[187] | 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="classKFcondQR" kind="class" prot="public"> |
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| 4 | <compoundname>KFcondQR</compoundname> |
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| 5 | <basecompoundref refid="classKalman" prot="public" virt="non-virtual">Kalman< ldmat ></basecompoundref> |
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| 6 | <basecompoundref refid="classBMcond" prot="public" virt="non-virtual">BMcond</basecompoundref> |
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| 7 | <includes refid="libKF_8h" local="no">libKF.h</includes> |
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| 8 | <sectiondef kind="public-func"> |
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| 9 | <memberdef kind="function" id="classKFcondQR_13f3968f92c7bbe4b0902d5e14ecc1cb4" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 10 | <type></type> |
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| 11 | <definition>KFcondQR::KFcondQR</definition> |
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| 12 | <argsstring>(RV rvx, RV rvy, RV rvu, RV rvRQ)</argsstring> |
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| 13 | <name>KFcondQR</name> |
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| 14 | <param> |
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| 15 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 16 | <declname>rvx</declname> |
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| 17 | </param> |
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| 18 | <param> |
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| 19 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 20 | <declname>rvy</declname> |
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| 21 | </param> |
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| 22 | <param> |
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| 23 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 24 | <declname>rvu</declname> |
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| 25 | </param> |
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| 26 | <param> |
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| 27 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 28 | <declname>rvRQ</declname> |
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| 29 | </param> |
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| 30 | <briefdescription> |
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| 31 | <para>Default constructor. </para> </briefdescription> |
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| 32 | <detaileddescription> |
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| 33 | </detaileddescription> |
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| 34 | <inbodydescription> |
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| 35 | </inbodydescription> |
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| 36 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="239" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="239" bodyend="239"/> |
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| 37 | </memberdef> |
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| 38 | <memberdef kind="function" id="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" prot="public" static="no" const="no" explicit="no" inline="no" virt="virtual"> |
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| 39 | <type>void</type> |
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| 40 | <definition>void KFcondQR::condition</definition> |
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| 41 | <argsstring>(const vec &RQ)</argsstring> |
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| 42 | <name>condition</name> |
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| 43 | <reimplements refid="classBMcond_13543cfe274c35f9033c24d8036a96c4d">condition</reimplements> |
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| 44 | <param> |
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| 45 | <type>const vec &</type> |
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| 46 | <declname>val</declname> |
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| 47 | </param> |
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| 48 | <briefdescription> |
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| 49 | <para>Substitute <computeroutput>val</computeroutput> for <computeroutput>rvc</computeroutput>. </para> </briefdescription> |
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| 50 | <detaileddescription> |
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| 51 | </detaileddescription> |
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| 52 | <inbodydescription> |
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| 53 | </inbodydescription> |
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| 54 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="241" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.cpp" bodystart="238" bodyend="243"/> |
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| 55 | <references refid="classRV_1f5c7b8bd589eef09ccdf3329a0addea0" compoundref="libBM_8h" startline="69" endline="69">RV::count</references> |
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| 56 | <references refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" compoundref="libKF_8h" startline="71">Kalman< ldmat >::dimx</references> |
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| 57 | <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman< ldmat >::Q</references> |
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| 58 | <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman< ldmat >::R</references> |
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| 59 | <references refid="classBMcond_19ba793c8ec453f04d372d17195ed8dec" compoundref="libBM_8h" startline="304">BMcond::rvc</references> |
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| 60 | <references refid="classldmat_10884a613b94fde61bfc84288e73ce57f" compoundref="libDC_8h" startline="241" endline="241">ldmat::setD</references> |
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| 61 | </memberdef> |
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| 62 | <memberdef kind="function" id="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
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| 63 | <type>void</type> |
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| 64 | <definition>void Kalman< ldmat >::set_parameters</definition> |
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| 65 | <argsstring>(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const ldmat &R0, const ldmat &Q0)</argsstring> |
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| 66 | <name>set_parameters</name> |
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| 67 | <param> |
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| 68 | <type>const mat &</type> |
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| 69 | <declname>A0</declname> |
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| 70 | </param> |
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| 71 | <param> |
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| 72 | <type>const mat &</type> |
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| 73 | <declname>B0</declname> |
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| 74 | </param> |
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| 75 | <param> |
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| 76 | <type>const mat &</type> |
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| 77 | <declname>C0</declname> |
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| 78 | </param> |
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| 79 | <param> |
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| 80 | <type>const mat &</type> |
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| 81 | <declname>D0</declname> |
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| 82 | </param> |
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| 83 | <param> |
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| 84 | <type>const <ref refid="classldmat" kindref="compound">ldmat</ref> &</type> |
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| 85 | <declname>R0</declname> |
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| 86 | </param> |
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| 87 | <param> |
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| 88 | <type>const <ref refid="classldmat" kindref="compound">ldmat</ref> &</type> |
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| 89 | <declname>Q0</declname> |
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| 90 | </param> |
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| 91 | <briefdescription> |
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| 92 | <para>Set parameters with check of relevance. </para> </briefdescription> |
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| 93 | <detaileddescription> |
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| 94 | </detaileddescription> |
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| 95 | <inbodydescription> |
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| 96 | </inbodydescription> |
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| 97 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="111"/> |
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| 98 | </memberdef> |
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| 99 | <memberdef kind="function" id="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 100 | <type>void</type> |
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| 101 | <definition>void Kalman< ldmat >::set_est</definition> |
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| 102 | <argsstring>(const vec &mu0, const ldmat &P0)</argsstring> |
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| 103 | <name>set_est</name> |
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| 104 | <param> |
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| 105 | <type>const vec &</type> |
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| 106 | <declname>mu0</declname> |
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| 107 | </param> |
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| 108 | <param> |
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| 109 | <type>const <ref refid="classldmat" kindref="compound">ldmat</ref> &</type> |
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| 110 | <declname>P0</declname> |
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| 111 | </param> |
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| 112 | <briefdescription> |
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| 113 | <para>Set estimate values, used e.g. in initialization. </para> </briefdescription> |
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| 114 | <detaileddescription> |
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| 115 | </detaileddescription> |
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| 116 | <inbodydescription> |
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| 117 | </inbodydescription> |
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| 118 | <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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| 119 | </memberdef> |
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| 120 | <memberdef kind="function" id="classKalman_17750ffd73f261828a32c18aaeb65c75c" prot="public" static="no" const="no" explicit="no" inline="no" virt="virtual"> |
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| 121 | <type>void</type> |
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| 122 | <definition>void Kalman< ldmat >::bayes</definition> |
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| 123 | <argsstring>(const vec &dt)</argsstring> |
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| 124 | <name>bayes</name> |
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| 125 | <reimplements refid="classBM_1a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</reimplements> |
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| 126 | <param> |
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| 127 | <type>const vec &</type> |
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| 128 | <declname>dt</declname> |
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| 129 | </param> |
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| 130 | <briefdescription> |
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| 131 | <para>Here dt = [yt;ut] of appropriate dimensions. </para> </briefdescription> |
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| 132 | <detaileddescription> |
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| 133 | </detaileddescription> |
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| 134 | <inbodydescription> |
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| 135 | </inbodydescription> |
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| 136 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="121"/> |
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| 137 | </memberdef> |
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| 138 | <memberdef kind="function" id="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
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| 139 | <type>void</type> |
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| 140 | <definition>void BM::bayes</definition> |
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| 141 | <argsstring>(mat Dt)</argsstring> |
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| 142 | <name>bayes</name> |
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| 143 | <param> |
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| 144 | <type>mat</type> |
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| 145 | <declname>Dt</declname> |
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| 146 | </param> |
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| 147 | <briefdescription> |
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| 148 | <para>Batch Bayes rule (columns of Dt are observations). </para> </briefdescription> |
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| 149 | <detaileddescription> |
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| 150 | </detaileddescription> |
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| 151 | <inbodydescription> |
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| 152 | </inbodydescription> |
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| 153 | <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="280"/> |
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| 154 | </memberdef> |
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| 155 | <memberdef kind="function" id="classKalman_1a213c57aef55b2645e550bed81cfc0d4" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual"> |
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| 156 | <type><ref refid="classepdf" kindref="compound">epdf</ref> &</type> |
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| 157 | <definition>epdf& Kalman< ldmat >::_epdf</definition> |
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| 158 | <argsstring>()</argsstring> |
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| 159 | <name>_epdf</name> |
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| 160 | <reimplements refid="classBM_13dc45554556926bde996a267636abe55">_epdf</reimplements> |
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| 161 | <briefdescription> |
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| 162 | <para>access function </para> </briefdescription> |
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| 163 | <detaileddescription> |
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| 164 | </detaileddescription> |
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| 165 | <inbodydescription> |
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| 166 | </inbodydescription> |
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| 167 | <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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| 168 | </memberdef> |
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| 169 | <memberdef kind="function" id="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 170 | <type>mat &</type> |
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| 171 | <definition>mat& Kalman< ldmat >::__K</definition> |
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| 172 | <argsstring>()</argsstring> |
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| 173 | <name>__K</name> |
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| 174 | <briefdescription> |
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| 175 | <para>access function </para> </briefdescription> |
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| 176 | <detaileddescription> |
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| 177 | </detaileddescription> |
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| 178 | <inbodydescription> |
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| 179 | </inbodydescription> |
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| 180 | <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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| 181 | </memberdef> |
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| 182 | <memberdef kind="function" id="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 183 | <type>vec</type> |
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| 184 | <definition>vec Kalman< ldmat >::_dP</definition> |
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| 185 | <argsstring>()</argsstring> |
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| 186 | <name>_dP</name> |
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| 187 | <briefdescription> |
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| 188 | <para>access function </para> </briefdescription> |
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| 189 | <detaileddescription> |
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| 190 | </detaileddescription> |
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| 191 | <inbodydescription> |
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| 192 | </inbodydescription> |
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| 193 | <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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| 194 | </memberdef> |
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| 195 | <memberdef kind="function" id="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual"> |
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| 196 | <type>const <ref refid="classRV" kindref="compound">RV</ref> &</type> |
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| 197 | <definition>const RV& BM::_rv</definition> |
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| 198 | <argsstring>() const </argsstring> |
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| 199 | <name>_rv</name> |
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| 200 | <briefdescription> |
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| 201 | <para>access function </para> </briefdescription> |
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| 202 | <detaileddescription> |
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| 203 | </detaileddescription> |
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| 204 | <inbodydescription> |
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| 205 | </inbodydescription> |
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| 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"/> |
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| 207 | <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references> |
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| 208 | </memberdef> |
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| 209 | <memberdef kind="function" id="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual"> |
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| 210 | <type>double</type> |
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| 211 | <definition>double BM::_ll</definition> |
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| 212 | <argsstring>() const </argsstring> |
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| 213 | <name>_ll</name> |
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| 214 | <briefdescription> |
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| 215 | <para>access function </para> </briefdescription> |
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| 216 | <detaileddescription> |
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| 217 | </detaileddescription> |
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| 218 | <inbodydescription> |
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| 219 | </inbodydescription> |
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| 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"/> |
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| 221 | <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references> |
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| 222 | </memberdef> |
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| 223 | <memberdef kind="function" id="classBMcond_13fa60348b2da6b4208bb95b8d146900a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual"> |
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| 224 | <type>const <ref refid="classRV" kindref="compound">RV</ref> &</type> |
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| 225 | <definition>const RV& BMcond::_rvc</definition> |
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| 226 | <argsstring>() const </argsstring> |
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| 227 | <name>_rvc</name> |
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| 228 | <briefdescription> |
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| 229 | <para>access function </para> </briefdescription> |
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| 230 | <detaileddescription> |
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| 231 | </detaileddescription> |
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| 232 | <inbodydescription> |
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| 233 | </inbodydescription> |
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| 234 | <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="313" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="313" bodyend="313"/> |
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| 235 | <references refid="classBMcond_19ba793c8ec453f04d372d17195ed8dec" compoundref="libBM_8h" startline="304">BMcond::rvc</references> |
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| 236 | </memberdef> |
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| 237 | </sectiondef> |
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| 238 | <sectiondef kind="protected-attrib"> |
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| 239 | <memberdef kind="variable" id="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" static="no" mutable="no"> |
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| 240 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 241 | <definition>RV Kalman< ldmat >::rvy</definition> |
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| 242 | <argsstring></argsstring> |
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| 243 | <name>rvy</name> |
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| 244 | <briefdescription> |
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| 245 | <para>Indetifier of output rv. </para> </briefdescription> |
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| 246 | <detaileddescription> |
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| 247 | </detaileddescription> |
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| 248 | <inbodydescription> |
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| 249 | </inbodydescription> |
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| 250 | <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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| 251 | </memberdef> |
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| 252 | <memberdef kind="variable" id="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" static="no" mutable="no"> |
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| 253 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 254 | <definition>RV Kalman< ldmat >::rvu</definition> |
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| 255 | <argsstring></argsstring> |
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| 256 | <name>rvu</name> |
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| 257 | <briefdescription> |
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| 258 | <para>Indetifier of exogeneous rv. </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="69" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="69" bodyend="-1"/> |
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| 264 | </memberdef> |
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| 265 | <memberdef kind="variable" id="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" static="no" mutable="no"> |
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| 266 | <type>int</type> |
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| 267 | <definition>int Kalman< ldmat >::dimx</definition> |
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| 268 | <argsstring></argsstring> |
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| 269 | <name>dimx</name> |
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| 270 | <briefdescription> |
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| 271 | <para>cache of rv.count() </para> </briefdescription> |
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| 272 | <detaileddescription> |
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| 273 | </detaileddescription> |
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| 274 | <inbodydescription> |
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| 275 | </inbodydescription> |
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| 276 | <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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| 277 | <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">condition</referencedby> |
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| 278 | </memberdef> |
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| 279 | <memberdef kind="variable" id="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" static="no" mutable="no"> |
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| 280 | <type>int</type> |
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| 281 | <definition>int Kalman< ldmat >::dimy</definition> |
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| 282 | <argsstring></argsstring> |
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| 283 | <name>dimy</name> |
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| 284 | <briefdescription> |
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| 285 | <para>cache of rvy.count() </para> </briefdescription> |
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| 286 | <detaileddescription> |
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| 287 | </detaileddescription> |
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| 288 | <inbodydescription> |
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| 289 | </inbodydescription> |
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| 290 | <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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| 291 | </memberdef> |
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| 292 | <memberdef kind="variable" id="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" static="no" mutable="no"> |
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| 293 | <type>int</type> |
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| 294 | <definition>int Kalman< ldmat >::dimu</definition> |
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| 295 | <argsstring></argsstring> |
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| 296 | <name>dimu</name> |
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| 297 | <briefdescription> |
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| 298 | <para>cache of rvu.count() </para> </briefdescription> |
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| 299 | <detaileddescription> |
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| 300 | </detaileddescription> |
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| 301 | <inbodydescription> |
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| 302 | </inbodydescription> |
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| 303 | <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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| 304 | </memberdef> |
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| 305 | <memberdef kind="variable" id="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" static="no" mutable="no"> |
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| 306 | <type>mat</type> |
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| 307 | <definition>mat Kalman< ldmat >::A</definition> |
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| 308 | <argsstring></argsstring> |
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| 309 | <name>A</name> |
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| 310 | <briefdescription> |
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| 311 | <para>Matrix A. </para> </briefdescription> |
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| 312 | <detaileddescription> |
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| 313 | </detaileddescription> |
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| 314 | <inbodydescription> |
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| 315 | </inbodydescription> |
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| 316 | <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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| 317 | </memberdef> |
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| 318 | <memberdef kind="variable" id="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" static="no" mutable="no"> |
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| 319 | <type>mat</type> |
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| 320 | <definition>mat Kalman< ldmat >::B</definition> |
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| 321 | <argsstring></argsstring> |
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| 322 | <name>B</name> |
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| 323 | <briefdescription> |
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| 324 | <para>Matrix B. </para> </briefdescription> |
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| 325 | <detaileddescription> |
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| 326 | </detaileddescription> |
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| 327 | <inbodydescription> |
---|
| 328 | </inbodydescription> |
---|
| 329 | <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"/> |
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| 330 | </memberdef> |
---|
| 331 | <memberdef kind="variable" id="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" static="no" mutable="no"> |
---|
| 332 | <type>mat</type> |
---|
| 333 | <definition>mat Kalman< ldmat >::C</definition> |
---|
| 334 | <argsstring></argsstring> |
---|
| 335 | <name>C</name> |
---|
| 336 | <briefdescription> |
---|
| 337 | <para>Matrix C. </para> </briefdescription> |
---|
| 338 | <detaileddescription> |
---|
| 339 | </detaileddescription> |
---|
| 340 | <inbodydescription> |
---|
| 341 | </inbodydescription> |
---|
| 342 | <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"/> |
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| 343 | </memberdef> |
---|
| 344 | <memberdef kind="variable" id="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" static="no" mutable="no"> |
---|
| 345 | <type>mat</type> |
---|
| 346 | <definition>mat Kalman< ldmat >::D</definition> |
---|
| 347 | <argsstring></argsstring> |
---|
| 348 | <name>D</name> |
---|
| 349 | <briefdescription> |
---|
| 350 | <para>Matrix D. </para> </briefdescription> |
---|
| 351 | <detaileddescription> |
---|
| 352 | </detaileddescription> |
---|
| 353 | <inbodydescription> |
---|
| 354 | </inbodydescription> |
---|
| 355 | <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"/> |
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| 356 | </memberdef> |
---|
| 357 | <memberdef kind="variable" id="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" static="no" mutable="no"> |
---|
| 358 | <type><ref refid="classldmat" kindref="compound">ldmat</ref></type> |
---|
| 359 | <definition>ldmat Kalman< ldmat >::Q</definition> |
---|
| 360 | <argsstring></argsstring> |
---|
| 361 | <name>Q</name> |
---|
| 362 | <briefdescription> |
---|
| 363 | <para>Matrix Q in square-root form. </para> </briefdescription> |
---|
| 364 | <detaileddescription> |
---|
| 365 | </detaileddescription> |
---|
| 366 | <inbodydescription> |
---|
| 367 | </inbodydescription> |
---|
| 368 | <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"/> |
---|
| 369 | <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">condition</referencedby> |
---|
| 370 | </memberdef> |
---|
| 371 | <memberdef kind="variable" id="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" static="no" mutable="no"> |
---|
| 372 | <type><ref refid="classldmat" kindref="compound">ldmat</ref></type> |
---|
| 373 | <definition>ldmat Kalman< ldmat >::R</definition> |
---|
| 374 | <argsstring></argsstring> |
---|
| 375 | <name>R</name> |
---|
| 376 | <briefdescription> |
---|
| 377 | <para>Matrix R in square-root form. </para> </briefdescription> |
---|
| 378 | <detaileddescription> |
---|
| 379 | </detaileddescription> |
---|
| 380 | <inbodydescription> |
---|
| 381 | </inbodydescription> |
---|
| 382 | <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"/> |
---|
| 383 | <referencedby refid="classKFcondR_18c0721e47879bb8840d829db7a174a7f" compoundref="libKF_8cpp" startline="245" endline="249">KFcondR::condition</referencedby> |
---|
| 384 | <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">condition</referencedby> |
---|
| 385 | </memberdef> |
---|
| 386 | <memberdef kind="variable" id="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" static="no" mutable="no"> |
---|
| 387 | <type><ref refid="classenorm" kindref="compound">enorm</ref>< <ref refid="classldmat" kindref="compound">ldmat</ref> ></type> |
---|
| 388 | <definition>enorm<ldmat > Kalman< ldmat >::est</definition> |
---|
| 389 | <argsstring></argsstring> |
---|
| 390 | <name>est</name> |
---|
| 391 | <briefdescription> |
---|
| 392 | <para>posterior density on $x_t$ </para> </briefdescription> |
---|
| 393 | <detaileddescription> |
---|
| 394 | </detaileddescription> |
---|
| 395 | <inbodydescription> |
---|
| 396 | </inbodydescription> |
---|
| 397 | <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"/> |
---|
| 398 | </memberdef> |
---|
| 399 | <memberdef kind="variable" id="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" static="no" mutable="no"> |
---|
| 400 | <type><ref refid="classenorm" kindref="compound">enorm</ref>< <ref refid="classldmat" kindref="compound">ldmat</ref> ></type> |
---|
| 401 | <definition>enorm<ldmat > Kalman< ldmat >::fy</definition> |
---|
| 402 | <argsstring></argsstring> |
---|
| 403 | <name>fy</name> |
---|
| 404 | <briefdescription> |
---|
| 405 | <para>preditive density on $y_t$ </para> </briefdescription> |
---|
| 406 | <detaileddescription> |
---|
| 407 | </detaileddescription> |
---|
| 408 | <inbodydescription> |
---|
| 409 | </inbodydescription> |
---|
| 410 | <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"/> |
---|
| 411 | </memberdef> |
---|
| 412 | <memberdef kind="variable" id="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" static="no" mutable="no"> |
---|
| 413 | <type>mat</type> |
---|
| 414 | <definition>mat Kalman< ldmat >::_K</definition> |
---|
| 415 | <argsstring></argsstring> |
---|
| 416 | <name>_K</name> |
---|
| 417 | <briefdescription> |
---|
| 418 | <para>placeholder for <ref refid="classKalman" kindref="compound">Kalman</ref> gain </para> </briefdescription> |
---|
| 419 | <detaileddescription> |
---|
| 420 | </detaileddescription> |
---|
| 421 | <inbodydescription> |
---|
| 422 | </inbodydescription> |
---|
| 423 | <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"/> |
---|
| 424 | </memberdef> |
---|
| 425 | <memberdef kind="variable" id="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" static="no" mutable="no"> |
---|
| 426 | <type>vec &</type> |
---|
| 427 | <definition>vec& Kalman< ldmat >::_yp</definition> |
---|
| 428 | <argsstring></argsstring> |
---|
| 429 | <name>_yp</name> |
---|
| 430 | <briefdescription> |
---|
| 431 | <para>cache of fy.mu </para> </briefdescription> |
---|
| 432 | <detaileddescription> |
---|
| 433 | </detaileddescription> |
---|
| 434 | <inbodydescription> |
---|
| 435 | </inbodydescription> |
---|
| 436 | <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"/> |
---|
| 437 | </memberdef> |
---|
| 438 | <memberdef kind="variable" id="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" static="no" mutable="no"> |
---|
| 439 | <type><ref refid="classldmat" kindref="compound">ldmat</ref> &</type> |
---|
| 440 | <definition>ldmat & Kalman< ldmat >::_Ry</definition> |
---|
| 441 | <argsstring></argsstring> |
---|
| 442 | <name>_Ry</name> |
---|
| 443 | <briefdescription> |
---|
| 444 | <para>cache of fy.R </para> </briefdescription> |
---|
| 445 | <detaileddescription> |
---|
| 446 | </detaileddescription> |
---|
| 447 | <inbodydescription> |
---|
| 448 | </inbodydescription> |
---|
| 449 | <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"/> |
---|
| 450 | </memberdef> |
---|
| 451 | <memberdef kind="variable" id="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" static="no" mutable="no"> |
---|
| 452 | <type>vec &</type> |
---|
| 453 | <definition>vec& Kalman< ldmat >::_mu</definition> |
---|
| 454 | <argsstring></argsstring> |
---|
| 455 | <name>_mu</name> |
---|
| 456 | <briefdescription> |
---|
| 457 | <para>cache of est.mu </para> </briefdescription> |
---|
| 458 | <detaileddescription> |
---|
| 459 | </detaileddescription> |
---|
| 460 | <inbodydescription> |
---|
| 461 | </inbodydescription> |
---|
| 462 | <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"/> |
---|
| 463 | </memberdef> |
---|
| 464 | <memberdef kind="variable" id="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" static="no" mutable="no"> |
---|
| 465 | <type><ref refid="classldmat" kindref="compound">ldmat</ref> &</type> |
---|
| 466 | <definition>ldmat & Kalman< ldmat >::_P</definition> |
---|
| 467 | <argsstring></argsstring> |
---|
| 468 | <name>_P</name> |
---|
| 469 | <briefdescription> |
---|
| 470 | <para>cache of est.R </para> </briefdescription> |
---|
| 471 | <detaileddescription> |
---|
| 472 | </detaileddescription> |
---|
| 473 | <inbodydescription> |
---|
| 474 | </inbodydescription> |
---|
| 475 | <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"/> |
---|
| 476 | </memberdef> |
---|
| 477 | <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no"> |
---|
| 478 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
---|
| 479 | <definition>RV BM::rv</definition> |
---|
| 480 | <argsstring></argsstring> |
---|
| 481 | <name>rv</name> |
---|
| 482 | <briefdescription> |
---|
| 483 | <para>Random variable of the posterior. </para> </briefdescription> |
---|
| 484 | <detaileddescription> |
---|
| 485 | </detaileddescription> |
---|
| 486 | <inbodydescription> |
---|
| 487 | </inbodydescription> |
---|
| 488 | <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"/> |
---|
| 489 | <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby> |
---|
| 490 | <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF< BM_T >::MPF</referencedby> |
---|
| 491 | <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby> |
---|
| 492 | <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">ARX::structure_est</referencedby> |
---|
| 493 | </memberdef> |
---|
| 494 | <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no"> |
---|
| 495 | <type>double</type> |
---|
| 496 | <definition>double BM::ll</definition> |
---|
| 497 | <argsstring></argsstring> |
---|
| 498 | <name>ll</name> |
---|
| 499 | <briefdescription> |
---|
| 500 | <para>Logarithm of marginalized data likelihood. </para> </briefdescription> |
---|
| 501 | <detaileddescription> |
---|
| 502 | </detaileddescription> |
---|
| 503 | <inbodydescription> |
---|
| 504 | </inbodydescription> |
---|
| 505 | <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"/> |
---|
| 506 | <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby> |
---|
| 507 | <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby> |
---|
| 508 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
---|
| 509 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
---|
| 510 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
---|
| 511 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby> |
---|
| 512 | <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby> |
---|
| 513 | <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby> |
---|
| 514 | </memberdef> |
---|
| 515 | <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no"> |
---|
| 516 | <type>bool</type> |
---|
| 517 | <definition>bool BM::evalll</definition> |
---|
| 518 | <argsstring></argsstring> |
---|
| 519 | <name>evalll</name> |
---|
| 520 | <briefdescription> |
---|
| 521 | <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> |
---|
| 522 | <detaileddescription> |
---|
| 523 | </detaileddescription> |
---|
| 524 | <inbodydescription> |
---|
| 525 | </inbodydescription> |
---|
| 526 | <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"/> |
---|
| 527 | <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby> |
---|
| 528 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
---|
| 529 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
---|
| 530 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
---|
| 531 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby> |
---|
| 532 | <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby> |
---|
| 533 | <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby> |
---|
| 534 | </memberdef> |
---|
| 535 | <memberdef kind="variable" id="classBMcond_19ba793c8ec453f04d372d17195ed8dec" prot="protected" static="no" mutable="no"> |
---|
| 536 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
---|
| 537 | <definition>RV BMcond::rvc</definition> |
---|
| 538 | <argsstring></argsstring> |
---|
| 539 | <name>rvc</name> |
---|
| 540 | <briefdescription> |
---|
| 541 | <para>Identificator of the conditioning variable. </para> </briefdescription> |
---|
| 542 | <detaileddescription> |
---|
| 543 | </detaileddescription> |
---|
| 544 | <inbodydescription> |
---|
| 545 | </inbodydescription> |
---|
| 546 | <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="304" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="304" bodyend="-1"/> |
---|
| 547 | <referencedby refid="classBMcond_13fa60348b2da6b4208bb95b8d146900a" compoundref="libBM_8h" startline="313" endline="313">BMcond::_rvc</referencedby> |
---|
| 548 | <referencedby refid="classKFcondR_18c0721e47879bb8840d829db7a174a7f" compoundref="libKF_8cpp" startline="245" endline="249">KFcondR::condition</referencedby> |
---|
| 549 | <referencedby refid="classKFcondQR_1c9ecf292a85327aa6309c9fd70ceb606" compoundref="libKF_8cpp" startline="238" endline="243">condition</referencedby> |
---|
| 550 | </memberdef> |
---|
| 551 | </sectiondef> |
---|
| 552 | <briefdescription> |
---|
| 553 | <para><ref refid="classKalman" kindref="compound">Kalman</ref> Filter with conditional diagonal matrices R and Q. </para> </briefdescription> |
---|
| 554 | <detaileddescription> |
---|
| 555 | </detaileddescription> |
---|
| 556 | <inheritancegraph> |
---|
| 557 | <node id="1118"> |
---|
| 558 | <label>BM</label> |
---|
| 559 | <link refid="classBM"/> |
---|
| 560 | </node> |
---|
| 561 | <node id="1116"> |
---|
| 562 | <label>KFcondQR</label> |
---|
| 563 | <link refid="classKFcondQR"/> |
---|
| 564 | <childnode refid="1117" relation="public-inheritance"> |
---|
| 565 | </childnode> |
---|
| 566 | <childnode refid="1120" relation="public-inheritance"> |
---|
| 567 | </childnode> |
---|
| 568 | </node> |
---|
| 569 | <node id="1117"> |
---|
| 570 | <label>Kalman< ldmat ></label> |
---|
| 571 | <link refid="classKalman"/> |
---|
| 572 | <childnode refid="1118" relation="public-inheritance"> |
---|
| 573 | </childnode> |
---|
| 574 | <childnode refid="1119" relation="template-instance"> |
---|
| 575 | <edgelabel>< ldmat ></edgelabel> |
---|
| 576 | </childnode> |
---|
| 577 | </node> |
---|
| 578 | <node id="1119"> |
---|
| 579 | <label>Kalman< sq_T ></label> |
---|
| 580 | <link refid="classKalman"/> |
---|
| 581 | <childnode refid="1118" relation="public-inheritance"> |
---|
| 582 | </childnode> |
---|
| 583 | </node> |
---|
| 584 | <node id="1120"> |
---|
| 585 | <label>BMcond</label> |
---|
| 586 | <link refid="classBMcond"/> |
---|
| 587 | </node> |
---|
| 588 | </inheritancegraph> |
---|
| 589 | <collaborationgraph> |
---|
| 590 | <node id="1125"> |
---|
| 591 | <label>ldmat</label> |
---|
| 592 | <link refid="classldmat"/> |
---|
| 593 | <childnode refid="1126" relation="private-inheritance"> |
---|
| 594 | </childnode> |
---|
| 595 | </node> |
---|
| 596 | <node id="1130"> |
---|
| 597 | <label>enorm< sq_T ></label> |
---|
| 598 | <link refid="classenorm"/> |
---|
| 599 | <childnode refid="1128" relation="public-inheritance"> |
---|
| 600 | </childnode> |
---|
| 601 | <childnode refid="1131" relation="usage"> |
---|
| 602 | <edgelabel>R</edgelabel> |
---|
| 603 | </childnode> |
---|
| 604 | </node> |
---|
| 605 | <node id="1131"> |
---|
| 606 | <label>sq_T</label> |
---|
| 607 | </node> |
---|
| 608 | <node id="1129"> |
---|
| 609 | <label>epdf</label> |
---|
| 610 | <link refid="classepdf"/> |
---|
| 611 | <childnode refid="1124" relation="usage"> |
---|
| 612 | <edgelabel>rv</edgelabel> |
---|
| 613 | </childnode> |
---|
| 614 | </node> |
---|
| 615 | <node id="1123"> |
---|
| 616 | <label>BM</label> |
---|
| 617 | <link refid="classBM"/> |
---|
| 618 | <childnode refid="1124" relation="usage"> |
---|
| 619 | <edgelabel>rv</edgelabel> |
---|
| 620 | </childnode> |
---|
| 621 | </node> |
---|
| 622 | <node id="1124"> |
---|
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