1 | <?xml version='1.0' encoding='UTF-8' standalone='no'?> |
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2 | <doxygen xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="compound.xsd" version="1.5.6"> |
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3 | <compounddef id="classKalmanCh" kind="class" prot="public"> |
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4 | <compoundname>KalmanCh</compoundname> |
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5 | <basecompoundref refid="classKalman" prot="public" virt="non-virtual">Kalman< chmat ></basecompoundref> |
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6 | <derivedcompoundref refid="classEKFCh" prot="public" virt="non-virtual">EKFCh</derivedcompoundref> |
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7 | <includes refid="libKF_8h" local="no">libKF.h</includes> |
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8 | <sectiondef kind="protected-attrib"> |
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9 | <memberdef kind="variable" id="classKalmanCh_194ee9da75b0e0f632e4a354988ca3798" prot="protected" static="no" mutable="no"> |
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10 | <type>mat</type> |
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11 | <definition>mat KalmanCh::preA</definition> |
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12 | <argsstring></argsstring> |
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13 | <name>preA</name> |
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14 | <briefdescription> |
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15 | <para>pre array (triangular matrix) </para> </briefdescription> |
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16 | <detaileddescription> |
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17 | </detaileddescription> |
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18 | <inbodydescription> |
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19 | </inbodydescription> |
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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"/> |
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21 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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22 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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23 | <referencedby refid="classEKF__unQ_1cd06a8c662da244cf61bb5bd39688c99" compoundref="pmsm__sim_8cpp" startline="27" endline="31">EKF_unQ::condition</referencedby> |
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24 | <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby> |
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25 | <referencedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793" compoundref="libKF_8cpp" startline="118" endline="125">set_parameters</referencedby> |
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26 | </memberdef> |
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27 | <memberdef kind="variable" id="classKalmanCh_10d31a26dc72b5846cfe5af3ccb63ac87" prot="protected" static="no" mutable="no"> |
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28 | <type>mat</type> |
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29 | <definition>mat KalmanCh::postA</definition> |
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30 | <argsstring></argsstring> |
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31 | <name>postA</name> |
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32 | <briefdescription> |
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33 | <para>post array (triangular matrix) </para> </briefdescription> |
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34 | <detaileddescription> |
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35 | </detaileddescription> |
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36 | <inbodydescription> |
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37 | </inbodydescription> |
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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"/> |
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39 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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40 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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41 | </memberdef> |
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42 | <memberdef kind="variable" id="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" static="no" mutable="no"> |
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43 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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44 | <definition>RV Kalman< chmat >::rvy</definition> |
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45 | <argsstring></argsstring> |
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46 | <name>rvy</name> |
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47 | <briefdescription> |
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48 | <para>Indetifier of output rv. </para> </briefdescription> |
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49 | <detaileddescription> |
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50 | </detaileddescription> |
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51 | <inbodydescription> |
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52 | </inbodydescription> |
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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"/> |
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54 | </memberdef> |
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55 | <memberdef kind="variable" id="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" static="no" mutable="no"> |
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56 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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57 | <definition>RV Kalman< chmat >::rvu</definition> |
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58 | <argsstring></argsstring> |
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59 | <name>rvu</name> |
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60 | <briefdescription> |
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61 | <para>Indetifier of exogeneous rv. </para> </briefdescription> |
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62 | <detaileddescription> |
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63 | </detaileddescription> |
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64 | <inbodydescription> |
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65 | </inbodydescription> |
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66 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="69" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="69" bodyend="-1"/> |
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67 | </memberdef> |
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68 | <memberdef kind="variable" id="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" static="no" mutable="no"> |
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69 | <type>int</type> |
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70 | <definition>int Kalman< chmat >::dimx</definition> |
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71 | <argsstring></argsstring> |
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72 | <name>dimx</name> |
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73 | <briefdescription> |
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74 | <para>cache of rv.count() </para> </briefdescription> |
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75 | <detaileddescription> |
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76 | </detaileddescription> |
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77 | <inbodydescription> |
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78 | </inbodydescription> |
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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"/> |
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80 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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81 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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82 | <referencedby refid="classEKF__unQ_1cd06a8c662da244cf61bb5bd39688c99" compoundref="pmsm__sim_8cpp" startline="27" endline="31">EKF_unQ::condition</referencedby> |
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83 | <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby> |
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84 | <referencedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793" compoundref="libKF_8cpp" startline="118" endline="125">set_parameters</referencedby> |
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85 | </memberdef> |
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86 | <memberdef kind="variable" id="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" static="no" mutable="no"> |
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87 | <type>int</type> |
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88 | <definition>int Kalman< chmat >::dimy</definition> |
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89 | <argsstring></argsstring> |
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90 | <name>dimy</name> |
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91 | <briefdescription> |
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92 | <para>cache of rvy.count() </para> </briefdescription> |
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93 | <detaileddescription> |
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94 | </detaileddescription> |
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95 | <inbodydescription> |
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96 | </inbodydescription> |
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97 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="73" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="73" bodyend="-1"/> |
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98 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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99 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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100 | <referencedby refid="classEKF__unQ_1cd06a8c662da244cf61bb5bd39688c99" compoundref="pmsm__sim_8cpp" startline="27" endline="31">EKF_unQ::condition</referencedby> |
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101 | <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby> |
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102 | <referencedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793" compoundref="libKF_8cpp" startline="118" endline="125">set_parameters</referencedby> |
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103 | </memberdef> |
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104 | <memberdef kind="variable" id="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" static="no" mutable="no"> |
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105 | <type>int</type> |
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106 | <definition>int Kalman< chmat >::dimu</definition> |
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107 | <argsstring></argsstring> |
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108 | <name>dimu</name> |
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109 | <briefdescription> |
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110 | <para>cache of rvu.count() </para> </briefdescription> |
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111 | <detaileddescription> |
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112 | </detaileddescription> |
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113 | <inbodydescription> |
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114 | </inbodydescription> |
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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"/> |
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116 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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117 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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118 | <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby> |
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119 | </memberdef> |
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120 | <memberdef kind="variable" id="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" static="no" mutable="no"> |
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121 | <type>mat</type> |
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122 | <definition>mat Kalman< chmat >::A</definition> |
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123 | <argsstring></argsstring> |
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124 | <name>A</name> |
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125 | <briefdescription> |
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126 | <para>Matrix A. </para> </briefdescription> |
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127 | <detaileddescription> |
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128 | </detaileddescription> |
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129 | <inbodydescription> |
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130 | </inbodydescription> |
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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"/> |
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132 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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133 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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134 | <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby> |
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135 | </memberdef> |
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136 | <memberdef kind="variable" id="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" static="no" mutable="no"> |
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137 | <type>mat</type> |
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138 | <definition>mat Kalman< chmat >::B</definition> |
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139 | <argsstring></argsstring> |
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140 | <name>B</name> |
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141 | <briefdescription> |
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142 | <para>Matrix B. </para> </briefdescription> |
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143 | <detaileddescription> |
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144 | </detaileddescription> |
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145 | <inbodydescription> |
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146 | </inbodydescription> |
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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"/> |
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148 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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149 | <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby> |
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150 | </memberdef> |
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151 | <memberdef kind="variable" id="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" static="no" mutable="no"> |
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152 | <type>mat</type> |
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153 | <definition>mat Kalman< chmat >::C</definition> |
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154 | <argsstring></argsstring> |
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155 | <name>C</name> |
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156 | <briefdescription> |
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157 | <para>Matrix C. </para> </briefdescription> |
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158 | <detaileddescription> |
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159 | </detaileddescription> |
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160 | <inbodydescription> |
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161 | </inbodydescription> |
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162 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="81" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="81" bodyend="-1"/> |
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163 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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164 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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165 | <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby> |
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166 | </memberdef> |
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167 | <memberdef kind="variable" id="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" static="no" mutable="no"> |
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168 | <type>mat</type> |
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169 | <definition>mat Kalman< chmat >::D</definition> |
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170 | <argsstring></argsstring> |
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171 | <name>D</name> |
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172 | <briefdescription> |
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173 | <para>Matrix D. </para> </briefdescription> |
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174 | <detaileddescription> |
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175 | </detaileddescription> |
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176 | <inbodydescription> |
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177 | </inbodydescription> |
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178 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="83" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="83" bodyend="-1"/> |
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179 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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180 | <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby> |
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181 | </memberdef> |
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182 | <memberdef kind="variable" id="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" static="no" mutable="no"> |
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183 | <type><ref refid="classchmat" kindref="compound">chmat</ref></type> |
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184 | <definition>chmat Kalman< chmat >::Q</definition> |
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185 | <argsstring></argsstring> |
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186 | <name>Q</name> |
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187 | <briefdescription> |
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188 | <para>Matrix Q in square-root form. </para> </briefdescription> |
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189 | <detaileddescription> |
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190 | </detaileddescription> |
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191 | <inbodydescription> |
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192 | </inbodydescription> |
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193 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="85" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="85" bodyend="-1"/> |
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194 | <referencedby refid="classEKF__unQ_1cd06a8c662da244cf61bb5bd39688c99" compoundref="pmsm__sim_8cpp" startline="27" endline="31">EKF_unQ::condition</referencedby> |
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195 | <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby> |
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196 | <referencedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793" compoundref="libKF_8cpp" startline="118" endline="125">set_parameters</referencedby> |
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197 | </memberdef> |
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198 | <memberdef kind="variable" id="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" static="no" mutable="no"> |
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199 | <type><ref refid="classchmat" kindref="compound">chmat</ref></type> |
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200 | <definition>chmat Kalman< chmat >::R</definition> |
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201 | <argsstring></argsstring> |
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202 | <name>R</name> |
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203 | <briefdescription> |
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204 | <para>Matrix R in square-root form. </para> </briefdescription> |
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205 | <detaileddescription> |
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206 | </detaileddescription> |
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207 | <inbodydescription> |
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208 | </inbodydescription> |
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209 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="87" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="87" bodyend="-1"/> |
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210 | <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby> |
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211 | <referencedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793" compoundref="libKF_8cpp" startline="118" endline="125">set_parameters</referencedby> |
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212 | </memberdef> |
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213 | <memberdef kind="variable" id="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" static="no" mutable="no"> |
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214 | <type><ref refid="classenorm" kindref="compound">enorm</ref>< <ref refid="classchmat" kindref="compound">chmat</ref> ></type> |
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215 | <definition>enorm<chmat > Kalman< chmat >::est</definition> |
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216 | <argsstring></argsstring> |
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217 | <name>est</name> |
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218 | <briefdescription> |
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219 | <para>posterior density on $x_t$ </para> </briefdescription> |
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220 | <detaileddescription> |
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221 | </detaileddescription> |
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222 | <inbodydescription> |
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223 | </inbodydescription> |
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224 | <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="90" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="90" bodyend="-1"/> |
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225 | <referencedby refid="classKalmanCh_1b261b20f6210d4c85131d33302df0adc" compoundref="libKF_8h" startline="144" endline="146">set_est</referencedby> |
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226 | </memberdef> |
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227 | <memberdef kind="variable" id="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" static="no" mutable="no"> |
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228 | <type><ref refid="classenorm" kindref="compound">enorm</ref>< <ref refid="classchmat" kindref="compound">chmat</ref> ></type> |
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229 | <definition>enorm<chmat > Kalman< chmat >::fy</definition> |
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230 | <argsstring></argsstring> |
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231 | <name>fy</name> |
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232 | <briefdescription> |
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233 | <para>preditive density on $y_t$ </para> </briefdescription> |
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234 | <detaileddescription> |
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235 | </detaileddescription> |
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236 | <inbodydescription> |
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237 | </inbodydescription> |
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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"/> |
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239 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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240 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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241 | </memberdef> |
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242 | <memberdef kind="variable" id="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" static="no" mutable="no"> |
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243 | <type>mat</type> |
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244 | <definition>mat Kalman< chmat >::_K</definition> |
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245 | <argsstring></argsstring> |
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246 | <name>_K</name> |
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247 | <briefdescription> |
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248 | <para>placeholder for <ref refid="classKalman" kindref="compound">Kalman</ref> gain </para> </briefdescription> |
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249 | <detaileddescription> |
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250 | </detaileddescription> |
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251 | <inbodydescription> |
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252 | </inbodydescription> |
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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"/> |
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254 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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255 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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256 | </memberdef> |
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257 | <memberdef kind="variable" id="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" static="no" mutable="no"> |
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258 | <type>vec &</type> |
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259 | <definition>vec& Kalman< chmat >::_yp</definition> |
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260 | <argsstring></argsstring> |
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261 | <name>_yp</name> |
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262 | <briefdescription> |
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263 | <para>cache of fy.mu </para> </briefdescription> |
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264 | <detaileddescription> |
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265 | </detaileddescription> |
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266 | <inbodydescription> |
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267 | </inbodydescription> |
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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"/> |
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269 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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270 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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271 | </memberdef> |
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272 | <memberdef kind="variable" id="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" static="no" mutable="no"> |
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273 | <type><ref refid="classchmat" kindref="compound">chmat</ref> &</type> |
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274 | <definition>chmat & Kalman< chmat >::_Ry</definition> |
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275 | <argsstring></argsstring> |
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276 | <name>_Ry</name> |
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277 | <briefdescription> |
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278 | <para>cache of fy.R </para> </briefdescription> |
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279 | <detaileddescription> |
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280 | </detaileddescription> |
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281 | <inbodydescription> |
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282 | </inbodydescription> |
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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"/> |
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284 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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285 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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286 | </memberdef> |
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287 | <memberdef kind="variable" id="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" static="no" mutable="no"> |
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288 | <type>vec &</type> |
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289 | <definition>vec& Kalman< chmat >::_mu</definition> |
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290 | <argsstring></argsstring> |
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291 | <name>_mu</name> |
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292 | <briefdescription> |
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293 | <para>cache of est.mu </para> </briefdescription> |
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294 | <detaileddescription> |
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295 | </detaileddescription> |
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296 | <inbodydescription> |
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297 | </inbodydescription> |
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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"/> |
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299 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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300 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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301 | <referencedby refid="classEKFCh_10216bed270df59fe65d0d62d41f8257c" compoundref="libKF_8cpp" startline="167" endline="186">EKFCh::set_parameters</referencedby> |
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302 | </memberdef> |
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303 | <memberdef kind="variable" id="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" static="no" mutable="no"> |
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304 | <type><ref refid="classchmat" kindref="compound">chmat</ref> &</type> |
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305 | <definition>chmat & Kalman< chmat >::_P</definition> |
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306 | <argsstring></argsstring> |
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307 | <name>_P</name> |
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308 | <briefdescription> |
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309 | <para>cache of est.R </para> </briefdescription> |
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310 | <detaileddescription> |
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311 | </detaileddescription> |
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312 | <inbodydescription> |
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313 | </inbodydescription> |
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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"/> |
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315 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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316 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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317 | </memberdef> |
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318 | <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no"> |
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319 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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320 | <definition>RV BM::rv</definition> |
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321 | <argsstring></argsstring> |
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322 | <name>rv</name> |
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323 | <briefdescription> |
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324 | <para>Random variable of the posterior. </para> </briefdescription> |
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325 | <detaileddescription> |
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326 | </detaileddescription> |
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327 | <inbodydescription> |
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328 | </inbodydescription> |
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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"/> |
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330 | <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby> |
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331 | <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF< BM_T >::MPF</referencedby> |
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332 | <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby> |
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333 | <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">ARX::structure_est</referencedby> |
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334 | </memberdef> |
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335 | <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no"> |
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336 | <type>double</type> |
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337 | <definition>double BM::ll</definition> |
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338 | <argsstring></argsstring> |
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339 | <name>ll</name> |
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340 | <briefdescription> |
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341 | <para>Logarithm of marginalized data likelihood. </para> </briefdescription> |
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342 | <detaileddescription> |
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343 | </detaileddescription> |
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344 | <inbodydescription> |
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345 | </inbodydescription> |
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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"/> |
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347 | <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby> |
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348 | <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby> |
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349 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
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350 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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351 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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352 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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353 | <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby> |
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354 | <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby> |
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355 | </memberdef> |
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356 | <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no"> |
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357 | <type>bool</type> |
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358 | <definition>bool BM::evalll</definition> |
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359 | <argsstring></argsstring> |
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360 | <name>evalll</name> |
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361 | <briefdescription> |
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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> |
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363 | <detaileddescription> |
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364 | </detaileddescription> |
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365 | <inbodydescription> |
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366 | </inbodydescription> |
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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"/> |
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368 | <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby> |
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369 | <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF< sq_T >::bayes</referencedby> |
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370 | <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman< sq_T >::bayes</referencedby> |
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371 | <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby> |
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372 | <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">bayes</referencedby> |
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373 | <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby> |
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374 | <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby> |
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375 | </memberdef> |
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376 | </sectiondef> |
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377 | <sectiondef kind="public-func"> |
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378 | <memberdef kind="function" id="classKalmanCh_1d11f110cccaa66177514632d37b086bb" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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379 | <type></type> |
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380 | <definition>KalmanCh::KalmanCh</definition> |
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381 | <argsstring>(RV rvx0, RV rvy0, RV rvu0)</argsstring> |
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382 | <name>KalmanCh</name> |
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383 | <param> |
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384 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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385 | <declname>rvx0</declname> |
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386 | </param> |
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387 | <param> |
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388 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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389 | <declname>rvy0</declname> |
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390 | </param> |
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391 | <param> |
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392 | <type><ref refid="classRV" kindref="compound">RV</ref></type> |
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393 | <declname>rvu0</declname> |
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394 | </param> |
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395 | <briefdescription> |
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396 | <para>Default constructor. </para> </briefdescription> |
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397 | <detaileddescription> |
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398 | </detaileddescription> |
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399 | <inbodydescription> |
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400 | </inbodydescription> |
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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"/> |
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402 | </memberdef> |
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403 | <memberdef kind="function" id="classKalmanCh_192fb227287af05c9f0078d523c7c9793" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual"> |
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404 | <type>void</type> |
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405 | <definition>void KalmanCh::set_parameters</definition> |
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406 | <argsstring>(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const chmat &R0, const chmat &Q0)</argsstring> |
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407 | <name>set_parameters</name> |
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408 | <reimplements refid="classKalman_1239b28a0380946f5749b2f8d2807f93a">set_parameters</reimplements> |
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409 | <param> |
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410 | <type>const mat &</type> |
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411 | <declname>A0</declname> |
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412 | </param> |
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413 | <param> |
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414 | <type>const mat &</type> |
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415 | <declname>B0</declname> |
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416 | </param> |
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417 | <param> |
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418 | <type>const mat &</type> |
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419 | <declname>C0</declname> |
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420 | </param> |
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421 | <param> |
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422 | <type>const mat &</type> |
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423 | <declname>D0</declname> |
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424 | </param> |
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425 | <param> |
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426 | <type>const <ref refid="classchmat" kindref="compound">chmat</ref> &</type> |
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427 | <declname>R0</declname> |
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428 | </param> |
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429 | <param> |
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430 | <type>const <ref refid="classchmat" kindref="compound">chmat</ref> &</type> |
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431 | <declname>Q0</declname> |
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432 | </param> |
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433 | <briefdescription> |
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434 | <para>Set parameters with check of relevance. </para> </briefdescription> |
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435 | <detaileddescription> |
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436 | </detaileddescription> |
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437 | <inbodydescription> |
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438 | </inbodydescription> |
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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"/> |
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440 | <references refid="classchmat_19c50d31c999d85d8e9d8cf2b69b6ac8c" compoundref="chmat_8h" startline="66" endline="66">chmat::_Ch</references> |
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441 | <references refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" compoundref="libKF_8h" startline="71">Kalman< chmat >::dimx</references> |
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442 | <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman< chmat >::dimy</references> |
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443 | <references refid="classKalmanCh_194ee9da75b0e0f632e4a354988ca3798" compoundref="libKF_8h" startline="135">preA</references> |
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444 | <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman< chmat >::Q</references> |
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445 | <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman< chmat >::R</references> |
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446 | </memberdef> |
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447 | <memberdef kind="function" id="classKalmanCh_1b261b20f6210d4c85131d33302df0adc" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual"> |
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448 | <type>void</type> |
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449 | <definition>void KalmanCh::set_est</definition> |
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450 | <argsstring>(const vec &mu0, const chmat &P0)</argsstring> |
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451 | <name>set_est</name> |
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452 | <reimplements refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0">set_est</reimplements> |
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453 | <param> |
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454 | <type>const vec &</type> |
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455 | <declname>mu0</declname> |
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456 | </param> |
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457 | <param> |
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458 | <type>const <ref refid="classchmat" kindref="compound">chmat</ref> &</type> |
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459 | <declname>P0</declname> |
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460 | </param> |
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461 | <briefdescription> |
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462 | <para>Set estimate values, used e.g. in initialization. </para> </briefdescription> |
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463 | <detaileddescription> |
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464 | </detaileddescription> |
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465 | <inbodydescription> |
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466 | </inbodydescription> |
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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"/> |
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468 | <references refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" compoundref="libKF_8h" startline="90">Kalman< chmat >::est</references> |
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469 | <references refid="classenorm_11394a65caa6e00d42e00cc99b12227af" compoundref="libEF_8h" startline="348" endline="352">enorm< sq_T >::set_parameters</references> |
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470 | </memberdef> |
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471 | <memberdef kind="function" id="classKalmanCh_1cca758192846940409822b9bd778d4e1" prot="public" static="no" const="no" explicit="no" inline="no" virt="virtual"> |
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472 | <type>void</type> |
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473 | <definition>void KalmanCh::bayes</definition> |
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474 | <argsstring>(const vec &dt)</argsstring> |
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475 | <name>bayes</name> |
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476 | <reimplements refid="classKalman_17750ffd73f261828a32c18aaeb65c75c">bayes</reimplements> |
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477 | <reimplementedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1">bayes</reimplementedby> |
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478 | <param> |
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479 | <type>const vec &</type> |
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480 | <declname>dt</declname> |
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481 | </param> |
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482 | <briefdescription> |
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483 | <para>Here dt = [yt;ut] of appropriate dimensions. </para> </briefdescription> |
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484 | <detaileddescription> |
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485 | <para>The following equality hold::<formula id="17">\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' & P_{t|t-1}^{0.5}CA'\\ & Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} & KA'\\ & P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]</formula></para><para>Thus this object evaluates only predictors! Not filtering densities. </para> </detaileddescription> |
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486 | <inbodydescription> |
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487 | </inbodydescription> |
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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"/> |
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489 | <references refid="classchmat_19c50d31c999d85d8e9d8cf2b69b6ac8c" compoundref="chmat_8h" startline="66" endline="66">chmat::_Ch</references> |
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490 | <references refid="classKalman_1d422f51467c7a06174af2476d2826132" compoundref="libKF_8h" startline="95">Kalman< chmat >::_K</references> |
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491 | <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman< chmat >::_mu</references> |
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492 | <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman< chmat >::_P</references> |
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493 | <references refid="classKalman_145c9f928d2d62e0c884900fb3380f904" compoundref="libKF_8h" startline="99">Kalman< chmat >::_Ry</references> |
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494 | <references refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" compoundref="libKF_8h" startline="97">Kalman< chmat >::_yp</references> |
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495 | <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman< chmat >::A</references> |
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496 | <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman< chmat >::B</references> |
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497 | <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman< chmat >::C</references> |
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498 | <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman< chmat >::D</references> |
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499 | <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman< chmat >::dimu</references> |
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500 | <references refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" compoundref="libKF_8h" startline="71">Kalman< chmat >::dimx</references> |
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501 | <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman< chmat >::dimy</references> |
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502 | <references refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" compoundref="libBM_8h" startline="268">BM::evalll</references> |
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503 | <references refid="classenorm_1609a7c33dbb4fdfab050f3bdd1122401" compoundref="libEF_8h" startline="400" endline="403">enorm< sq_T >::evalpdflog</references> |
---|
504 | <references refid="classKalman_1e580ab06483952bd03f2e651763e184f" compoundref="libKF_8h" startline="92">Kalman< chmat >::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> &</type> |
---|
529 | <definition>epdf& Kalman< chmat >::_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 &</type> |
---|
543 | <definition>mat& Kalman< chmat >::__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< chmat >::_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> &</type> |
---|
569 | <definition>const RV& 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< chmat ></label> |
---|
629 | <link refid="classKalman"/> |
---|
630 | <childnode refid="1095" relation="public-inheritance"> |
---|
631 | </childnode> |
---|
632 | <childnode refid="1096" relation="template-instance"> |
---|
633 | <edgelabel>< chmat ></edgelabel> |
---|
634 | </childnode> |
---|
635 | </node> |
---|
636 | <node id="1096"> |
---|
637 | <label>Kalman< sq_T ></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< sq_T ></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< chmat ></label> |
---|
686 | <link refid="classKalman"/> |
---|
687 | <childnode refid="1101" relation="public-inheritance"> |
---|
688 | </childnode> |
---|
689 | <childnode refid="1103" relation="usage"> |
---|
690 | <edgelabel>_P |
---|
691 | Q |
---|
692 | R |
---|
693 | _Ry</edgelabel> |
---|
694 | </childnode> |
---|
695 | <childnode refid="1102" relation="usage"> |
---|
696 | <edgelabel>rvu |
---|
697 | rvy</edgelabel> |
---|
698 | </childnode> |
---|
699 | <childnode refid="1105" relation="usage"> |
---|
700 | <edgelabel>est |
---|
701 | fy</edgelabel> |
---|
702 | </childnode> |
---|
703 | <childnode refid="1110" relation="template-instance"> |
---|
704 | <edgelabel>< chmat ></edgelabel> |
---|
705 | </childnode> |
---|
706 | </node> |
---|
707 | <node id="1105"> |
---|
708 | <label>enorm< chmat ></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>< chmat ></edgelabel> |
---|
717 | </childnode> |
---|
718 | </node> |
---|
719 | <node id="1110"> |
---|
720 | <label>Kalman< sq_T ></label> |
---|
721 | <link refid="classKalman"/> |
---|
722 | <childnode refid="1101" relation="public-inheritance"> |
---|
723 | </childnode> |
---|
724 | <childnode refid="1109" relation="usage"> |
---|
725 | <edgelabel>_P |
---|
726 | Q |
---|
727 | R |
---|
728 | _Ry</edgelabel> |
---|
729 | </childnode> |
---|
730 | <childnode refid="1102" relation="usage"> |
---|
731 | <edgelabel>rvu |
---|
732 | rvy</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> |
---|