root/doc/xml/classKalmanCh.xml @ 187

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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="classKalmanCh" kind="class" prot="public">
4    <compoundname>KalmanCh</compoundname>
5    <basecompoundref refid="classKalman" prot="public" virt="non-virtual">Kalman&lt; chmat &gt;</basecompoundref>
6    <derivedcompoundref refid="classEKFCh" prot="public" virt="non-virtual">EKFCh</derivedcompoundref>
7    <includes refid="libKF_8h" local="no">libKF.h</includes>
8      <sectiondef kind="protected-attrib">
9      <memberdef kind="variable" id="classKalmanCh_194ee9da75b0e0f632e4a354988ca3798" prot="protected" static="no" mutable="no">
10        <type>mat</type>
11        <definition>mat KalmanCh::preA</definition>
12        <argsstring></argsstring>
13        <name>preA</name>
14        <briefdescription>
15<para>pre array (triangular matrix) </para>        </briefdescription>
16        <detaileddescription>
17        </detaileddescription>
18        <inbodydescription>
19        </inbodydescription>
20        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="135" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="135" bodyend="-1"/>
21        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
22        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
23        <referencedby refid="classEKF__unQ_1cd06a8c662da244cf61bb5bd39688c99" compoundref="pmsm__sim_8cpp" startline="27" endline="31">EKF_unQ::condition</referencedby>
24        <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby>
25        <referencedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793" compoundref="libKF_8cpp" startline="118" endline="125">set_parameters</referencedby>
26      </memberdef>
27      <memberdef kind="variable" id="classKalmanCh_10d31a26dc72b5846cfe5af3ccb63ac87" prot="protected" static="no" mutable="no">
28        <type>mat</type>
29        <definition>mat KalmanCh::postA</definition>
30        <argsstring></argsstring>
31        <name>postA</name>
32        <briefdescription>
33<para>post array (triangular matrix) </para>        </briefdescription>
34        <detaileddescription>
35        </detaileddescription>
36        <inbodydescription>
37        </inbodydescription>
38        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="137" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="137" bodyend="-1"/>
39        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
40        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
41      </memberdef>
42      <memberdef kind="variable" id="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" static="no" mutable="no">
43        <type><ref refid="classRV" kindref="compound">RV</ref></type>
44        <definition>RV Kalman&lt; chmat  &gt;::rvy</definition>
45        <argsstring></argsstring>
46        <name>rvy</name>
47        <briefdescription>
48<para>Indetifier of output rv. </para>        </briefdescription>
49        <detaileddescription>
50        </detaileddescription>
51        <inbodydescription>
52        </inbodydescription>
53        <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"/>
54      </memberdef>
55      <memberdef kind="variable" id="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" static="no" mutable="no">
56        <type><ref refid="classRV" kindref="compound">RV</ref></type>
57        <definition>RV Kalman&lt; chmat  &gt;::rvu</definition>
58        <argsstring></argsstring>
59        <name>rvu</name>
60        <briefdescription>
61<para>Indetifier of exogeneous rv. </para>        </briefdescription>
62        <detaileddescription>
63        </detaileddescription>
64        <inbodydescription>
65        </inbodydescription>
66        <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"/>
67      </memberdef>
68      <memberdef kind="variable" id="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" static="no" mutable="no">
69        <type>int</type>
70        <definition>int Kalman&lt; chmat  &gt;::dimx</definition>
71        <argsstring></argsstring>
72        <name>dimx</name>
73        <briefdescription>
74<para>cache of rv.count() </para>        </briefdescription>
75        <detaileddescription>
76        </detaileddescription>
77        <inbodydescription>
78        </inbodydescription>
79        <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"/>
80        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
81        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
82        <referencedby refid="classEKF__unQ_1cd06a8c662da244cf61bb5bd39688c99" compoundref="pmsm__sim_8cpp" startline="27" endline="31">EKF_unQ::condition</referencedby>
83        <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby>
84        <referencedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793" compoundref="libKF_8cpp" startline="118" endline="125">set_parameters</referencedby>
85      </memberdef>
86      <memberdef kind="variable" id="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" static="no" mutable="no">
87        <type>int</type>
88        <definition>int Kalman&lt; chmat  &gt;::dimy</definition>
89        <argsstring></argsstring>
90        <name>dimy</name>
91        <briefdescription>
92<para>cache of rvy.count() </para>        </briefdescription>
93        <detaileddescription>
94        </detaileddescription>
95        <inbodydescription>
96        </inbodydescription>
97        <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"/>
98        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
99        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
100        <referencedby refid="classEKF__unQ_1cd06a8c662da244cf61bb5bd39688c99" compoundref="pmsm__sim_8cpp" startline="27" endline="31">EKF_unQ::condition</referencedby>
101        <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby>
102        <referencedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793" compoundref="libKF_8cpp" startline="118" endline="125">set_parameters</referencedby>
103      </memberdef>
104      <memberdef kind="variable" id="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" static="no" mutable="no">
105        <type>int</type>
106        <definition>int Kalman&lt; chmat  &gt;::dimu</definition>
107        <argsstring></argsstring>
108        <name>dimu</name>
109        <briefdescription>
110<para>cache of rvu.count() </para>        </briefdescription>
111        <detaileddescription>
112        </detaileddescription>
113        <inbodydescription>
114        </inbodydescription>
115        <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"/>
116        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
117        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
118        <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby>
119      </memberdef>
120      <memberdef kind="variable" id="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" static="no" mutable="no">
121        <type>mat</type>
122        <definition>mat Kalman&lt; chmat  &gt;::A</definition>
123        <argsstring></argsstring>
124        <name>A</name>
125        <briefdescription>
126<para>Matrix A. </para>        </briefdescription>
127        <detaileddescription>
128        </detaileddescription>
129        <inbodydescription>
130        </inbodydescription>
131        <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"/>
132        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
133        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
134        <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby>
135      </memberdef>
136      <memberdef kind="variable" id="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" static="no" mutable="no">
137        <type>mat</type>
138        <definition>mat Kalman&lt; chmat  &gt;::B</definition>
139        <argsstring></argsstring>
140        <name>B</name>
141        <briefdescription>
142<para>Matrix B. </para>        </briefdescription>
143        <detaileddescription>
144        </detaileddescription>
145        <inbodydescription>
146        </inbodydescription>
147        <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"/>
148        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
149        <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby>
150      </memberdef>
151      <memberdef kind="variable" id="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" static="no" mutable="no">
152        <type>mat</type>
153        <definition>mat Kalman&lt; chmat  &gt;::C</definition>
154        <argsstring></argsstring>
155        <name>C</name>
156        <briefdescription>
157<para>Matrix C. </para>        </briefdescription>
158        <detaileddescription>
159        </detaileddescription>
160        <inbodydescription>
161        </inbodydescription>
162        <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"/>
163        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
164        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
165        <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby>
166      </memberdef>
167      <memberdef kind="variable" id="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" static="no" mutable="no">
168        <type>mat</type>
169        <definition>mat Kalman&lt; chmat  &gt;::D</definition>
170        <argsstring></argsstring>
171        <name>D</name>
172        <briefdescription>
173<para>Matrix D. </para>        </briefdescription>
174        <detaileddescription>
175        </detaileddescription>
176        <inbodydescription>
177        </inbodydescription>
178        <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"/>
179        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
180        <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby>
181      </memberdef>
182      <memberdef kind="variable" id="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" static="no" mutable="no">
183        <type><ref refid="classchmat" kindref="compound">chmat</ref></type>
184        <definition>chmat  Kalman&lt; chmat  &gt;::Q</definition>
185        <argsstring></argsstring>
186        <name>Q</name>
187        <briefdescription>
188<para>Matrix Q in square-root form. </para>        </briefdescription>
189        <detaileddescription>
190        </detaileddescription>
191        <inbodydescription>
192        </inbodydescription>
193        <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"/>
194        <referencedby refid="classEKF__unQ_1cd06a8c662da244cf61bb5bd39688c99" compoundref="pmsm__sim_8cpp" startline="27" endline="31">EKF_unQ::condition</referencedby>
195        <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby>
196        <referencedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793" compoundref="libKF_8cpp" startline="118" endline="125">set_parameters</referencedby>
197      </memberdef>
198      <memberdef kind="variable" id="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" static="no" mutable="no">
199        <type><ref refid="classchmat" kindref="compound">chmat</ref></type>
200        <definition>chmat  Kalman&lt; chmat  &gt;::R</definition>
201        <argsstring></argsstring>
202        <name>R</name>
203        <briefdescription>
204<para>Matrix R in square-root form. </para>        </briefdescription>
205        <detaileddescription>
206        </detaileddescription>
207        <inbodydescription>
208        </inbodydescription>
209        <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"/>
210        <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby>
211        <referencedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793" compoundref="libKF_8cpp" startline="118" endline="125">set_parameters</referencedby>
212      </memberdef>
213      <memberdef kind="variable" id="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" static="no" mutable="no">
214        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; <ref refid="classchmat" kindref="compound">chmat</ref> &gt;</type>
215        <definition>enorm&lt;chmat &gt; Kalman&lt; chmat  &gt;::est</definition>
216        <argsstring></argsstring>
217        <name>est</name>
218        <briefdescription>
219<para>posterior density on $x_t$ </para>        </briefdescription>
220        <detaileddescription>
221        </detaileddescription>
222        <inbodydescription>
223        </inbodydescription>
224        <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"/>
225        <referencedby refid="classKalmanCh_1b261b20f6210d4c85131d33302df0adc" compoundref="libKF_8h" startline="144" endline="146">set_est</referencedby>
226      </memberdef>
227      <memberdef kind="variable" id="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" static="no" mutable="no">
228        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; <ref refid="classchmat" kindref="compound">chmat</ref> &gt;</type>
229        <definition>enorm&lt;chmat &gt; Kalman&lt; chmat  &gt;::fy</definition>
230        <argsstring></argsstring>
231        <name>fy</name>
232        <briefdescription>
233<para>preditive density on $y_t$ </para>        </briefdescription>
234        <detaileddescription>
235        </detaileddescription>
236        <inbodydescription>
237        </inbodydescription>
238        <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"/>
239        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
240        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
241      </memberdef>
242      <memberdef kind="variable" id="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" static="no" mutable="no">
243        <type>mat</type>
244        <definition>mat Kalman&lt; chmat  &gt;::_K</definition>
245        <argsstring></argsstring>
246        <name>_K</name>
247        <briefdescription>
248<para>placeholder for <ref refid="classKalman" kindref="compound">Kalman</ref> gain </para>        </briefdescription>
249        <detaileddescription>
250        </detaileddescription>
251        <inbodydescription>
252        </inbodydescription>
253        <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"/>
254        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
255        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
256      </memberdef>
257      <memberdef kind="variable" id="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" static="no" mutable="no">
258        <type>vec &amp;</type>
259        <definition>vec&amp; Kalman&lt; chmat  &gt;::_yp</definition>
260        <argsstring></argsstring>
261        <name>_yp</name>
262        <briefdescription>
263<para>cache of fy.mu </para>        </briefdescription>
264        <detaileddescription>
265        </detaileddescription>
266        <inbodydescription>
267        </inbodydescription>
268        <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"/>
269        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
270        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
271      </memberdef>
272      <memberdef kind="variable" id="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" static="no" mutable="no">
273        <type><ref refid="classchmat" kindref="compound">chmat</ref> &amp;</type>
274        <definition>chmat &amp; Kalman&lt; chmat  &gt;::_Ry</definition>
275        <argsstring></argsstring>
276        <name>_Ry</name>
277        <briefdescription>
278<para>cache of fy.R </para>        </briefdescription>
279        <detaileddescription>
280        </detaileddescription>
281        <inbodydescription>
282        </inbodydescription>
283        <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"/>
284        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
285        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
286      </memberdef>
287      <memberdef kind="variable" id="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" static="no" mutable="no">
288        <type>vec &amp;</type>
289        <definition>vec&amp; Kalman&lt; chmat  &gt;::_mu</definition>
290        <argsstring></argsstring>
291        <name>_mu</name>
292        <briefdescription>
293<para>cache of est.mu </para>        </briefdescription>
294        <detaileddescription>
295        </detaileddescription>
296        <inbodydescription>
297        </inbodydescription>
298        <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"/>
299        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
300        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
301        <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby>
302      </memberdef>
303      <memberdef kind="variable" id="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" static="no" mutable="no">
304        <type><ref refid="classchmat" kindref="compound">chmat</ref> &amp;</type>
305        <definition>chmat &amp; Kalman&lt; chmat  &gt;::_P</definition>
306        <argsstring></argsstring>
307        <name>_P</name>
308        <briefdescription>
309<para>cache of est.R </para>        </briefdescription>
310        <detaileddescription>
311        </detaileddescription>
312        <inbodydescription>
313        </inbodydescription>
314        <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"/>
315        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
316        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
317      </memberdef>
318      <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no">
319        <type><ref refid="classRV" kindref="compound">RV</ref></type>
320        <definition>RV BM::rv</definition>
321        <argsstring></argsstring>
322        <name>rv</name>
323        <briefdescription>
324<para>Random variable of the posterior. </para>        </briefdescription>
325        <detaileddescription>
326        </detaileddescription>
327        <inbodydescription>
328        </inbodydescription>
329        <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"/>
330        <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby>
331        <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF&lt; BM_T &gt;::MPF</referencedby>
332        <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby>
333        <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">ARX::structure_est</referencedby>
334      </memberdef>
335      <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no">
336        <type>double</type>
337        <definition>double BM::ll</definition>
338        <argsstring></argsstring>
339        <name>ll</name>
340        <briefdescription>
341<para>Logarithm of marginalized data likelihood. </para>        </briefdescription>
342        <detaileddescription>
343        </detaileddescription>
344        <inbodydescription>
345        </inbodydescription>
346        <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"/>
347        <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby>
348        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
349        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
350        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
351        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
352        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
353        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
354        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
355      </memberdef>
356      <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no">
357        <type>bool</type>
358        <definition>bool BM::evalll</definition>
359        <argsstring></argsstring>
360        <name>evalll</name>
361        <briefdescription>
362<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>
363        <detaileddescription>
364        </detaileddescription>
365        <inbodydescription>
366        </inbodydescription>
367        <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"/>
368        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
369        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
370        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
371        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
372        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby>
373        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
374        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
375      </memberdef>
376      </sectiondef>
377      <sectiondef kind="public-func">
378      <memberdef kind="function" id="classKalmanCh_1d11f110cccaa66177514632d37b086bb" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
379        <type></type>
380        <definition>KalmanCh::KalmanCh</definition>
381        <argsstring>(RV rvx0, RV rvy0, RV rvu0)</argsstring>
382        <name>KalmanCh</name>
383        <param>
384          <type><ref refid="classRV" kindref="compound">RV</ref></type>
385          <declname>rvx0</declname>
386        </param>
387        <param>
388          <type><ref refid="classRV" kindref="compound">RV</ref></type>
389          <declname>rvy0</declname>
390        </param>
391        <param>
392          <type><ref refid="classRV" kindref="compound">RV</ref></type>
393          <declname>rvu0</declname>
394        </param>
395        <briefdescription>
396<para>Default constructor. </para>        </briefdescription>
397        <detaileddescription>
398        </detaileddescription>
399        <inbodydescription>
400        </inbodydescription>
401        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="141" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="141" bodyend="141"/>
402      </memberdef>
403      <memberdef kind="function" id="classKalmanCh_192fb227287af05c9f0078d523c7c9793" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
404        <type>void</type>
405        <definition>void KalmanCh::set_parameters</definition>
406        <argsstring>(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const chmat &amp;R0, const chmat &amp;Q0)</argsstring>
407        <name>set_parameters</name>
408        <reimplements refid="classKalman_1239b28a0380946f5749b2f8d2807f93a">set_parameters</reimplements>
409        <param>
410          <type>const mat &amp;</type>
411          <declname>A0</declname>
412        </param>
413        <param>
414          <type>const mat &amp;</type>
415          <declname>B0</declname>
416        </param>
417        <param>
418          <type>const mat &amp;</type>
419          <declname>C0</declname>
420        </param>
421        <param>
422          <type>const mat &amp;</type>
423          <declname>D0</declname>
424        </param>
425        <param>
426          <type>const <ref refid="classchmat" kindref="compound">chmat</ref> &amp;</type>
427          <declname>R0</declname>
428        </param>
429        <param>
430          <type>const <ref refid="classchmat" kindref="compound">chmat</ref> &amp;</type>
431          <declname>Q0</declname>
432        </param>
433        <briefdescription>
434<para>Set parameters with check of relevance. </para>        </briefdescription>
435        <detaileddescription>
436        </detaileddescription>
437        <inbodydescription>
438        </inbodydescription>
439        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="143" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.cpp" bodystart="118" bodyend="125"/>
440        <references refid="classchmat_19c50d31c999d85d8e9d8cf2b69b6ac8c" compoundref="chmat_8h" startline="66" endline="66">chmat::_Ch</references>
441        <references refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" compoundref="libKF_8h" startline="71">Kalman&lt; chmat &gt;::dimx</references>
442        <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman&lt; chmat &gt;::dimy</references>
443        <references refid="classKalmanCh_194ee9da75b0e0f632e4a354988ca3798" compoundref="libKF_8h" startline="135">preA</references>
444        <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman&lt; chmat &gt;::Q</references>
445        <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman&lt; chmat &gt;::R</references>
446      </memberdef>
447      <memberdef kind="function" id="classKalmanCh_1b261b20f6210d4c85131d33302df0adc" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
448        <type>void</type>
449        <definition>void KalmanCh::set_est</definition>
450        <argsstring>(const vec &amp;mu0, const chmat &amp;P0)</argsstring>
451        <name>set_est</name>
452        <reimplements refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0">set_est</reimplements>
453        <param>
454          <type>const vec &amp;</type>
455          <declname>mu0</declname>
456        </param>
457        <param>
458          <type>const <ref refid="classchmat" kindref="compound">chmat</ref> &amp;</type>
459          <declname>P0</declname>
460        </param>
461        <briefdescription>
462<para>Set estimate values, used e.g. in initialization. </para>        </briefdescription>
463        <detaileddescription>
464        </detaileddescription>
465        <inbodydescription>
466        </inbodydescription>
467        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="144" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="144" bodyend="146"/>
468        <references refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" compoundref="libKF_8h" startline="90">Kalman&lt; chmat &gt;::est</references>
469        <references refid="classenorm_11394a65caa6e00d42e00cc99b12227af" compoundref="libEF_8h" startline="348" endline="352">enorm&lt; sq_T &gt;::set_parameters</references>
470      </memberdef>
471      <memberdef kind="function" id="classKalmanCh_1cca758192846940409822b9bd778d4e1" prot="public" static="no" const="no" explicit="no" inline="no" virt="virtual">
472        <type>void</type>
473        <definition>void KalmanCh::bayes</definition>
474        <argsstring>(const vec &amp;dt)</argsstring>
475        <name>bayes</name>
476        <reimplements refid="classKalman_17750ffd73f261828a32c18aaeb65c75c">bayes</reimplements>
477        <reimplementedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1">bayes</reimplementedby>
478        <param>
479          <type>const vec &amp;</type>
480          <declname>dt</declname>
481        </param>
482        <briefdescription>
483<para>Here dt = [yt;ut] of appropriate dimensions. </para>        </briefdescription>
484        <detaileddescription>
485<para>The following equality hold::<formula id="17">\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C&apos; &amp; P_{t|t-1}^{0.5}CA&apos;\\ &amp; Q^{0.5}\end{array}\right]&lt;\mathrm{orth.oper.}&gt;=\left[\begin{array}{cc} R_{y}^{0.5} &amp; KA&apos;\\ &amp; P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]</formula></para><para>Thus this object evaluates only predictors! Not filtering densities. </para>        </detaileddescription>
486        <inbodydescription>
487        </inbodydescription>
488        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="162" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.cpp" bodystart="128" bodyend="162"/>
489        <references refid="classchmat_19c50d31c999d85d8e9d8cf2b69b6ac8c" compoundref="chmat_8h" startline="66" endline="66">chmat::_Ch</references>
490        <references refid="classKalman_1d422f51467c7a06174af2476d2826132" compoundref="libKF_8h" startline="95">Kalman&lt; chmat &gt;::_K</references>
491        <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman&lt; chmat &gt;::_mu</references>
492        <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman&lt; chmat &gt;::_P</references>
493        <references refid="classKalman_145c9f928d2d62e0c884900fb3380f904" compoundref="libKF_8h" startline="99">Kalman&lt; chmat &gt;::_Ry</references>
494        <references refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" compoundref="libKF_8h" startline="97">Kalman&lt; chmat &gt;::_yp</references>
495        <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman&lt; chmat &gt;::A</references>
496        <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman&lt; chmat &gt;::B</references>
497        <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman&lt; chmat &gt;::C</references>
498        <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman&lt; chmat &gt;::D</references>
499        <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman&lt; chmat &gt;::dimu</references>
500        <references refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" compoundref="libKF_8h" startline="71">Kalman&lt; chmat &gt;::dimx</references>
501        <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman&lt; chmat &gt;::dimy</references>
502        <references refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" compoundref="libBM_8h" startline="268">BM::evalll</references>
503        <references refid="classenorm_1609a7c33dbb4fdfab050f3bdd1122401" compoundref="libEF_8h" startline="400" endline="403">enorm&lt; sq_T &gt;::evalpdflog</references>
504        <references refid="classKalman_1e580ab06483952bd03f2e651763e184f" compoundref="libKF_8h" startline="92">Kalman&lt; chmat &gt;::fy</references>
505        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
506        <references refid="classKalmanCh_10d31a26dc72b5846cfe5af3ccb63ac87" compoundref="libKF_8h" startline="137">postA</references>
507        <references refid="classKalmanCh_194ee9da75b0e0f632e4a354988ca3798" compoundref="libKF_8h" startline="135">preA</references>
508        <references refid="classchmat_1a37e2c726e4fc3ad50b26ac2ca6c1452" compoundref="chmat_8cpp" startline="19" endline="19">chmat::to_mat</references>
509      </memberdef>
510      <memberdef kind="function" id="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
511        <type>void</type>
512        <definition>void BM::bayes</definition>
513        <argsstring>(mat Dt)</argsstring>
514        <name>bayes</name>
515        <param>
516          <type>mat</type>
517          <declname>Dt</declname>
518        </param>
519        <briefdescription>
520<para>Batch Bayes rule (columns of Dt are observations). </para>        </briefdescription>
521        <detaileddescription>
522        </detaileddescription>
523        <inbodydescription>
524        </inbodydescription>
525        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="280"/>
526      </memberdef>
527      <memberdef kind="function" id="classKalman_1a213c57aef55b2645e550bed81cfc0d4" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual">
528        <type><ref refid="classepdf" kindref="compound">epdf</ref> &amp;</type>
529        <definition>epdf&amp; Kalman&lt; chmat  &gt;::_epdf</definition>
530        <argsstring>()</argsstring>
531        <name>_epdf</name>
532        <reimplements refid="classBM_13dc45554556926bde996a267636abe55">_epdf</reimplements>
533        <briefdescription>
534<para>access function </para>        </briefdescription>
535        <detaileddescription>
536        </detaileddescription>
537        <inbodydescription>
538        </inbodydescription>
539        <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"/>
540      </memberdef>
541      <memberdef kind="function" id="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
542        <type>mat &amp;</type>
543        <definition>mat&amp; Kalman&lt; chmat  &gt;::__K</definition>
544        <argsstring>()</argsstring>
545        <name>__K</name>
546        <briefdescription>
547<para>access function </para>        </briefdescription>
548        <detaileddescription>
549        </detaileddescription>
550        <inbodydescription>
551        </inbodydescription>
552        <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"/>
553      </memberdef>
554      <memberdef kind="function" id="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
555        <type>vec</type>
556        <definition>vec Kalman&lt; chmat  &gt;::_dP</definition>
557        <argsstring>()</argsstring>
558        <name>_dP</name>
559        <briefdescription>
560<para>access function </para>        </briefdescription>
561        <detaileddescription>
562        </detaileddescription>
563        <inbodydescription>
564        </inbodydescription>
565        <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"/>
566      </memberdef>
567      <memberdef kind="function" id="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
568        <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
569        <definition>const RV&amp; BM::_rv</definition>
570        <argsstring>() const </argsstring>
571        <name>_rv</name>
572        <briefdescription>
573<para>access function </para>        </briefdescription>
574        <detaileddescription>
575        </detaileddescription>
576        <inbodydescription>
577        </inbodydescription>
578        <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"/>
579        <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references>
580      </memberdef>
581      <memberdef kind="function" id="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
582        <type>double</type>
583        <definition>double BM::_ll</definition>
584        <argsstring>() const </argsstring>
585        <name>_ll</name>
586        <briefdescription>
587<para>access function </para>        </briefdescription>
588        <detaileddescription>
589        </detaileddescription>
590        <inbodydescription>
591        </inbodydescription>
592        <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"/>
593        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
594      </memberdef>
595      </sectiondef>
596    <briefdescription>
597<para><ref refid="classKalman" kindref="compound">Kalman</ref> filter in square root form. </para>    </briefdescription>
598    <detaileddescription>
599    </detaileddescription>
600    <inheritancegraph>
601      <node id="1097">
602        <label>EKFCh</label>
603        <link refid="classEKFCh"/>
604        <childnode refid="1093" relation="public-inheritance">
605        </childnode>
606      </node>
607      <node id="1095">
608        <label>BM</label>
609        <link refid="classBM"/>
610      </node>
611      <node id="1098">
612        <label>EKF_unQ</label>
613        <link refid="classEKF__unQ"/>
614        <childnode refid="1097" relation="public-inheritance">
615        </childnode>
616        <childnode refid="1097" relation="public-inheritance">
617        </childnode>
618        <childnode refid="1097" relation="public-inheritance">
619        </childnode>
620      </node>
621      <node id="1093">
622        <label>KalmanCh</label>
623        <link refid="classKalmanCh"/>
624        <childnode refid="1094" relation="public-inheritance">
625        </childnode>
626      </node>
627      <node id="1094">
628        <label>Kalman&lt; chmat &gt;</label>
629        <link refid="classKalman"/>
630        <childnode refid="1095" relation="public-inheritance">
631        </childnode>
632        <childnode refid="1096" relation="template-instance">
633          <edgelabel>&lt; chmat &gt;</edgelabel>
634        </childnode>
635      </node>
636      <node id="1096">
637        <label>Kalman&lt; sq_T &gt;</label>
638        <link refid="classKalman"/>
639        <childnode refid="1095" relation="public-inheritance">
640        </childnode>
641      </node>
642    </inheritancegraph>
643    <collaborationgraph>
644      <node id="1108">
645        <label>enorm&lt; sq_T &gt;</label>
646        <link refid="classenorm"/>
647        <childnode refid="1106" relation="public-inheritance">
648        </childnode>
649        <childnode refid="1109" relation="usage">
650          <edgelabel>R</edgelabel>
651        </childnode>
652      </node>
653      <node id="1109">
654        <label>sq_T</label>
655      </node>
656      <node id="1107">
657        <label>epdf</label>
658        <link refid="classepdf"/>
659        <childnode refid="1102" relation="usage">
660          <edgelabel>rv</edgelabel>
661        </childnode>
662      </node>
663      <node id="1101">
664        <label>BM</label>
665        <link refid="classBM"/>
666        <childnode refid="1102" relation="usage">
667          <edgelabel>rv</edgelabel>
668        </childnode>
669      </node>
670      <node id="1102">
671        <label>RV</label>
672        <link refid="classRV"/>
673      </node>
674      <node id="1104">
675        <label>sqmat</label>
676        <link refid="classsqmat"/>
677      </node>
678      <node id="1099">
679        <label>KalmanCh</label>
680        <link refid="classKalmanCh"/>
681        <childnode refid="1100" relation="public-inheritance">
682        </childnode>
683      </node>
684      <node id="1100">
685        <label>Kalman&lt; chmat &gt;</label>
686        <link refid="classKalman"/>
687        <childnode refid="1101" relation="public-inheritance">
688        </childnode>
689        <childnode refid="1103" relation="usage">
690          <edgelabel>_P
691Q
692R
693_Ry</edgelabel>
694        </childnode>
695        <childnode refid="1102" relation="usage">
696          <edgelabel>rvu
697rvy</edgelabel>
698        </childnode>
699        <childnode refid="1105" relation="usage">
700          <edgelabel>est
701fy</edgelabel>
702        </childnode>
703        <childnode refid="1110" relation="template-instance">
704          <edgelabel>&lt; chmat &gt;</edgelabel>
705        </childnode>
706      </node>
707      <node id="1105">
708        <label>enorm&lt; chmat &gt;</label>
709        <link refid="classenorm"/>
710        <childnode refid="1106" relation="public-inheritance">
711        </childnode>
712        <childnode refid="1103" relation="usage">
713          <edgelabel>R</edgelabel>
714        </childnode>
715        <childnode refid="1108" relation="template-instance">
716          <edgelabel>&lt; chmat &gt;</edgelabel>
717        </childnode>
718      </node>
719      <node id="1110">
720        <label>Kalman&lt; sq_T &gt;</label>
721        <link refid="classKalman"/>
722        <childnode refid="1101" relation="public-inheritance">
723        </childnode>
724        <childnode refid="1109" relation="usage">
725          <edgelabel>_P
726Q
727R
728_Ry</edgelabel>
729        </childnode>
730        <childnode refid="1102" relation="usage">
731          <edgelabel>rvu
732rvy</edgelabel>
733        </childnode>
734      </node>
735      <node id="1103">
736        <label>chmat</label>
737        <link refid="classchmat"/>
738        <childnode refid="1104" relation="public-inheritance">
739        </childnode>
740      </node>
741      <node id="1106">
742        <label>eEF</label>
743        <link refid="classeEF"/>
744        <childnode refid="1107" relation="public-inheritance">
745        </childnode>
746      </node>
747    </collaborationgraph>
748    <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="132" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="132" bodyend="163"/>
749    <listofallmembers>
750      <member refid="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" prot="public" virt="non-virtual"><scope>KalmanCh</scope><name>__K</name></member>
751      <member refid="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" prot="public" virt="non-virtual"><scope>KalmanCh</scope><name>_dP</name></member>
752      <member refid="classKalman_1a213c57aef55b2645e550bed81cfc0d4" prot="public" virt="virtual"><scope>KalmanCh</scope><name>_epdf</name></member>
753      <member refid="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>_K</name></member>
754      <member refid="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" virt="non-virtual"><scope>KalmanCh</scope><name>_ll</name></member>
755      <member refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>_mu</name></member>
756      <member refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>_P</name></member>
757      <member refid="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" virt="non-virtual"><scope>KalmanCh</scope><name>_rv</name></member>
758      <member refid="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>_Ry</name></member>
759      <member refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>_yp</name></member>
760      <member refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>A</name></member>
761      <member refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>B</name></member>
762      <member refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" prot="public" virt="virtual"><scope>KalmanCh</scope><name>bayes</name></member>
763      <member refid="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" virt="non-virtual" ambiguityscope="BM::"><scope>KalmanCh</scope><name>bayes</name></member>
764      <member refid="classBM_1605d28b426adb677c86a57ddb525132a" prot="public" virt="non-virtual"><scope>KalmanCh</scope><name>BM</name></member>
765      <member refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>C</name></member>
766      <member refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>D</name></member>
767      <member refid="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>dimu</name></member>
768      <member refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>dimx</name></member>
769      <member refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>dimy</name></member>
770      <member refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>est</name></member>
771      <member refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>evalll</name></member>
772      <member refid="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>fy</name></member>
773      <member refid="classKalman_13d56b0a97b8c1e25fdd3b10eef3c2ad3" prot="public" virt="non-virtual"><scope>KalmanCh</scope><name>Kalman</name></member>
774      <member refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" prot="public" virt="non-virtual"><scope>KalmanCh</scope><name>Kalman</name></member>
775      <member refid="classKalmanCh_1d11f110cccaa66177514632d37b086bb" prot="public" virt="non-virtual"><scope>KalmanCh</scope><name>KalmanCh</name></member>
776      <member refid="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>ll</name></member>
777      <member refid="classKalmanCh_10d31a26dc72b5846cfe5af3ccb63ac87" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>postA</name></member>
778      <member refid="classKalmanCh_194ee9da75b0e0f632e4a354988ca3798" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>preA</name></member>
779      <member refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>Q</name></member>
780      <member refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>R</name></member>
781      <member refid="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>rv</name></member>
782      <member refid="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>rvu</name></member>
783      <member refid="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" virt="non-virtual"><scope>KalmanCh</scope><name>rvy</name></member>
784      <member refid="classKalmanCh_1b261b20f6210d4c85131d33302df0adc" prot="public" virt="non-virtual"><scope>KalmanCh</scope><name>set_est</name></member>
785      <member refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793" prot="public" virt="non-virtual"><scope>KalmanCh</scope><name>set_parameters</name></member>
786      <member refid="classBM_1ca0f02b3b4144e0895cc14f7e0374bdd" prot="public" virt="virtual"><scope>KalmanCh</scope><name>~BM</name></member>
787    </listofallmembers>
788  </compounddef>
789</doxygen>
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