root/doc/xml/classKalman.xml @ 259

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1<?xml version='1.0' encoding='UTF-8' standalone='no'?>
2<doxygen xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="compound.xsd" version="1.5.6">
3  <compounddef id="classKalman" kind="class" prot="public">
4    <compoundname>Kalman</compoundname>
5    <basecompoundref refid="classBM" prot="public" virt="non-virtual">BM</basecompoundref>
6    <includes refid="libKF_8h" local="no">libKF.h</includes>
7    <templateparamlist>
8      <param>
9        <type>class</type>
10        <declname>sq_T</declname>
11        <defname>sq_T</defname>
12      </param>
13    </templateparamlist>
14      <sectiondef kind="protected-attrib">
15      <memberdef kind="variable" id="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" static="no" mutable="no">
16        <type><ref refid="classRV" kindref="compound">RV</ref></type>
17        <definition>RV Kalman&lt; sq_T &gt;::rvy</definition>
18        <argsstring></argsstring>
19        <name>rvy</name>
20        <briefdescription>
21<para>Indetifier of output rv. </para>        </briefdescription>
22        <detaileddescription>
23        </detaileddescription>
24        <inbodydescription>
25        </inbodydescription>
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"/>
27      </memberdef>
28      <memberdef kind="variable" id="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" static="no" mutable="no">
29        <type><ref refid="classRV" kindref="compound">RV</ref></type>
30        <definition>RV Kalman&lt; sq_T &gt;::rvu</definition>
31        <argsstring></argsstring>
32        <name>rvu</name>
33        <briefdescription>
34<para>Indetifier of exogeneous rv. </para>        </briefdescription>
35        <detaileddescription>
36        </detaileddescription>
37        <inbodydescription>
38        </inbodydescription>
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"/>
40      </memberdef>
41      <memberdef kind="variable" id="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" static="no" mutable="no">
42        <type>int</type>
43        <definition>int Kalman&lt; sq_T &gt;::dimx</definition>
44        <argsstring></argsstring>
45        <name>dimx</name>
46        <briefdescription>
47<para>cache of rv.count() </para>        </briefdescription>
48        <detaileddescription>
49        </detaileddescription>
50        <inbodydescription>
51        </inbodydescription>
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"/>
53        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
54      </memberdef>
55      <memberdef kind="variable" id="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" static="no" mutable="no">
56        <type>int</type>
57        <definition>int Kalman&lt; sq_T &gt;::dimy</definition>
58        <argsstring></argsstring>
59        <name>dimy</name>
60        <briefdescription>
61<para>cache of rvy.count() </para>        </briefdescription>
62        <detaileddescription>
63        </detaileddescription>
64        <inbodydescription>
65        </inbodydescription>
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"/>
67        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
68        <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman&lt; fsqmat &gt;::set_est</referencedby>
69        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
70      </memberdef>
71      <memberdef kind="variable" id="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" static="no" mutable="no">
72        <type>int</type>
73        <definition>int Kalman&lt; sq_T &gt;::dimu</definition>
74        <argsstring></argsstring>
75        <name>dimu</name>
76        <briefdescription>
77<para>cache of rvu.count() </para>        </briefdescription>
78        <detaileddescription>
79        </detaileddescription>
80        <inbodydescription>
81        </inbodydescription>
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"/>
83        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
84        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
85      </memberdef>
86      <memberdef kind="variable" id="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" static="no" mutable="no">
87        <type>mat</type>
88        <definition>mat Kalman&lt; sq_T &gt;::A</definition>
89        <argsstring></argsstring>
90        <name>A</name>
91        <briefdescription>
92<para>Matrix A. </para>        </briefdescription>
93        <detaileddescription>
94        </detaileddescription>
95        <inbodydescription>
96        </inbodydescription>
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"/>
98        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
99        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
100        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
101      </memberdef>
102      <memberdef kind="variable" id="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" static="no" mutable="no">
103        <type>mat</type>
104        <definition>mat Kalman&lt; sq_T &gt;::B</definition>
105        <argsstring></argsstring>
106        <name>B</name>
107        <briefdescription>
108<para>Matrix B. </para>        </briefdescription>
109        <detaileddescription>
110        </detaileddescription>
111        <inbodydescription>
112        </inbodydescription>
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"/>
114        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
115        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
116        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
117      </memberdef>
118      <memberdef kind="variable" id="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" static="no" mutable="no">
119        <type>mat</type>
120        <definition>mat Kalman&lt; sq_T &gt;::C</definition>
121        <argsstring></argsstring>
122        <name>C</name>
123        <briefdescription>
124<para>Matrix C. </para>        </briefdescription>
125        <detaileddescription>
126        </detaileddescription>
127        <inbodydescription>
128        </inbodydescription>
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"/>
130        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
131        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
132        <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman&lt; fsqmat &gt;::set_est</referencedby>
133        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
134      </memberdef>
135      <memberdef kind="variable" id="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" static="no" mutable="no">
136        <type>mat</type>
137        <definition>mat Kalman&lt; sq_T &gt;::D</definition>
138        <argsstring></argsstring>
139        <name>D</name>
140        <briefdescription>
141<para>Matrix D. </para>        </briefdescription>
142        <detaileddescription>
143        </detaileddescription>
144        <inbodydescription>
145        </inbodydescription>
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"/>
147        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
148        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
149        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
150      </memberdef>
151      <memberdef kind="variable" id="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" static="no" mutable="no">
152        <type>sq_T</type>
153        <definition>sq_T Kalman&lt; sq_T &gt;::Q</definition>
154        <argsstring></argsstring>
155        <name>Q</name>
156        <briefdescription>
157<para>Matrix Q in square-root form. </para>        </briefdescription>
158        <detaileddescription>
159        </detaileddescription>
160        <inbodydescription>
161        </inbodydescription>
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"/>
163        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
164        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
165        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
166      </memberdef>
167      <memberdef kind="variable" id="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" static="no" mutable="no">
168        <type>sq_T</type>
169        <definition>sq_T Kalman&lt; sq_T &gt;::R</definition>
170        <argsstring></argsstring>
171        <name>R</name>
172        <briefdescription>
173<para>Matrix R in square-root form. </para>        </briefdescription>
174        <detaileddescription>
175        </detaileddescription>
176        <inbodydescription>
177        </inbodydescription>
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"/>
179        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
180        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
181        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
182      </memberdef>
183      <memberdef kind="variable" id="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" static="no" mutable="no">
184        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; sq_T &gt;</type>
185        <definition>enorm&lt;sq_T&gt; Kalman&lt; sq_T &gt;::est</definition>
186        <argsstring></argsstring>
187        <name>est</name>
188        <briefdescription>
189<para>posterior density on $x_t$ </para>        </briefdescription>
190        <detaileddescription>
191        </detaileddescription>
192        <inbodydescription>
193        </inbodydescription>
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"/>
195        <referencedby refid="classKalman_1a213c57aef55b2645e550bed81cfc0d4" compoundref="libKF_8h" startline="123" endline="123">Kalman&lt; fsqmat &gt;::_epdf</referencedby>
196        <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman&lt; fsqmat &gt;::set_est</referencedby>
197      </memberdef>
198      <memberdef kind="variable" id="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" static="no" mutable="no">
199        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; sq_T &gt;</type>
200        <definition>enorm&lt;sq_T&gt; Kalman&lt; sq_T &gt;::fy</definition>
201        <argsstring></argsstring>
202        <name>fy</name>
203        <briefdescription>
204<para>preditive density on $y_t$ </para>        </briefdescription>
205        <detaileddescription>
206        </detaileddescription>
207        <inbodydescription>
208        </inbodydescription>
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"/>
210        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
211        <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman&lt; fsqmat &gt;::set_est</referencedby>
212      </memberdef>
213      <memberdef kind="variable" id="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" static="no" mutable="no">
214        <type>mat</type>
215        <definition>mat Kalman&lt; sq_T &gt;::_K</definition>
216        <argsstring></argsstring>
217        <name>_K</name>
218        <briefdescription>
219<para>placeholder for <ref refid="classKalman" kindref="compound">Kalman</ref> gain </para>        </briefdescription>
220        <detaileddescription>
221        </detaileddescription>
222        <inbodydescription>
223        </inbodydescription>
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"/>
225        <referencedby refid="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" compoundref="libKF_8h" startline="125" endline="125">Kalman&lt; fsqmat &gt;::__K</referencedby>
226        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
227      </memberdef>
228      <memberdef kind="variable" id="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" static="no" mutable="no">
229        <type>vec &amp;</type>
230        <definition>vec&amp; Kalman&lt; sq_T &gt;::_yp</definition>
231        <argsstring></argsstring>
232        <name>_yp</name>
233        <briefdescription>
234<para>cache of fy.mu </para>        </briefdescription>
235        <detaileddescription>
236        </detaileddescription>
237        <inbodydescription>
238        </inbodydescription>
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"/>
240        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
241        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
242      </memberdef>
243      <memberdef kind="variable" id="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" static="no" mutable="no">
244        <type>sq_T &amp;</type>
245        <definition>sq_T&amp; Kalman&lt; sq_T &gt;::_Ry</definition>
246        <argsstring></argsstring>
247        <name>_Ry</name>
248        <briefdescription>
249<para>cache of fy.R </para>        </briefdescription>
250        <detaileddescription>
251        </detaileddescription>
252        <inbodydescription>
253        </inbodydescription>
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"/>
255        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
256        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
257      </memberdef>
258      <memberdef kind="variable" id="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" static="no" mutable="no">
259        <type>vec &amp;</type>
260        <definition>vec&amp; Kalman&lt; sq_T &gt;::_mu</definition>
261        <argsstring></argsstring>
262        <name>_mu</name>
263        <briefdescription>
264<para>cache of est.mu </para>        </briefdescription>
265        <detaileddescription>
266        </detaileddescription>
267        <inbodydescription>
268        </inbodydescription>
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"/>
270        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
271        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
272      </memberdef>
273      <memberdef kind="variable" id="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" static="no" mutable="no">
274        <type>sq_T &amp;</type>
275        <definition>sq_T&amp; Kalman&lt; sq_T &gt;::_P</definition>
276        <argsstring></argsstring>
277        <name>_P</name>
278        <briefdescription>
279<para>cache of est.R </para>        </briefdescription>
280        <detaileddescription>
281        </detaileddescription>
282        <inbodydescription>
283        </inbodydescription>
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"/>
285        <referencedby refid="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" compoundref="libKF_8h" startline="127" endline="127">Kalman&lt; fsqmat &gt;::_dP</referencedby>
286        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
287        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
288      </memberdef>
289      <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no">
290        <type><ref refid="classRV" kindref="compound">RV</ref></type>
291        <definition>RV BM::rv</definition>
292        <argsstring></argsstring>
293        <name>rv</name>
294        <briefdescription>
295<para>Random variable of the posterior. </para>        </briefdescription>
296        <detaileddescription>
297        </detaileddescription>
298        <inbodydescription>
299        </inbodydescription>
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"/>
301        <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby>
302        <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF&lt; BM_T &gt;::MPF</referencedby>
303        <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby>
304        <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">ARX::structure_est</referencedby>
305      </memberdef>
306      <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no">
307        <type>double</type>
308        <definition>double BM::ll</definition>
309        <argsstring></argsstring>
310        <name>ll</name>
311        <briefdescription>
312<para>Logarithm of marginalized data likelihood. </para>        </briefdescription>
313        <detaileddescription>
314        </detaileddescription>
315        <inbodydescription>
316        </inbodydescription>
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"/>
318        <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby>
319        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
320        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
321        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
322        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
323        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
324        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
325        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
326      </memberdef>
327      <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no">
328        <type>bool</type>
329        <definition>bool BM::evalll</definition>
330        <argsstring></argsstring>
331        <name>evalll</name>
332        <briefdescription>
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>
334        <detaileddescription>
335        </detaileddescription>
336        <inbodydescription>
337        </inbodydescription>
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"/>
339        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
340        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
341        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
342        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
343        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
344        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
345        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
346      </memberdef>
347      </sectiondef>
348      <sectiondef kind="public-func">
349      <memberdef kind="function" id="classKalman_13d56b0a97b8c1e25fdd3b10eef3c2ad3" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
350        <type></type>
351        <definition>Kalman&lt; sq_T &gt;::Kalman</definition>
352        <argsstring>(RV rvx0, RV rvy0, RV rvu0)</argsstring>
353        <name>Kalman</name>
354        <param>
355          <type><ref refid="classRV" kindref="compound">RV</ref></type>
356          <declname>rvx0</declname>
357        </param>
358        <param>
359          <type><ref refid="classRV" kindref="compound">RV</ref></type>
360          <declname>rvy0</declname>
361        </param>
362        <param>
363          <type><ref refid="classRV" kindref="compound">RV</ref></type>
364          <declname>rvu0</declname>
365        </param>
366        <briefdescription>
367<para>Default constructor. </para>        </briefdescription>
368        <detaileddescription>
369        </detaileddescription>
370        <inbodydescription>
371        </inbodydescription>
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"/>
373      </memberdef>
374      <memberdef kind="function" id="classKalman_1ce38e31810aea4db45a83ad05eaba009" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
375        <type></type>
376        <definition>Kalman&lt; sq_T &gt;::Kalman</definition>
377        <argsstring>(const Kalman&lt; sq_T &gt; &amp;K0)</argsstring>
378        <name>Kalman</name>
379        <param>
380          <type>const <ref refid="classKalman" kindref="compound">Kalman</ref>&lt; sq_T &gt; &amp;</type>
381          <declname>K0</declname>
382        </param>
383        <briefdescription>
384<para>Copy constructor. </para>        </briefdescription>
385        <detaileddescription>
386        </detaileddescription>
387        <inbodydescription>
388        </inbodydescription>
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"/>
390        <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman&lt; sq_T &gt;::_mu</references>
391        <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman&lt; sq_T &gt;::_P</references>
392        <references refid="classKalman_145c9f928d2d62e0c884900fb3380f904" compoundref="libKF_8h" startline="99">Kalman&lt; sq_T &gt;::_Ry</references>
393        <references refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" compoundref="libKF_8h" startline="97">Kalman&lt; sq_T &gt;::_yp</references>
394        <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman&lt; sq_T &gt;::A</references>
395        <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman&lt; sq_T &gt;::B</references>
396        <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman&lt; sq_T &gt;::C</references>
397        <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman&lt; sq_T &gt;::D</references>
398        <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman&lt; sq_T &gt;::Q</references>
399        <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman&lt; sq_T &gt;::R</references>
400        <references refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</references>
401      </memberdef>
402      <memberdef kind="function" id="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
403        <type>void</type>
404        <definition>void Kalman&lt; sq_T &gt;::set_parameters</definition>
405        <argsstring>(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;R0, const sq_T &amp;Q0)</argsstring>
406        <name>set_parameters</name>
407        <reimplementedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793">set_parameters</reimplementedby>
408        <param>
409          <type>const mat &amp;</type>
410          <declname>A0</declname>
411        </param>
412        <param>
413          <type>const mat &amp;</type>
414          <declname>B0</declname>
415        </param>
416        <param>
417          <type>const mat &amp;</type>
418          <declname>C0</declname>
419        </param>
420        <param>
421          <type>const mat &amp;</type>
422          <declname>D0</declname>
423        </param>
424        <param>
425          <type>const sq_T &amp;</type>
426          <declname>R0</declname>
427        </param>
428        <param>
429          <type>const sq_T &amp;</type>
430          <declname>Q0</declname>
431        </param>
432        <briefdescription>
433<para>Set parameters with check of relevance. </para>        </briefdescription>
434        <detaileddescription>
435        </detaileddescription>
436        <inbodydescription>
437        </inbodydescription>
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"/>
439        <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman&lt; sq_T &gt;::A</references>
440        <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman&lt; sq_T &gt;::B</references>
441        <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman&lt; sq_T &gt;::C</references>
442        <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman&lt; sq_T &gt;::D</references>
443        <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman&lt; sq_T &gt;::dimu</references>
444        <references refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" compoundref="libKF_8h" startline="71">Kalman&lt; sq_T &gt;::dimx</references>
445        <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman&lt; sq_T &gt;::dimy</references>
446        <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman&lt; sq_T &gt;::Q</references>
447        <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman&lt; sq_T &gt;::R</references>
448        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
449      </memberdef>
450      <memberdef kind="function" id="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
451        <type>void</type>
452        <definition>void Kalman&lt; sq_T &gt;::set_est</definition>
453        <argsstring>(const vec &amp;mu0, const sq_T &amp;P0)</argsstring>
454        <name>set_est</name>
455        <reimplementedby refid="classKalmanCh_1b261b20f6210d4c85131d33302df0adc">set_est</reimplementedby>
456        <param>
457          <type>const vec &amp;</type>
458          <declname>mu0</declname>
459        </param>
460        <param>
461          <type>const sq_T &amp;</type>
462          <declname>P0</declname>
463        </param>
464        <briefdescription>
465<para>Set estimate values, used e.g. in initialization. </para>        </briefdescription>
466        <detaileddescription>
467        </detaileddescription>
468        <inbodydescription>
469        </inbodydescription>
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"/>
471      </memberdef>
472      <memberdef kind="function" id="classKalman_17750ffd73f261828a32c18aaeb65c75c" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual">
473        <type>void</type>
474        <definition>void Kalman&lt; sq_T &gt;::bayes</definition>
475        <argsstring>(const vec &amp;dt)</argsstring>
476        <name>bayes</name>
477        <reimplements refid="classBM_1a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</reimplements>
478        <reimplementedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1">bayes</reimplementedby>
479        <reimplementedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7">bayes</reimplementedby>
480        <reimplementedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1">bayes</reimplementedby>
481        <param>
482          <type>const vec &amp;</type>
483          <declname>dt</declname>
484        </param>
485        <briefdescription>
486<para>Here dt = [yt;ut] of appropriate dimensions. </para>        </briefdescription>
487        <detaileddescription>
488        </detaileddescription>
489        <inbodydescription>
490        </inbodydescription>
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"/>
492        <references refid="classKalman_1d422f51467c7a06174af2476d2826132" compoundref="libKF_8h" startline="95">Kalman&lt; sq_T &gt;::_K</references>
493        <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman&lt; sq_T &gt;::_mu</references>
494        <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman&lt; sq_T &gt;::_P</references>
495        <references refid="classKalman_145c9f928d2d62e0c884900fb3380f904" compoundref="libKF_8h" startline="99">Kalman&lt; sq_T &gt;::_Ry</references>
496        <references refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" compoundref="libKF_8h" startline="97">Kalman&lt; sq_T &gt;::_yp</references>
497        <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman&lt; sq_T &gt;::A</references>
498        <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman&lt; sq_T &gt;::B</references>
499        <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman&lt; sq_T &gt;::C</references>
500        <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman&lt; sq_T &gt;::D</references>
501        <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman&lt; sq_T &gt;::dimu</references>
502        <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman&lt; sq_T &gt;::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&lt; sq_T &gt;::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&lt; sq_T &gt;::Q</references>
507        <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman&lt; sq_T &gt;::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> &amp;</type>
511        <definition>epdf&amp; Kalman&lt; sq_T &gt;::_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"/>
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 &amp;</type>
525        <definition>mat&amp; Kalman&lt; sq_T &gt;::__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&lt; sq_T &gt;::_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> &amp;</type>
568        <definition>const RV&amp; 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&lt; sq_T &gt;</label>
602        <link refid="classEKF"/>
603        <childnode refid="1087" relation="public-inheritance">
604        </childnode>
605      </node>
606      <node id="1087">
607        <label>Kalman&lt; fsqmat &gt;</label>
608        <link refid="classKalman"/>
609        <childnode refid="1078" relation="template-instance">
610          <edgelabel>&lt; fsqmat &gt;</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&lt; ldmat &gt;</label>
653        <link refid="classKalman"/>
654        <childnode refid="1078" relation="template-instance">
655          <edgelabel>&lt; ldmat &gt;</edgelabel>
656        </childnode>
657      </node>
658      <node id="1083">
659        <label>Kalman&lt; chmat &gt;</label>
660        <link refid="classKalman"/>
661        <childnode refid="1078" relation="template-instance">
662          <edgelabel>&lt; chmat &gt;</edgelabel>
663        </childnode>
664      </node>
665      <node id="1078">
666        <label>Kalman&lt; sq_T &gt;</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&lt; sq_T &gt;</label>
689        <link refid="classKalman"/>
690        <childnode refid="1090" relation="public-inheritance">
691        </childnode>
692        <childnode refid="1092" relation="usage">
693          <edgelabel>_P
694Q
695R
696_Ry</edgelabel>
697        </childnode>
698        <childnode refid="1091" relation="usage">
699          <edgelabel>rvu
700rvy</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>
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