KalmanFull EKFfull libKF.h int int KalmanFull::dimx dimx int int KalmanFull::dimy dimy int int KalmanFull::dimu dimu mat mat KalmanFull::A A mat mat KalmanFull::B B mat mat KalmanFull::C C mat mat KalmanFull::D D mat mat KalmanFull::R R mat mat KalmanFull::Q Q mat mat KalmanFull::_Pp _Pp mat mat KalmanFull::_Ry _Ry mat mat KalmanFull::_iRy _iRy mat mat KalmanFull::_K _K vec vec KalmanFull::mu mu Mean value of the posterior density. EKFfull::bayes bayes KalmanFull EKFfull::set_est EKFfull::set_parameters mat mat KalmanFull::P P Variance of the posterior density. EKFfull::bayes bayes KalmanFull EKFfull::set_est bool bool KalmanFull::evalll evalll double double KalmanFull::ll ll KalmanFull::KalmanFull (mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0) KalmanFull mat A mat B mat C mat D mat R mat Q mat P0 vec mu0 Full constructor. mu P void void KalmanFull::bayes (const vec &dt) bayes bayes const vec & dt Here dt = [yt;ut] of appropriate dimensions. mu P KalmanFull::KalmanFull () KalmanFull For EKFfull;. friend std::ostream & std::ostream& operator<< (std::ostream &os, const KalmanFull &kf) operator<< std::ostream & os const KalmanFull & kf print elements of KF Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon! EKF_unQful EKFful_unQR EKFfull KalmanFull KalmanFull_iRy KalmanFull_K KalmanFull_Pp KalmanFull_Ry KalmanFullA KalmanFullB KalmanFullbayes KalmanFullC KalmanFullD KalmanFulldimu KalmanFulldimx KalmanFulldimy KalmanFullevalll KalmanFullKalmanFull KalmanFullKalmanFull KalmanFullll KalmanFullmu KalmanFulloperator<< KalmanFullP KalmanFullQ KalmanFullR