutable="no">
343        <type>mat</type>
344        <definition>mat KalmanFull::_Pp</definition>
345        <argsstring></argsstring>
346        <name>_Pp</name>
347        <briefdescription>
348        </briefdescription>
349        <detaileddescription>
350        </detaileddescription>
351        <inbodydescription>
352        </inbodydescription>
353        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="33" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="33" bodyend="-1"/>
354      </memberdef>
355      <memberdef kind="variable" id="classKalmanFull_1b1b946b3a43f7d86cf4b6dc0dd6e3210" prot="protected" static="no" mutable="no">
356        <type>mat</type>
357        <definition>mat KalmanFull::_Ry</definition>
358        <argsstring></argsstring>
359        <name>_Ry</name>
360        <briefdescription>
361        </briefdescription>
362        <detaileddescription>
363        </detaileddescription>
364        <inbodydescription>
365        </inbodydescription>
366        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="33" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="33" bodyend="-1"/>
367      </memberdef>
368      <memberdef kind="variable" id="classKalmanFull_1c7d915386a9d60b1bc309ae9166764f6" prot="protected" static="no" mutable="no">
369        <type>mat</type>
370        <definition>mat KalmanFull::_iRy</definition>
371        <argsstring></argsstring>
372        <name>_iRy</name>
373        <briefdescription>
374        </briefdescription>
375        <detaileddescription>
376        </detaileddescription>
377        <inbodydescription>
378        </inbodydescription>
379        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="33" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="33" bodyend="-1"/>
380      </memberdef>
381      <memberdef kind="variable" id="classKalmanFull_14c8354ea4801529f3071189ddd10d760" prot="protected" static="no" mutable="no">
382        <type>mat</type>
383        <definition>mat KalmanFull::_K</definition>
384        <argsstring></argsstring>
385        <name>_K</name>
386        <briefdescription>
387        </briefdescription>
388        <detaileddescription>
389        </detaileddescription>
390        <inbodydescription>
391        </inbodydescription>
392        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="33" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="33" bodyend="-1"/>
393      </memberdef>
394      <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no">
395        <type><ref refid="classRV" kindref="compound">RV</ref></type>
396        <definition>RV BM::rv</definition>
397        <argsstring></argsstring>
398        <name>rv</name>
399        <briefdescription>
400<para>Random variable of the posterior. </para>        </briefdescription>
401        <detaileddescription>
402        </detaileddescription>
403        <inbodydescription>
404        </inbodydescription>
405        <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"/>
406        <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby>
407        <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF&lt; BM_T &gt;::MPF</referencedby>
408        <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">set_parameters</referencedby>
409        <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">ARX::structure_est</referencedby>
410      </memberdef>
411      <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no">
412        <type>double</type>
413        <definition>double BM::ll</definition>
414        <argsstring></argsstring>
415        <name>ll</name>
416        <briefdescription>
417<para>Logarithm of marginalized data likelihood. </para>        </briefdescription>
418        <detaileddescription>
419        </detaileddescription>
420        <inbodydescription>
421        </inbodydescription>
422        <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"/>
423        <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby>
424        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
425        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
426        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
427        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
428        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
429        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">bayes</referencedby>
430        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
431      </memberdef>
432      <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no">
433        <type>bool</type>
434        <definition>bool BM::evalll</definition>
435        <argsstring></argsstring>
436        <name>evalll</name>
437        <briefdescription>
438<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>
439        <detaileddescription>
440        </detaileddescription>
441        <inbodydescription>
442        </inbodydescription>
443        <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"/>
444        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
445        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
446        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
447        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
448        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
449        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">bayes</referencedby>
450        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
451      </memberdef>
452      </sectiondef>
453      <sectiondef kind="public-attrib">
454      <memberdef kind="variable" id="classKalmanFull_1fb5aec635e2720cc5ac31bc01c18a68a" prot="public" static="no" mutable="no">
455        <type>vec</type>
456        <definition>vec KalmanFull::mu</definition>
457        <argsstring></argsstring>
458        <name>mu</name>
459        <briefdescription>
460<para>Mean value of the posterior density. </para>        </briefdescription>
461        <detaileddescription>
462        </detaileddescription>
463        <inbodydescription>
464        </inbodydescription>
465        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="37" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="37" bodyend="-1"/>
466        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">bayes</referencedby>
467        <referencedby refid="classKalmanFull_113a041cd98ff157703766be275a657bb" compoundref="libKF_8cpp" startline="33" endline="54">KalmanFull::bayes</referencedby>
468        <referencedby refid="classKalmanFull_17197ab6e7380790006394eabd3b97043" compoundref="libKF_8cpp" startline="8" endline="31">KalmanFull::KalmanFull</referencedby>
469        <referencedby refid="classEKFfull_17bb76ea74c144ea0b36db99f94750b7b" compoundref="libKF_8h" startline="186" endline="186">set_est</referencedby>
470        <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">set_parameters</referencedby>
471      </memberdef>
472      <memberdef kind="variable" id="classKalmanFull_1b75dc059e84fa8ffc076203b30f926cc" prot="public" static="no" mutable="no">
473        <type>mat</type>
474        <definition>mat KalmanFull::P</definition>
475        <argsstring></argsstring>
476        <name>P</name>
477        <briefdescription>
478<para>Variance of the posterior density. </para>        </briefdescription>
479        <detaileddescription>
480        </detaileddescription>
481        <inbodydescription>
482        </inbodydescription>
483        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="39" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="39" bodyend="-1"/>
484        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">bayes</referencedby>
485        <referencedby refid="classKalmanFull_113a041cd98ff157703766be275a657bb" compoundref="libKF_8cpp" startline="33" endline="54">KalmanFull::bayes</referencedby>
486        <referencedby refid="classKalmanFull_17197ab6e7380790006394eabd3b97043" compoundref="libKF_8cpp" startline="8" endline="31">KalmanFull::KalmanFull</referencedby>
487        <referencedby refid="classEKFfull_17bb76ea74c144ea0b36db99f94750b7b" compoundref="libKF_8h" startline="186" endline="186">set_est</referencedby>
488      </memberdef>
489      <memberdef kind="variable" id="classKalmanFull_1c17d69e125acd2673e6688fd86dd3f84" prot="public" static="no" mutable="no">
490        <type>bool</type>
491        <definition>bool KalmanFull::evalll</definition>
492        <argsstring></argsstring>
493        <name>evalll</name>
494        <briefdescription>
495        </briefdescription>
496        <detaileddescription>
497        </detaileddescription>
498        <inbodydescription>
499        </inbodydescription>
500        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="41" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="41" bodyend="-1"/>
501      </memberdef>
502      <memberdef kind="variable" id="classKalmanFull_13aa4bf6128980d0627413dcf9cd07308" prot="public" static="no" mutable="no">
503        <type>double</type>
504        <definition>double KalmanFull::ll</definition>
505        <argsstring></argsstring>
506        <name>ll</name>
507        <briefdescription>
508        </briefdescription>
509        <detaileddescription>
510        </detaileddescription>
511        <inbodydescription>
512        </inbodydescription>
513        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="42" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="42" bodyend="-1"/>
514      </memberdef>
515      </sectiondef>
516      <sectiondef kind="friend">
517      <memberdef kind="friend" id="classKalmanFull_186ba216243ed95bb46d80d88775d16af" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
518        <type>friend std::ostream &amp;</type>
519        <definition>std::ostream&amp; operator&lt;&lt;</definition>
520        <argsstring>(std::ostream &amp;os, const KalmanFull &amp;kf)</argsstring>
521        <name>operator&lt;&lt;</name>
522        <param>
523          <type>std::ostream &amp;</type>
524          <declname>os</declname>
525        </param>
526        <param>
527          <type>const <ref refid="classKalmanFull" kindref="compound">KalmanFull</ref> &amp;</type>
528          <declname>kf</declname>
529        </param>
530        <briefdescription>
531<para>print elements of KF </para>        </briefdescription>
532        <detaileddescription>
533        </detaileddescription>
534        <inbodydescription>
535        </inbodydescription>
536        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="49" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.cpp" bodystart="56" bodyend="59"/>
537      </memberdef>
538      </sectiondef>
539    <briefdescription>
540<para>Extended <ref refid="classKalman" kindref="compound">Kalman</ref> Filter in full matrices. </para>    </briefdescription>
541    <detaileddescription>
542<para>An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. </para>    </detaileddescription>
543    <inheritancegraph>
544      <node id="979">
545        <label>BM</label>
546        <link refid="classBM"/>
547      </node>
548      <node id="980">
549        <label>EKF_unQful</label>
550        <childnode refid="977" relation="public-inheritance">
551        </childnode>
552      </node>
553      <node id="981">
554        <label>EKFful_unQR</label>
555        <link refid="classEKFful__unQR"/>
556        <childnode refid="977" relation="public-inheritance">
557        </childnode>
558      </node>
559      <node id="977">
560        <label>EKFfull</label>
561        <link refid="classEKFfull"/>
562        <childnode refid="978" relation="public-inheritance">
563        </childnode>
564        <childnode refid="979" relation="public-inheritance">
565        </childnode>
566      </node>
567      <node id="978">
568        <label>KalmanFull</label>
569        <link refid="classKalmanFull"/>
570      </node>
571    </inheritancegraph>
572    <collaborationgraph>
573      <node id="993">
574        <label>enorm&lt; sq_T &gt;</label>
575        <link refid="classenorm"/>
576        <childnode refid="989" relation="public-inheritance">
577        </childnode>
578        <childnode refid="994" relation="usage">
579          <edgelabel>R</edgelabel>
580        </childnode>
581      </node>
582      <node id="994">
583        <label>sq_T</label>
584      </node>
585      <node id="990">
586        <label>epdf</label>
587        <link refid="classepdf"/>
588        <childnode refid="985" relation="usage">
589          <edgelabel>rv</edgelabel>
590        </childnode>
591      </node>
592      <node id="984">
593        <label>BM</label>
594        <link refid="classBM"/>
595        <childnode refid="985" relation="usage">
596          <edgelabel>rv</edgelabel>
597        </childnode>
598      </node>
599      <node id="991">
600        <label>fsqmat</label>
601        <link refid="classfsqmat"/>
602        <childnode refid="992" relation="public-inheritance">
603        </childnode>
604      </node>
605      <node id="988">
606        <label>enorm&lt; fsqmat &gt;</label>
607        <link refid="classenorm"/>
608        <childnode refid="989" relation="public-inheritance">
609        </childnode>
610        <childnode refid="991" relation="usage">
611          <edgelabel>R</edgelabel>
612        </childnode>
613        <childnode refid="993" relation="template-instance">
614          <edgelabel>&lt; fsqmat &gt;</edgelabel>
615        </childnode>
616      </node>
617      <node id="985">
618        <label>RV</label>
619        <link refid="classRV"/>
620      </node>
621      <node id="992">
622        <label>sqmat</label>
623        <link refid="classsqmat"/>
624      </node>
625      <node id="986">
626        <label>diffbifn</label>
627        <link refid="classdiffbifn"/>
628        <childnode refid="987" relation="public-inheritance">
629        </childnode>
630        <childnode refid="985" relation="usage">
631          <edgelabel>rvu
632rvx</edgelabel>
633        </childnode>
634      </node>
635      <node id="987">
636        <label>fnc</label>
637        <link refid="classfnc"/>
638      </node>
639      <node id="989">
640        <label>eEF</label>
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704  </compounddef>
705</doxygen>
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