[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="classKalman" kind="class" prot="public"> |
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| 4 | <compoundname>Kalman</compoundname> |
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| 5 | <basecompoundref refid="classBM" prot="public" virt="non-virtual">BM</basecompoundref> |
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| 6 | <includes refid="libKF_8h" local="no">libKF.h</includes> |
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| 7 | <templateparamlist> |
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| 8 | <param> |
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| 9 | <type>class</type> |
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| 10 | <declname>sq_T</declname> |
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| 11 | <defname>sq_T</defname> |
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| 12 | </param> |
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| 13 | </templateparamlist> |
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| 14 | <sectiondef kind="protected-attrib"> |
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| 15 | <memberdef kind="variable" id="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" static="no" mutable="no"> |
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| 16 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 17 | <definition>RV Kalman< sq_T >::rvy</definition> |
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| 18 | <argsstring></argsstring> |
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| 19 | <name>rvy</name> |
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| 20 | <briefdescription> |
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| 21 | <para>Indetifier of output rv. </para> </briefdescription> |
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| 22 | <detaileddescription> |
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| 23 | </detaileddescription> |
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| 24 | <inbodydescription> |
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| 25 | </inbodydescription> |
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| 26 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="67" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="67" bodyend="-1"/> |
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| 27 | </memberdef> |
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| 28 | <memberdef kind="variable" id="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" static="no" mutable="no"> |
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| 29 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 30 | <definition>RV Kalman< sq_T >::rvu</definition> |
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| 31 | <argsstring></argsstring> |
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| 32 | <name>rvu</name> |
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| 33 | <briefdescription> |
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| 34 | <para>Indetifier of exogeneous rv. </para> </briefdescription> |
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| 35 | <detaileddescription> |
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| 36 | </detaileddescription> |
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| 37 | <inbodydescription> |
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| 38 | </inbodydescription> |
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| 39 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="69" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="69" bodyend="-1"/> |
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| 40 | </memberdef> |
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| 41 | <memberdef kind="variable" id="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" static="no" mutable="no"> |
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| 42 | <type>int</type> |
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| 43 | <definition>int Kalman< sq_T >::dimx</definition> |
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| 44 | <argsstring></argsstring> |
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| 45 | <name>dimx</name> |
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| 46 | <briefdescription> |
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| 47 | <para>cache of rv.count() </para> </briefdescription> |
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| 48 | <detaileddescription> |
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| 49 | </detaileddescription> |
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| 50 | <inbodydescription> |
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| 51 | </inbodydescription> |
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| 52 | <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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| 53 | <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman< sq_T >::set_parameters</referencedby> |
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| 54 | </memberdef> |
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| 55 | <memberdef kind="variable" id="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" static="no" mutable="no"> |
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| 56 | <type>int</type> |
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| 57 | <definition>int Kalman< sq_T >::dimy</definition> |
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| 58 | <argsstring></argsstring> |
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| 59 | <name>dimy</name> |
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| 60 | <briefdescription> |
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| 61 | <para>cache of rvy.count() </para> </briefdescription> |
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| 62 | <detaileddescription> |
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| 63 | </detaileddescription> |
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| 64 | <inbodydescription> |
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| 65 | </inbodydescription> |
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| 66 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="73" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="73" bodyend="-1"/> |
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| 67 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 68 | <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman< fsqmat >::set_est</referencedby> |
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| 69 | <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman< sq_T >::set_parameters</referencedby> |
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| 70 | </memberdef> |
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| 71 | <memberdef kind="variable" id="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" static="no" mutable="no"> |
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| 72 | <type>int</type> |
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| 73 | <definition>int Kalman< sq_T >::dimu</definition> |
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| 74 | <argsstring></argsstring> |
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| 75 | <name>dimu</name> |
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| 76 | <briefdescription> |
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| 77 | <para>cache of rvu.count() </para> </briefdescription> |
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| 78 | <detaileddescription> |
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| 79 | </detaileddescription> |
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| 80 | <inbodydescription> |
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| 81 | </inbodydescription> |
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| 82 | <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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| 83 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 84 | <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman< sq_T >::set_parameters</referencedby> |
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| 85 | </memberdef> |
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| 86 | <memberdef kind="variable" id="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" static="no" mutable="no"> |
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| 87 | <type>mat</type> |
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| 88 | <definition>mat Kalman< sq_T >::A</definition> |
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| 89 | <argsstring></argsstring> |
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| 90 | <name>A</name> |
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| 91 | <briefdescription> |
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| 92 | <para>Matrix A. </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="77" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="77" bodyend="-1"/> |
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| 98 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 99 | <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman< sq_T >::Kalman</referencedby> |
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| 100 | <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman< sq_T >::set_parameters</referencedby> |
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| 101 | </memberdef> |
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| 102 | <memberdef kind="variable" id="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" static="no" mutable="no"> |
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| 103 | <type>mat</type> |
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| 104 | <definition>mat Kalman< sq_T >::B</definition> |
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| 105 | <argsstring></argsstring> |
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| 106 | <name>B</name> |
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| 107 | <briefdescription> |
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| 108 | <para>Matrix B. </para> </briefdescription> |
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| 109 | <detaileddescription> |
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| 110 | </detaileddescription> |
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| 111 | <inbodydescription> |
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| 112 | </inbodydescription> |
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| 113 | <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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| 114 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 115 | <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman< sq_T >::Kalman</referencedby> |
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| 116 | <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman< sq_T >::set_parameters</referencedby> |
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| 117 | </memberdef> |
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| 118 | <memberdef kind="variable" id="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" static="no" mutable="no"> |
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| 119 | <type>mat</type> |
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| 120 | <definition>mat Kalman< sq_T >::C</definition> |
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| 121 | <argsstring></argsstring> |
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| 122 | <name>C</name> |
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| 123 | <briefdescription> |
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| 124 | <para>Matrix C. </para> </briefdescription> |
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| 125 | <detaileddescription> |
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| 126 | </detaileddescription> |
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| 127 | <inbodydescription> |
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| 128 | </inbodydescription> |
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| 129 | <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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| 130 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 131 | <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman< sq_T >::Kalman</referencedby> |
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| 132 | <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman< fsqmat >::set_est</referencedby> |
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| 133 | <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman< sq_T >::set_parameters</referencedby> |
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| 134 | </memberdef> |
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| 135 | <memberdef kind="variable" id="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" static="no" mutable="no"> |
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| 136 | <type>mat</type> |
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| 137 | <definition>mat Kalman< sq_T >::D</definition> |
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| 138 | <argsstring></argsstring> |
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| 139 | <name>D</name> |
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| 140 | <briefdescription> |
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| 141 | <para>Matrix D. </para> </briefdescription> |
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| 142 | <detaileddescription> |
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| 143 | </detaileddescription> |
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| 144 | <inbodydescription> |
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| 145 | </inbodydescription> |
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| 146 | <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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| 147 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 148 | <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman< sq_T >::Kalman</referencedby> |
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| 149 | <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman< sq_T >::set_parameters</referencedby> |
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| 150 | </memberdef> |
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| 151 | <memberdef kind="variable" id="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" static="no" mutable="no"> |
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| 152 | <type>sq_T</type> |
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| 153 | <definition>sq_T Kalman< sq_T >::Q</definition> |
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| 154 | <argsstring></argsstring> |
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| 155 | <name>Q</name> |
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| 156 | <briefdescription> |
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| 157 | <para>Matrix Q in square-root form. </para> </briefdescription> |
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| 158 | <detaileddescription> |
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| 159 | </detaileddescription> |
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| 160 | <inbodydescription> |
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| 161 | </inbodydescription> |
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| 162 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="85" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="85" bodyend="-1"/> |
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| 163 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 164 | <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman< sq_T >::Kalman</referencedby> |
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| 165 | <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman< sq_T >::set_parameters</referencedby> |
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| 166 | </memberdef> |
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| 167 | <memberdef kind="variable" id="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" static="no" mutable="no"> |
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| 168 | <type>sq_T</type> |
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| 169 | <definition>sq_T Kalman< sq_T >::R</definition> |
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| 170 | <argsstring></argsstring> |
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| 171 | <name>R</name> |
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| 172 | <briefdescription> |
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| 173 | <para>Matrix R in square-root form. </para> </briefdescription> |
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| 174 | <detaileddescription> |
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| 175 | </detaileddescription> |
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| 176 | <inbodydescription> |
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| 177 | </inbodydescription> |
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| 178 | <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"/> |
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| 179 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 180 | <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman< sq_T >::Kalman</referencedby> |
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| 181 | <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman< sq_T >::set_parameters</referencedby> |
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| 182 | </memberdef> |
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| 183 | <memberdef kind="variable" id="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" static="no" mutable="no"> |
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| 184 | <type><ref refid="classenorm" kindref="compound">enorm</ref>< sq_T ></type> |
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| 185 | <definition>enorm<sq_T> Kalman< sq_T >::est</definition> |
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| 186 | <argsstring></argsstring> |
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| 187 | <name>est</name> |
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| 188 | <briefdescription> |
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| 189 | <para>posterior density on $x_t$ </para> </briefdescription> |
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| 190 | <detaileddescription> |
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| 191 | </detaileddescription> |
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| 192 | <inbodydescription> |
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| 193 | </inbodydescription> |
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| 194 | <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"/> |
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| 195 | <referencedby refid="classKalman_1a213c57aef55b2645e550bed81cfc0d4" compoundref="libKF_8h" startline="123" endline="123">Kalman< fsqmat >::_epdf</referencedby> |
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| 196 | <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman< fsqmat >::set_est</referencedby> |
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| 197 | </memberdef> |
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| 198 | <memberdef kind="variable" id="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" static="no" mutable="no"> |
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| 199 | <type><ref refid="classenorm" kindref="compound">enorm</ref>< sq_T ></type> |
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| 200 | <definition>enorm<sq_T> Kalman< sq_T >::fy</definition> |
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| 201 | <argsstring></argsstring> |
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| 202 | <name>fy</name> |
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| 203 | <briefdescription> |
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| 204 | <para>preditive density on $y_t$ </para> </briefdescription> |
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| 205 | <detaileddescription> |
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| 206 | </detaileddescription> |
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| 207 | <inbodydescription> |
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| 208 | </inbodydescription> |
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| 209 | <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"/> |
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| 210 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 211 | <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman< fsqmat >::set_est</referencedby> |
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| 212 | </memberdef> |
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| 213 | <memberdef kind="variable" id="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" static="no" mutable="no"> |
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| 214 | <type>mat</type> |
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| 215 | <definition>mat Kalman< sq_T >::_K</definition> |
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| 216 | <argsstring></argsstring> |
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| 217 | <name>_K</name> |
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| 218 | <briefdescription> |
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| 219 | <para>placeholder for <ref refid="classKalman" kindref="compound">Kalman</ref> gain </para> </briefdescription> |
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| 220 | <detaileddescription> |
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| 221 | </detaileddescription> |
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| 222 | <inbodydescription> |
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| 223 | </inbodydescription> |
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| 224 | <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"/> |
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| 225 | <referencedby refid="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" compoundref="libKF_8h" startline="125" endline="125">Kalman< fsqmat >::__K</referencedby> |
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| 226 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 227 | </memberdef> |
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| 228 | <memberdef kind="variable" id="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" static="no" mutable="no"> |
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| 229 | <type>vec &</type> |
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| 230 | <definition>vec& Kalman< sq_T >::_yp</definition> |
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| 231 | <argsstring></argsstring> |
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| 232 | <name>_yp</name> |
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| 233 | <briefdescription> |
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| 234 | <para>cache of fy.mu </para> </briefdescription> |
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| 235 | <detaileddescription> |
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| 236 | </detaileddescription> |
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| 237 | <inbodydescription> |
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| 238 | </inbodydescription> |
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| 239 | <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"/> |
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| 240 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 241 | <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman< sq_T >::Kalman</referencedby> |
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| 242 | </memberdef> |
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| 243 | <memberdef kind="variable" id="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" static="no" mutable="no"> |
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| 244 | <type>sq_T &</type> |
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| 245 | <definition>sq_T& Kalman< sq_T >::_Ry</definition> |
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| 246 | <argsstring></argsstring> |
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| 247 | <name>_Ry</name> |
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| 248 | <briefdescription> |
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| 249 | <para>cache of fy.R </para> </briefdescription> |
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| 250 | <detaileddescription> |
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| 251 | </detaileddescription> |
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| 252 | <inbodydescription> |
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| 253 | </inbodydescription> |
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| 254 | <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"/> |
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| 255 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 256 | <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman< sq_T >::Kalman</referencedby> |
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| 257 | </memberdef> |
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| 258 | <memberdef kind="variable" id="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" static="no" mutable="no"> |
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| 259 | <type>vec &</type> |
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| 260 | <definition>vec& Kalman< sq_T >::_mu</definition> |
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| 261 | <argsstring></argsstring> |
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| 262 | <name>_mu</name> |
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| 263 | <briefdescription> |
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| 264 | <para>cache of est.mu </para> </briefdescription> |
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| 265 | <detaileddescription> |
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| 266 | </detaileddescription> |
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| 267 | <inbodydescription> |
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| 268 | </inbodydescription> |
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| 269 | <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"/> |
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| 270 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 271 | <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman< sq_T >::Kalman</referencedby> |
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| 272 | </memberdef> |
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| 273 | <memberdef kind="variable" id="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" static="no" mutable="no"> |
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| 274 | <type>sq_T &</type> |
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| 275 | <definition>sq_T& Kalman< sq_T >::_P</definition> |
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| 276 | <argsstring></argsstring> |
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| 277 | <name>_P</name> |
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| 278 | <briefdescription> |
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| 279 | <para>cache of est.R </para> </briefdescription> |
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| 280 | <detaileddescription> |
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| 281 | </detaileddescription> |
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| 282 | <inbodydescription> |
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| 283 | </inbodydescription> |
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| 284 | <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"/> |
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| 285 | <referencedby refid="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" compoundref="libKF_8h" startline="127" endline="127">Kalman< fsqmat >::_dP</referencedby> |
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| 286 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 287 | <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman< sq_T >::Kalman</referencedby> |
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| 288 | </memberdef> |
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| 289 | <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no"> |
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| 290 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 291 | <definition>RV BM::rv</definition> |
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| 292 | <argsstring></argsstring> |
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| 293 | <name>rv</name> |
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| 294 | <briefdescription> |
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| 295 | <para>Random variable of the posterior. </para> </briefdescription> |
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| 296 | <detaileddescription> |
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| 297 | </detaileddescription> |
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| 298 | <inbodydescription> |
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| 299 | </inbodydescription> |
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| 300 | <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"/> |
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| 301 | <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby> |
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| 302 | <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF< BM_T >::MPF</referencedby> |
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| 303 | <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby> |
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| 304 | <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">ARX::structure_est</referencedby> |
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| 305 | </memberdef> |
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| 306 | <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no"> |
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| 307 | <type>double</type> |
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| 308 | <definition>double BM::ll</definition> |
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| 309 | <argsstring></argsstring> |
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| 310 | <name>ll</name> |
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| 311 | <briefdescription> |
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| 312 | <para>Logarithm of marginalized data likelihood. </para> </briefdescription> |
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| 313 | <detaileddescription> |
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| 314 | </detaileddescription> |
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| 315 | <inbodydescription> |
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| 316 | </inbodydescription> |
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| 317 | <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"/> |
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| 318 | <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby> |
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| 319 | <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby> |
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| 320 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
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| 321 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 322 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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| 323 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby> |
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| 324 | <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby> |
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| 325 | <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby> |
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| 326 | </memberdef> |
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| 327 | <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no"> |
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| 328 | <type>bool</type> |
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| 329 | <definition>bool BM::evalll</definition> |
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| 330 | <argsstring></argsstring> |
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| 331 | <name>evalll</name> |
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| 332 | <briefdescription> |
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| 333 | <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> |
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| 334 | <detaileddescription> |
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| 335 | </detaileddescription> |
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| 336 | <inbodydescription> |
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| 337 | </inbodydescription> |
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| 338 | <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"/> |
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| 339 | <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby> |
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| 340 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
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| 341 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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| 342 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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| 343 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby> |
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| 344 | <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby> |
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| 345 | <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby> |
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| 346 | </memberdef> |
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| 347 | </sectiondef> |
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| 348 | <sectiondef kind="public-func"> |
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| 349 | <memberdef kind="function" id="classKalman_13d56b0a97b8c1e25fdd3b10eef3c2ad3" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 350 | <type></type> |
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| 351 | <definition>Kalman< sq_T >::Kalman</definition> |
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| 352 | <argsstring>(RV rvx0, RV rvy0, RV rvu0)</argsstring> |
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| 353 | <name>Kalman</name> |
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| 354 | <param> |
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| 355 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 356 | <declname>rvx0</declname> |
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| 357 | </param> |
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| 358 | <param> |
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| 359 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 360 | <declname>rvy0</declname> |
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| 361 | </param> |
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| 362 | <param> |
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| 363 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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| 364 | <declname>rvu0</declname> |
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| 365 | </param> |
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| 366 | <briefdescription> |
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| 367 | <para>Default constructor. </para> </briefdescription> |
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| 368 | <detaileddescription> |
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| 369 | </detaileddescription> |
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| 370 | <inbodydescription> |
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| 371 | </inbodydescription> |
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| 372 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="107" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="277" bodyend="282"/> |
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| 373 | </memberdef> |
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| 374 | <memberdef kind="function" id="classKalman_1ce38e31810aea4db45a83ad05eaba009" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 375 | <type></type> |
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| 376 | <definition>Kalman< sq_T >::Kalman</definition> |
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| 377 | <argsstring>(const Kalman< sq_T > &K0)</argsstring> |
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| 378 | <name>Kalman</name> |
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| 379 | <param> |
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| 380 | <type>const <ref refid="classKalman" kindref="compound">Kalman</ref>< sq_T > &</type> |
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| 381 | <declname>K0</declname> |
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| 382 | </param> |
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| 383 | <briefdescription> |
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| 384 | <para>Copy constructor. </para> </briefdescription> |
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| 385 | <detaileddescription> |
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| 386 | </detaileddescription> |
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| 387 | <inbodydescription> |
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| 388 | </inbodydescription> |
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| 389 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="109" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="260" bodyend="274"/> |
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| 390 | <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman< sq_T >::_mu</references> |
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| 391 | <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman< sq_T >::_P</references> |
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| 392 | <references refid="classKalman_145c9f928d2d62e0c884900fb3380f904" compoundref="libKF_8h" startline="99">Kalman< sq_T >::_Ry</references> |
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| 393 | <references refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" compoundref="libKF_8h" startline="97">Kalman< sq_T >::_yp</references> |
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| 394 | <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman< sq_T >::A</references> |
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| 395 | <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman< sq_T >::B</references> |
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| 396 | <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman< sq_T >::C</references> |
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| 397 | <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman< sq_T >::D</references> |
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| 398 | <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman< sq_T >::Q</references> |
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| 399 | <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman< sq_T >::R</references> |
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| 400 | <references refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman< sq_T >::set_parameters</references> |
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| 401 | </memberdef> |
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| 402 | <memberdef kind="function" id="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 403 | <type>void</type> |
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| 404 | <definition>void Kalman< sq_T >::set_parameters</definition> |
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| 405 | <argsstring>(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const sq_T &R0, const sq_T &Q0)</argsstring> |
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| 406 | <name>set_parameters</name> |
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| 407 | <reimplementedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793">set_parameters</reimplementedby> |
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| 408 | <param> |
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| 409 | <type>const mat &</type> |
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| 410 | <declname>A0</declname> |
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| 411 | </param> |
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| 412 | <param> |
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| 413 | <type>const mat &</type> |
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| 414 | <declname>B0</declname> |
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| 415 | </param> |
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| 416 | <param> |
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| 417 | <type>const mat &</type> |
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| 418 | <declname>C0</declname> |
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| 419 | </param> |
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| 420 | <param> |
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| 421 | <type>const mat &</type> |
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| 422 | <declname>D0</declname> |
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| 423 | </param> |
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| 424 | <param> |
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| 425 | <type>const sq_T &</type> |
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| 426 | <declname>R0</declname> |
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| 427 | </param> |
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| 428 | <param> |
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| 429 | <type>const sq_T &</type> |
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| 430 | <declname>Q0</declname> |
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| 431 | </param> |
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| 432 | <briefdescription> |
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| 433 | <para>Set parameters with check of relevance. </para> </briefdescription> |
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| 434 | <detaileddescription> |
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| 435 | </detaileddescription> |
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| 436 | <inbodydescription> |
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| 437 | </inbodydescription> |
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| 438 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="111" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="285" bodyend="299"/> |
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| 439 | <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman< sq_T >::A</references> |
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| 440 | <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman< sq_T >::B</references> |
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| 441 | <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman< sq_T >::C</references> |
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| 442 | <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman< sq_T >::D</references> |
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| 443 | <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman< sq_T >::dimu</references> |
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| 444 | <references refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" compoundref="libKF_8h" startline="71">Kalman< sq_T >::dimx</references> |
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| 445 | <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman< sq_T >::dimy</references> |
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| 446 | <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman< sq_T >::Q</references> |
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| 447 | <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman< sq_T >::R</references> |
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| 448 | <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman< sq_T >::Kalman</referencedby> |
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| 449 | </memberdef> |
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| 450 | <memberdef kind="function" id="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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| 451 | <type>void</type> |
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| 452 | <definition>void Kalman< sq_T >::set_est</definition> |
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| 453 | <argsstring>(const vec &mu0, const sq_T &P0)</argsstring> |
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| 454 | <name>set_est</name> |
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| 455 | <reimplementedby refid="classKalmanCh_1b261b20f6210d4c85131d33302df0adc">set_est</reimplementedby> |
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| 456 | <param> |
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| 457 | <type>const vec &</type> |
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| 458 | <declname>mu0</declname> |
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| 459 | </param> |
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| 460 | <param> |
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| 461 | <type>const sq_T &</type> |
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| 462 | <declname>P0</declname> |
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| 463 | </param> |
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| 464 | <briefdescription> |
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| 465 | <para>Set estimate values, used e.g. in initialization. </para> </briefdescription> |
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| 466 | <detaileddescription> |
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| 467 | </detaileddescription> |
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| 468 | <inbodydescription> |
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| 469 | </inbodydescription> |
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| 470 | <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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| 471 | </memberdef> |
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| 472 | <memberdef kind="function" id="classKalman_17750ffd73f261828a32c18aaeb65c75c" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual"> |
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| 473 | <type>void</type> |
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| 474 | <definition>void Kalman< sq_T >::bayes</definition> |
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| 475 | <argsstring>(const vec &dt)</argsstring> |
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| 476 | <name>bayes</name> |
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| 477 | <reimplements refid="classBM_1a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</reimplements> |
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| 478 | <reimplementedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1">bayes</reimplementedby> |
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| 479 | <reimplementedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7">bayes</reimplementedby> |
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| 480 | <reimplementedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1">bayes</reimplementedby> |
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| 481 | <param> |
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| 482 | <type>const vec &</type> |
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| 483 | <declname>dt</declname> |
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| 484 | </param> |
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| 485 | <briefdescription> |
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| 486 | <para>Here dt = [yt;ut] of appropriate dimensions. </para> </briefdescription> |
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| 487 | <detaileddescription> |
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| 488 | </detaileddescription> |
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| 489 | <inbodydescription> |
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| 490 | </inbodydescription> |
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| 491 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="121" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="302" bodyend="337"/> |
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| 492 | <references refid="classKalman_1d422f51467c7a06174af2476d2826132" compoundref="libKF_8h" startline="95">Kalman< sq_T >::_K</references> |
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| 493 | <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman< sq_T >::_mu</references> |
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| 494 | <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman< sq_T >::_P</references> |
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| 495 | <references refid="classKalman_145c9f928d2d62e0c884900fb3380f904" compoundref="libKF_8h" startline="99">Kalman< sq_T >::_Ry</references> |
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| 496 | <references refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" compoundref="libKF_8h" startline="97">Kalman< sq_T >::_yp</references> |
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| 497 | <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman< sq_T >::A</references> |
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| 498 | <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman< sq_T >::B</references> |
---|
| 499 | <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman< sq_T >::C</references> |
---|
| 500 | <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman< sq_T >::D</references> |
---|
| 501 | <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman< sq_T >::dimu</references> |
---|
| 502 | <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman< sq_T >::dimy</references> |
---|
| 503 | <references refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" compoundref="libBM_8h" startline="268">BM::evalll</references> |
---|
| 504 | <references refid="classKalman_1e580ab06483952bd03f2e651763e184f" compoundref="libKF_8h" startline="92">Kalman< sq_T >::fy</references> |
---|
| 505 | <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references> |
---|
| 506 | <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman< sq_T >::Q</references> |
---|
| 507 | <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman< sq_T >::R</references> |
---|
| 508 | </memberdef> |
---|
| 509 | <memberdef kind="function" id="classKalman_1a213c57aef55b2645e550bed81cfc0d4" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual"> |
---|
| 510 | <type><ref refid="classepdf" kindref="compound">epdf</ref> &</type> |
---|
| 511 | <definition>epdf& Kalman< sq_T >::_epdf</definition> |
---|
| 512 | <argsstring>()</argsstring> |
---|
| 513 | <name>_epdf</name> |
---|
| 514 | <reimplements refid="classBM_13dc45554556926bde996a267636abe55">_epdf</reimplements> |
---|
| 515 | <briefdescription> |
---|
| 516 | <para>access function </para> </briefdescription> |
---|
| 517 | <detaileddescription> |
---|
| 518 | </detaileddescription> |
---|
| 519 | <inbodydescription> |
---|
| 520 | </inbodydescription> |
---|
| 521 | <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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| 522 | </memberdef> |
---|
| 523 | <memberdef kind="function" id="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
---|
| 524 | <type>mat &</type> |
---|
| 525 | <definition>mat& Kalman< sq_T >::__K</definition> |
---|
| 526 | <argsstring>()</argsstring> |
---|
| 527 | <name>__K</name> |
---|
| 528 | <briefdescription> |
---|
| 529 | <para>access function </para> </briefdescription> |
---|
| 530 | <detaileddescription> |
---|
| 531 | </detaileddescription> |
---|
| 532 | <inbodydescription> |
---|
| 533 | </inbodydescription> |
---|
| 534 | <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"/> |
---|
| 535 | </memberdef> |
---|
| 536 | <memberdef kind="function" id="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
---|
| 537 | <type>vec</type> |
---|
| 538 | <definition>vec Kalman< sq_T >::_dP</definition> |
---|
| 539 | <argsstring>()</argsstring> |
---|
| 540 | <name>_dP</name> |
---|
| 541 | <briefdescription> |
---|
| 542 | <para>access function </para> </briefdescription> |
---|
| 543 | <detaileddescription> |
---|
| 544 | </detaileddescription> |
---|
| 545 | <inbodydescription> |
---|
| 546 | </inbodydescription> |
---|
| 547 | <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"/> |
---|
| 548 | </memberdef> |
---|
| 549 | <memberdef kind="function" id="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
---|
| 550 | <type>void</type> |
---|
| 551 | <definition>void BM::bayes</definition> |
---|
| 552 | <argsstring>(mat Dt)</argsstring> |
---|
| 553 | <name>bayes</name> |
---|
| 554 | <param> |
---|
| 555 | <type>mat</type> |
---|
| 556 | <declname>Dt</declname> |
---|
| 557 | </param> |
---|
| 558 | <briefdescription> |
---|
| 559 | <para>Batch Bayes rule (columns of Dt are observations). </para> </briefdescription> |
---|
| 560 | <detaileddescription> |
---|
| 561 | </detaileddescription> |
---|
| 562 | <inbodydescription> |
---|
| 563 | </inbodydescription> |
---|
| 564 | <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="280"/> |
---|
| 565 | </memberdef> |
---|
| 566 | <memberdef kind="function" id="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual"> |
---|
| 567 | <type>const <ref refid="classRV" kindref="compound">RV</ref> &</type> |
---|
| 568 | <definition>const RV& BM::_rv</definition> |
---|
| 569 | <argsstring>() const </argsstring> |
---|
| 570 | <name>_rv</name> |
---|
| 571 | <briefdescription> |
---|
| 572 | <para>access function </para> </briefdescription> |
---|
| 573 | <detaileddescription> |
---|
| 574 | </detaileddescription> |
---|
| 575 | <inbodydescription> |
---|
| 576 | </inbodydescription> |
---|
| 577 | <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"/> |
---|
| 578 | <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references> |
---|
| 579 | </memberdef> |
---|
| 580 | <memberdef kind="function" id="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual"> |
---|
| 581 | <type>double</type> |
---|
| 582 | <definition>double BM::_ll</definition> |
---|
| 583 | <argsstring>() const </argsstring> |
---|
| 584 | <name>_ll</name> |
---|
| 585 | <briefdescription> |
---|
| 586 | <para>access function </para> </briefdescription> |
---|
| 587 | <detaileddescription> |
---|
| 588 | </detaileddescription> |
---|
| 589 | <inbodydescription> |
---|
| 590 | </inbodydescription> |
---|
| 591 | <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"/> |
---|
| 592 | <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references> |
---|
| 593 | </memberdef> |
---|
| 594 | </sectiondef> |
---|
| 595 | <briefdescription> |
---|
| 596 | <para><ref refid="classKalman" kindref="compound">Kalman</ref> filter with covariance matrices in square root form. </para> </briefdescription> |
---|
| 597 | <detaileddescription> |
---|
| 598 | <para>Parameter evolution model:<formula id="6">\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]</formula> Observation model: <formula id="7">\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]</formula> Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. </para> </detaileddescription> |
---|
| 599 | <inheritancegraph> |
---|
| 600 | <node id="1088"> |
---|
| 601 | <label>EKF< sq_T ></label> |
---|
| 602 | <link refid="classEKF"/> |
---|
| 603 | <childnode refid="1087" relation="public-inheritance"> |
---|
| 604 | </childnode> |
---|
| 605 | </node> |
---|
| 606 | <node id="1087"> |
---|
| 607 | <label>Kalman< fsqmat ></label> |
---|
| 608 | <link refid="classKalman"/> |
---|
| 609 | <childnode refid="1078" relation="template-instance"> |
---|
| 610 | <edgelabel>< fsqmat ></edgelabel> |
---|
| 611 | </childnode> |
---|
| 612 | </node> |
---|
| 613 | <node id="1085"> |
---|
| 614 | <label>EKFCh</label> |
---|
| 615 | <link refid="classEKFCh"/> |
---|
| 616 | <childnode refid="1084" relation="public-inheritance"> |
---|
| 617 | </childnode> |
---|
| 618 | </node> |
---|
| 619 | <node id="1079"> |
---|
| 620 | <label>BM</label> |
---|
| 621 | <link refid="classBM"/> |
---|
| 622 | </node> |
---|
| 623 | <node id="1082"> |
---|
| 624 | <label>KFcondR</label> |
---|
| 625 | <link refid="classKFcondR"/> |
---|
| 626 | <childnode refid="1080" relation="public-inheritance"> |
---|
| 627 | </childnode> |
---|
| 628 | </node> |
---|
| 629 | <node id="1086"> |
---|
| 630 | <label>EKF_unQ</label> |
---|
| 631 | <link refid="classEKF__unQ"/> |
---|
| 632 | <childnode refid="1085" relation="public-inheritance"> |
---|
| 633 | </childnode> |
---|
| 634 | <childnode refid="1085" relation="public-inheritance"> |
---|
| 635 | </childnode> |
---|
| 636 | <childnode refid="1085" relation="public-inheritance"> |
---|
| 637 | </childnode> |
---|
| 638 | </node> |
---|
| 639 | <node id="1081"> |
---|
| 640 | <label>KFcondQR</label> |
---|
| 641 | <link refid="classKFcondQR"/> |
---|
| 642 | <childnode refid="1080" relation="public-inheritance"> |
---|
| 643 | </childnode> |
---|
| 644 | </node> |
---|
| 645 | <node id="1084"> |
---|
| 646 | <label>KalmanCh</label> |
---|
| 647 | <link refid="classKalmanCh"/> |
---|
| 648 | <childnode refid="1083" relation="public-inheritance"> |
---|
| 649 | </childnode> |
---|
| 650 | </node> |
---|
| 651 | <node id="1080"> |
---|
| 652 | <label>Kalman< ldmat ></label> |
---|
| 653 | <link refid="classKalman"/> |
---|
| 654 | <childnode refid="1078" relation="template-instance"> |
---|
| 655 | <edgelabel>< ldmat ></edgelabel> |
---|
| 656 | </childnode> |
---|
| 657 | </node> |
---|
| 658 | <node id="1083"> |
---|
| 659 | <label>Kalman< chmat ></label> |
---|
| 660 | <link refid="classKalman"/> |
---|
| 661 | <childnode refid="1078" relation="template-instance"> |
---|
| 662 | <edgelabel>< chmat ></edgelabel> |
---|
| 663 | </childnode> |
---|
| 664 | </node> |
---|
| 665 | <node id="1078"> |
---|
| 666 | <label>Kalman< sq_T ></label> |
---|
| 667 | <link refid="classKalman"/> |
---|
| 668 | <childnode refid="1079" relation="public-inheritance"> |
---|
| 669 | </childnode> |
---|
| 670 | </node> |
---|
| 671 | </inheritancegraph> |
---|
| 672 | <collaborationgraph> |
---|
| 673 | <node id="1092"> |
---|
| 674 | <label>sq_T</label> |
---|
| 675 | </node> |
---|
| 676 | <node id="1090"> |
---|
| 677 | <label>BM</label> |
---|
| 678 | <link refid="classBM"/> |
---|
| 679 | <childnode refid="1091" relation="usage"> |
---|
| 680 | <edgelabel>rv</edgelabel> |
---|
| 681 | </childnode> |
---|
| 682 | </node> |
---|
| 683 | <node id="1091"> |
---|
| 684 | <label>RV</label> |
---|
| 685 | <link refid="classRV"/> |
---|
| 686 | </node> |
---|
| 687 | <node id="1089"> |
---|
| 688 | <label>Kalman< sq_T ></label> |
---|
| 689 | <link refid="classKalman"/> |
---|
| 690 | <childnode refid="1090" relation="public-inheritance"> |
---|
| 691 | </childnode> |
---|
| 692 | <childnode refid="1092" relation="usage"> |
---|
| 693 | <edgelabel>_P |
---|
| 694 | Q |
---|
| 695 | R |
---|
| 696 | _Ry</edgelabel> |
---|
| 697 | </childnode> |
---|
| 698 | <childnode refid="1091" relation="usage"> |
---|
| 699 | <edgelabel>rvu |
---|
| 700 | rvy</edgelabel> |
---|
| 701 | </childnode> |
---|
| 702 | </node> |
---|
| 703 | </collaborationgraph> |
---|
| 704 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="64" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="64" bodyend="128"/> |
---|
| 705 | <listofallmembers> |
---|
| 706 | <member refid="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" prot="public" virt="non-virtual"><scope>Kalman</scope><name>__K</name></member> |
---|
| 707 | <member refid="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" prot="public" virt="non-virtual"><scope>Kalman</scope><name>_dP</name></member> |
---|
| 708 | <member refid="classKalman_1a213c57aef55b2645e550bed81cfc0d4" prot="public" virt="virtual"><scope>Kalman</scope><name>_epdf</name></member> |
---|
| 709 | <member refid="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>_K</name></member> |
---|
| 710 | <member refid="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" virt="non-virtual"><scope>Kalman</scope><name>_ll</name></member> |
---|
| 711 | <member refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>_mu</name></member> |
---|
| 712 | <member refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>_P</name></member> |
---|
| 713 | <member refid="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" virt="non-virtual"><scope>Kalman</scope><name>_rv</name></member> |
---|
| 714 | <member refid="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>_Ry</name></member> |
---|
| 715 | <member refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>_yp</name></member> |
---|
| 716 | <member refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>A</name></member> |
---|
| 717 | <member refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>B</name></member> |
---|
| 718 | <member refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" prot="public" virt="virtual"><scope>Kalman</scope><name>bayes</name></member> |
---|
| 719 | <member refid="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" virt="non-virtual" ambiguityscope="BM::"><scope>Kalman</scope><name>bayes</name></member> |
---|
| 720 | <member refid="classBM_1605d28b426adb677c86a57ddb525132a" prot="public" virt="non-virtual"><scope>Kalman</scope><name>BM</name></member> |
---|
| 721 | <member refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>C</name></member> |
---|
| 722 | <member refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>D</name></member> |
---|
| 723 | <member refid="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>dimu</name></member> |
---|
| 724 | <member refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>dimx</name></member> |
---|
| 725 | <member refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>dimy</name></member> |
---|
| 726 | <member refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>est</name></member> |
---|
| 727 | <member refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>evalll</name></member> |
---|
| 728 | <member refid="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>fy</name></member> |
---|
| 729 | <member refid="classKalman_13d56b0a97b8c1e25fdd3b10eef3c2ad3" prot="public" virt="non-virtual"><scope>Kalman</scope><name>Kalman</name></member> |
---|
| 730 | <member refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" prot="public" virt="non-virtual"><scope>Kalman</scope><name>Kalman</name></member> |
---|
| 731 | <member refid="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>ll</name></member> |
---|
| 732 | <member refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>Q</name></member> |
---|
| 733 | <member refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>R</name></member> |
---|
| 734 | <member refid="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>rv</name></member> |
---|
| 735 | <member refid="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>rvu</name></member> |
---|
| 736 | <member refid="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" virt="non-virtual"><scope>Kalman</scope><name>rvy</name></member> |
---|
| 737 | <member refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" virt="non-virtual"><scope>Kalman</scope><name>set_est</name></member> |
---|
| 738 | <member refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" virt="non-virtual"><scope>Kalman</scope><name>set_parameters</name></member> |
---|
| 739 | <member refid="classBM_1ca0f02b3b4144e0895cc14f7e0374bdd" prot="public" virt="virtual"><scope>Kalman</scope><name>~BM</name></member> |
---|
| 740 | </listofallmembers> |
---|
| 741 | </compounddef> |
---|
| 742 | </doxygen> |
---|