root/doc/xml/testKF_8m.xml @ 222

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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="testKF_8m" kind="file">
4    <compoundname>testKF.m</compoundname>
5      <sectiondef kind="var">
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7        <type>function</type>
8        <definition>function skipgen</definition>
9        <argsstring></argsstring>
10        <name>skipgen</name>
11        <initializer>0</initializer>
12        <briefdescription>
13        </briefdescription>
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15        </detaileddescription>
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21        <type>end if~skipgen</type>
22        <definition>end if ~skipgen A</definition>
23        <argsstring></argsstring>
24        <name>A</name>
25        <initializer>[1 -0.5</initializer>
26        <briefdescription>
27        </briefdescription>
28        <detaileddescription>
29        </detaileddescription>
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35        <type></type>
36        <definition>B</definition>
37        <argsstring></argsstring>
38        <name>B</name>
39        <initializer>[1</initializer>
40        <briefdescription>
41        </briefdescription>
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51        <argsstring></argsstring>
52        <name>C</name>
53        <initializer>[1 0]</initializer>
54        <briefdescription>
55        </briefdescription>
56        <detaileddescription>
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65        <argsstring></argsstring>
66        <name>D</name>
67        <initializer>0.1</initializer>
68        <briefdescription>
69        </briefdescription>
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80        <name>R</name>
81        <initializer>0.01</initializer>
82        <briefdescription>
83        </briefdescription>
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91        <type></type>
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93        <argsstring></argsstring>
94        <name>Q</name>
95        <initializer>[0.2 0</initializer>
96        <briefdescription>
97        </briefdescription>
98        <detaileddescription>
99        </detaileddescription>
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105        <type></type>
106        <definition>sQ</definition>
107        <argsstring></argsstring>
108        <name>sQ</name>
109        <initializer> chol(Q)&apos;</initializer>
110        <briefdescription>
111        </briefdescription>
112        <detaileddescription>
113        </detaileddescription>
114        <inbodydescription>
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119        <type></type>
120        <definition>sR</definition>
121        <argsstring></argsstring>
122        <name>sR</name>
123        <initializer> chol(R)&apos;</initializer>
124        <briefdescription>
125        </briefdescription>
126        <detaileddescription>
127        </detaileddescription>
128        <inbodydescription>
129        </inbodydescription>
130        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="13" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="13" bodyend="-1"/>
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133        <type></type>
134        <definition>N</definition>
135        <argsstring></argsstring>
136        <name>N</name>
137        <initializer>3000</initializer>
138        <briefdescription>
139        </briefdescription>
140        <detaileddescription>
141        </detaileddescription>
142        <inbodydescription>
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144        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="15" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="15" bodyend="-1"/>
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146      <memberdef kind="variable" id="testKF_8m_131494d2730c7124553b8b90d48a10be2" prot="public" static="no" mutable="no">
147        <type></type>
148        <definition>mu0</definition>
149        <argsstring></argsstring>
150        <name>mu0</name>
151        <initializer> [0</initializer>
152        <briefdescription>
153        </briefdescription>
154        <detaileddescription>
155        </detaileddescription>
156        <inbodydescription>
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158        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="16" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="16" bodyend="-1"/>
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160      <memberdef kind="variable" id="testKF_8m_1f41cd400ef5e4fa8d8c9197f185bb7e3" prot="public" static="no" mutable="no">
161        <type></type>
162        <definition>P0</definition>
163        <argsstring></argsstring>
164        <name>P0</name>
165        <initializer> 200*eye(2)</initializer>
166        <briefdescription>
167        </briefdescription>
168        <detaileddescription>
169        </detaileddescription>
170        <inbodydescription>
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172        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="17" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="17" bodyend="-1"/>
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175        <type></type>
176        <definition>u</definition>
177        <argsstring></argsstring>
178        <name>u</name>
179        <initializer> zeros(1,N)</initializer>
180        <briefdescription>
181        </briefdescription>
182        <detaileddescription>
183        </detaileddescription>
184        <inbodydescription>
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186        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="19" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="19" bodyend="-1"/>
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189        <type></type>
190        <definition>x</definition>
191        <argsstring></argsstring>
192        <name>x</name>
193        <initializer> zeros(2,N)</initializer>
194        <briefdescription>
195        </briefdescription>
196        <detaileddescription>
197        </detaileddescription>
198        <inbodydescription>
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203        <type></type>
204        <definition>y</definition>
205        <argsstring></argsstring>
206        <name>y</name>
207        <initializer> zeros(1,N)</initializer>
208        <briefdescription>
209        </briefdescription>
210        <detaileddescription>
211        </detaileddescription>
212        <inbodydescription>
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217        <type></type>
218        <definition>Et</definition>
219        <argsstring></argsstring>
220        <name>Et</name>
221        <initializer> sQ*randn(2,N)</initializer>
222        <briefdescription>
223        </briefdescription>
224        <detaileddescription>
225        </detaileddescription>
226        <inbodydescription>
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231        <type></type>
232        <definition>Wt</definition>
233        <argsstring></argsstring>
234        <name>Wt</name>
235        <initializer> sR*randn(1,N)</initializer>
236        <briefdescription>
237        </briefdescription>
238        <detaileddescription>
239        </detaileddescription>
240        <inbodydescription>
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245        <type>for</type>
246        <definition>for i</definition>
247        <argsstring></argsstring>
248        <name>i</name>
249        <initializer>2:N</initializer>
250        <briefdescription>
251        </briefdescription>
252        <detaileddescription>
253        </detaileddescription>
254        <inbodydescription>
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256        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="26" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="26" bodyend="-1"/>
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259        <type>end</type>
260        <definition>end d</definition>
261        <argsstring></argsstring>
262        <name>d</name>
263        <initializer>[y</initializer>
264        <briefdescription>
265        </briefdescription>
266        <detaileddescription>
267        </detaileddescription>
268        <inbodydescription>
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273        <type></type>
274        <definition>P</definition>
275        <argsstring></argsstring>
276        <name>P</name>
277        <initializer> P0</initializer>
278        <briefdescription>
279        </briefdescription>
280        <detaileddescription>
281        </detaileddescription>
282        <inbodydescription>
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287        <type></type>
288        <definition>EP</definition>
289        <argsstring></argsstring>
290        <name>EP</name>
291        <initializer> [0</initializer>
292        <briefdescription>
293        </briefdescription>
294        <detaileddescription>
295        </detaileddescription>
296        <inbodydescription>
297        </inbodydescription>
298        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="40" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="40" bodyend="-1"/>
299      </memberdef>
300      <memberdef kind="variable" id="testKF_8m_12794cf8b1ad1615d4372921e76c9cf46" prot="public" static="no" mutable="no">
301        <type></type>
302        <definition>Oxt</definition>
303        <argsstring></argsstring>
304        <name>Oxt</name>
305        <initializer> mu0</initializer>
306        <briefdescription>
307        </briefdescription>
308        <detaileddescription>
309        </detaileddescription>
310        <inbodydescription>
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314      <memberdef kind="variable" id="testKF_8m_15835855983d2d9f23222c36eeecc9511" prot="public" static="no" mutable="no">
315        <type></type>
316        <definition>OPt</definition>
317        <argsstring></argsstring>
318        <name>OPt</name>
319        <initializer> P0</initializer>
320        <briefdescription>
321        </briefdescription>
322        <detaileddescription>
323        </detaileddescription>
324        <inbodydescription>
325        </inbodydescription>
326        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="43" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="43" bodyend="-1"/>
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329        <type></type>
330        <definition>ll</definition>
331        <argsstring></argsstring>
332        <name>ll</name>
333        <initializer>0</initializer>
334        <briefdescription>
335        </briefdescription>
336        <detaileddescription>
337        </detaileddescription>
338        <inbodydescription>
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340        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="44" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="44" bodyend="-1"/>
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342      <memberdef kind="variable" id="testKF_8m_19519665f55401b3018ee57e6a724355f" prot="public" static="no" mutable="no">
343        <type></type>
344        <definition>oxt</definition>
345        <argsstring></argsstring>
346        <name>oxt</name>
347        <initializer> mu0</initializer>
348        <briefdescription>
349        </briefdescription>
350        <detaileddescription>
351        </detaileddescription>
352        <inbodydescription>
353        </inbodydescription>
354        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="45" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="45" bodyend="-1"/>
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356      <memberdef kind="variable" id="testKF_8m_1c4c2ef995e2ecf5d73b67e1433f5a948" prot="public" static="no" mutable="no">
357        <type></type>
358        <definition>oPt</definition>
359        <argsstring></argsstring>
360        <name>oPt</name>
361        <initializer> chol(P0)&apos;</initializer>
362        <briefdescription>
363        </briefdescription>
364        <detaileddescription>
365        </detaileddescription>
366        <inbodydescription>
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368        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="46" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="46" bodyend="-1"/>
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371        <type></type>
372        <definition>oll</definition>
373        <argsstring></argsstring>
374        <name>oll</name>
375        <initializer>0</initializer>
376        <briefdescription>
377        </briefdescription>
378        <detaileddescription>
379        </detaileddescription>
380        <inbodydescription>
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385        <type></type>
386        <definition>tic</definition>
387        <argsstring></argsstring>
388        <name>tic</name>
389        <briefdescription>
390        </briefdescription>
391        <detaileddescription>
392        </detaileddescription>
393        <inbodydescription>
394        </inbodydescription>
395        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="49" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="49" bodyend="-1"/>
396      </memberdef>
397      <memberdef kind="variable" id="testKF_8m_1eeb7263bc62091985bdabfb0015cbc29" prot="public" static="no" mutable="no">
398        <type>for</type>
399        <definition>for t</definition>
400        <argsstring></argsstring>
401        <name>t</name>
402        <initializer>2:N
403        mu = A*mu + B*u(t)</initializer>
404        <briefdescription>
405        </briefdescription>
406        <detaileddescription>
407        </detaileddescription>
408        <inbodydescription>
409        </inbodydescription>
410        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="51" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="50" bodyend="-1"/>
411      </memberdef>
412      <memberdef kind="variable" id="testKF_8m_124068c887c4d53fd6bae5a1cec850190" prot="public" static="no" mutable="no">
413        <type>Data update</type>
414        <definition>Data update Ry</definition>
415        <argsstring></argsstring>
416        <name>Ry</name>
417        <initializer> C*P*C&apos; + R</initializer>
418        <briefdescription>
419        </briefdescription>
420        <detaileddescription>
421        </detaileddescription>
422        <inbodydescription>
423        </inbodydescription>
424        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="55" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="55" bodyend="-1"/>
425      </memberdef>
426      <memberdef kind="variable" id="testKF_8m_17939d564205f8ed94a9c2fbc96fc1db6" prot="public" static="no" mutable="no">
427        <type></type>
428        <definition>iRy</definition>
429        <argsstring></argsstring>
430        <name>iRy</name>
431        <initializer> inv(Ry)</initializer>
432        <briefdescription>
433        </briefdescription>
434        <detaileddescription>
435        </detaileddescription>
436        <inbodydescription>
437        </inbodydescription>
438        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="56" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="56" bodyend="-1"/>
439      </memberdef>
440      <memberdef kind="variable" id="testKF_8m_116e4ef534cec559430e07e05eb71c719" prot="public" static="no" mutable="no">
441        <type></type>
442        <definition>K</definition>
443        <argsstring></argsstring>
444        <name>K</name>
445        <initializer> P*C&apos;*iRy</initializer>
446        <briefdescription>
447        </briefdescription>
448        <detaileddescription>
449        </detaileddescription>
450        <inbodydescription>
451        </inbodydescription>
452        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="57" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="57" bodyend="-1"/>
453      </memberdef>
454      <memberdef kind="variable" id="testKF_8m_123c1622d0f5af8a8a8cd90dd1898f3cb" prot="public" static="no" mutable="no">
455        <type></type>
456        <definition>mu</definition>
457        <argsstring></argsstring>
458        <name>mu</name>
459        <initializer> mu + K*(y(:,t)-C*mu-D*u(t))</initializer>
460        <briefdescription>
461        </briefdescription>
462        <detaileddescription>
463        </detaileddescription>
464        <inbodydescription>
465        </inbodydescription>
466        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="59" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="59" bodyend="-1"/>
467      </memberdef>
468      <memberdef kind="variable" id="testKF_8m_1f7d22d3421a567ae2e64e0fa8c6faaae" prot="public" static="no" mutable="no">
469        <type>end</type>
470        <definition>end exec_matlab</definition>
471        <argsstring></argsstring>
472        <name>exec_matlab</name>
473        <initializer> toc
474%keyboard
475
476!cd ../</initializer>
477        <briefdescription>
478        </briefdescription>
479        <detaileddescription>
480        </detaileddescription>
481        <inbodydescription>
482        </inbodydescription>
483        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="70" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF.m" bodystart="67" bodyend="-1"/>
484      </memberdef>
485      </sectiondef>
486      <sectiondef kind="func">
487      <memberdef kind="function" id="testKF_8m_1c4ba94d0cc961b3de89a5ceac9de3035" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
488        <type>function</type>
489        <definition>function testKF</definition>
490        <argsstring>(skipgen) if nargin&lt;1</argsstring>
491        <name>testKF</name>
492        <param>
493          <type>skipgen</type>
494        </param>
495        <briefdescription>
496        </briefdescription>
497        <detaileddescription>
498        </detaileddescription>
499        <inbodydescription>
500        </inbodydescription>
501        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="2"/>
502      </memberdef>
503      <memberdef kind="function" id="testKF_8m_1aeeb1ead24334ce09a1ffb542f262835" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
504        <type></type>
505        <definition>x</definition>
506        <argsstring>(:, 1)</argsstring>
507        <name>x</name>
508        <param>
509          <type>:</type>
510        </param>
511        <param>
512          <type>1</type>
513        </param>
514        <briefdescription>
515        </briefdescription>
516        <detaileddescription>
517        </detaileddescription>
518        <inbodydescription>
519        </inbodydescription>
520        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="23"/>
521      </memberdef>
522      <memberdef kind="function" id="testKF_8m_1dbad4a22ccad809116814f2a9ccf4a35" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
523        <type></type>
524        <definition>x</definition>
525        <argsstring>(:, i)</argsstring>
526        <name>x</name>
527        <param>
528          <type>:</type>
529        </param>
530        <param>
531          <type>i</type>
532        </param>
533        <briefdescription>
534        </briefdescription>
535        <detaileddescription>
536        </detaileddescription>
537        <inbodydescription>
538        </inbodydescription>
539        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="27"/>
540      </memberdef>
541      <memberdef kind="function" id="testKF_8m_11825a243c7bc27e6e7c926632cb3c8e9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
542        <type></type>
543        <definition>y</definition>
544        <argsstring>(:, i)</argsstring>
545        <name>y</name>
546        <param>
547          <type>:</type>
548        </param>
549        <param>
550          <type>i</type>
551        </param>
552        <briefdescription>
553        </briefdescription>
554        <detaileddescription>
555        </detaileddescription>
556        <inbodydescription>
557        </inbodydescription>
558        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="28"/>
559      </memberdef>
560      <memberdef kind="function" id="testKF_8m_1e7ee862b63a54c45515bd83580c735a8" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
561        <type></type>
562        <definition>itsave</definition>
563        <argsstring>(&apos;testKF.it&apos;, d, A, B, C, D, Q, R, P0, mu0) save testKF else load testKF end%init mu</argsstring>
564        <name>itsave</name>
565        <param>
566          <type>&apos;testKF.it&apos;</type>
567        </param>
568        <param>
569          <type>d</type>
570        </param>
571        <param>
572          <type>A</type>
573        </param>
574        <param>
575          <type>B</type>
576        </param>
577        <param>
578          <type>C</type>
579        </param>
580        <param>
581          <type>D</type>
582        </param>
583        <param>
584          <type>Q</type>
585        </param>
586        <param>
587          <type>R</type>
588        </param>
589        <param>
590          <type>P0</type>
591        </param>
592        <param>
593          <type>mu0</type>
594        </param>
595        <briefdescription>
596        </briefdescription>
597        <detaileddescription>
598        </detaileddescription>
599        <inbodydescription>
600        </inbodydescription>
601        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="38"/>
602      </memberdef>
603      <memberdef kind="function" id="testKF_8m_1d2a9a71d990c7655993c37d23142b719" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
604        <type></type>
605        <definition>Mu</definition>
606        <argsstring>(1:2, t)</argsstring>
607        <name>Mu</name>
608        <param>
609          <type>1:2</type>
610        </param>
611        <param>
612          <type>t</type>
613        </param>
614        <briefdescription>
615        </briefdescription>
616        <detaileddescription>
617        </detaileddescription>
618        <inbodydescription>
619        </inbodydescription>
620        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="60"/>
621      </memberdef>
622      <memberdef kind="function" id="testKF_8m_1dd30466a50baf6acfae4cf0947529afe" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
623        <type></type>
624        <definition>MuK</definition>
625        <argsstring>(1:2, t)</argsstring>
626        <name>MuK</name>
627        <param>
628          <type>1:2</type>
629        </param>
630        <param>
631          <type>t</type>
632        </param>
633        <briefdescription>
634        </briefdescription>
635        <detaileddescription>
636        </detaileddescription>
637        <inbodydescription>
638        </inbodydescription>
639        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="64"/>
640      </memberdef>
641      <memberdef kind="function" id="testKF_8m_13d65e09f321764f11ffd4175a584df77" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
642        <type></type>
643        <definition>MuS</definition>
644        <argsstring>(1:2, t)</argsstring>
645        <name>MuS</name>
646        <param>
647          <type>1:2</type>
648        </param>
649        <param>
650          <type>t</type>
651        </param>
652        <briefdescription>
653        </briefdescription>
654        <detaileddescription>
655        </detaileddescription>
656        <inbodydescription>
657        </inbodydescription>
658        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="65"/>
659      </memberdef>
660      <memberdef kind="function" id="testKF_8m_1d91ba6b0ae965ae14603af3274d688c2" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
661        <type>tests testKF</type>
662        <definition>tests testKF itload</definition>
663        <argsstring>(&apos;testKF_res.it&apos;)</argsstring>
664        <name>itload</name>
665        <param>
666          <type>&apos;testKF_res.it&apos;</type>
667        </param>
668        <briefdescription>
669        </briefdescription>
670        <detaileddescription>
671        </detaileddescription>
672        <inbodydescription>
673        </inbodydescription>
674        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="71"/>
675      </memberdef>
676      <memberdef kind="function" id="testKF_8m_1f0aa8fd6dd46b4abbd815fff698c1a19" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
677        <type>hold off</type>
678        <definition>hold off plot</definition>
679        <argsstring>(x&apos;)</argsstring>
680        <name>plot</name>
681        <param>
682          <type>x&apos;</type>
683        </param>
684        <briefdescription>
685        </briefdescription>
686        <detaileddescription>
687        </detaileddescription>
688        <inbodydescription>
689        </inbodydescription>
690        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="74"/>
691      </memberdef>
692      <memberdef kind="function" id="testKF_8m_122cbae7e6e8310d3e71edd9dfb190789" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
693        <type>hold on</type>
694        <definition>hold on plot</definition>
695        <argsstring>([xth]&apos;,&apos;--&apos;)</argsstring>
696        <name>plot</name>
697        <param>
698          <attributes>[xth]</attributes>
699          <type>&apos;</type>
700        </param>
701        <param>
702          <type>&apos;--&apos;</type>
703        </param>
704        <briefdescription>
705        </briefdescription>
706        <detaileddescription>
707        </detaileddescription>
708        <inbodydescription>
709        </inbodydescription>
710        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="76"/>
711      </memberdef>
712      <memberdef kind="function" id="testKF_8m_1f17b80513e8bddea8d2583c224b2a72c" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
713        <type>shift the predldmatictions</type>
714        <definition>shift the predldmatictions plot</definition>
715        <argsstring>(xth2&apos;,&apos;+&apos;)</argsstring>
716        <name>plot</name>
717        <param>
718          <type>xth2&apos;</type>
719        </param>
720        <param>
721          <type>&apos;+&apos;</type>
722        </param>
723        <briefdescription>
724        </briefdescription>
725        <detaileddescription>
726        </detaileddescription>
727        <inbodydescription>
728        </inbodydescription>
729        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="77"/>
730      </memberdef>
731      <memberdef kind="function" id="testKF_8m_16ce11142e1cc7f336ee0c84a8e7fa000" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
732        <type></type>
733        <definition>plot</definition>
734        <argsstring>(xthE&apos;,&apos;o&apos;)</argsstring>
735        <name>plot</name>
736        <param>
737          <type>xthE&apos;</type>
738        </param>
739        <param>
740          <type>&apos;o&apos;</type>
741        </param>
742        <briefdescription>
743        </briefdescription>
744        <detaileddescription>
745        </detaileddescription>
746        <inbodydescription>
747        </inbodydescription>
748        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="78"/>
749      </memberdef>
750      <memberdef kind="function" id="testKF_8m_1138c3946b02aa8367e24e1da465cc47c" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
751        <type></type>
752        <definition>plot</definition>
753        <argsstring>([zeros(size(xth, 1), 1) MuK]&apos;,&apos;d&apos;)</argsstring>
754        <name>plot</name>
755        <param>
756          <attributes>[zeros(size(xth, 1), 1) MuK]</attributes>
757          <type>&apos;</type>
758        </param>
759        <param>
760          <type>&apos;d&apos;</type>
761        </param>
762        <briefdescription>
763        </briefdescription>
764        <detaileddescription>
765        </detaileddescription>
766        <inbodydescription>
767        </inbodydescription>
768        <location file="/home/smidl/work/git/mixpp/matlab/testKF.m" line="79"/>
769      </memberdef>
770      </sectiondef>
771    <briefdescription>
772    </briefdescription>
773    <detaileddescription>
774    </detaileddescription>
775    <programlisting>
776<codeline lineno="1"><highlight class="normal">function<sp/>testKF(skipgen)</highlight></codeline>
777<codeline lineno="2"><highlight class="normal">if<sp/>nargin&lt;1,<sp/>skipgen=0;<sp/>end</highlight></codeline>
778<codeline lineno="3"><highlight class="normal"></highlight></codeline>
779<codeline lineno="4"><highlight class="normal">if<sp/>~skipgen</highlight></codeline>
780<codeline lineno="5"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>A=[1<sp/>-0.5;<sp/>1<sp/>0];</highlight></codeline>
781<codeline lineno="6"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>B=[1;0.1];</highlight></codeline>
782<codeline lineno="7"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>C=[1<sp/>0];%;<sp/>0<sp/>1];</highlight></codeline>
783<codeline lineno="8"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>D=0.1;%[0.1;<sp/>0];</highlight></codeline>
784<codeline lineno="9"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>R=0.01;%[1<sp/>0;<sp/>0<sp/>0.1];</highlight></codeline>
785<codeline lineno="10"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Q=[0.2<sp/>0<sp/>;<sp/>0<sp/>0.2];<sp/></highlight></codeline>
786<codeline lineno="11"><highlight class="normal"></highlight></codeline>
787<codeline lineno="12"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>sQ<sp/>=<sp/>chol(Q)&apos;;</highlight></codeline>
788<codeline lineno="13"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>sR<sp/>=<sp/>chol(R)&apos;;</highlight></codeline>
789<codeline lineno="14"><highlight class="normal"></highlight></codeline>
790<codeline lineno="15"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>N<sp/>=3000;</highlight></codeline>
791<codeline lineno="16"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu0<sp/>=<sp/>[0;0];</highlight></codeline>
792<codeline lineno="17"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>P0<sp/>=<sp/>200*eye(2);</highlight></codeline>
793<codeline lineno="18"><highlight class="normal"></highlight></codeline>
794<codeline lineno="19"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>u<sp/>=<sp/>zeros(1,N);</highlight></codeline>
795<codeline lineno="20"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>x<sp/>=<sp/>zeros(2,N);</highlight></codeline>
796<codeline lineno="21"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>y<sp/>=<sp/>zeros(1,N);</highlight></codeline>
797<codeline lineno="22"><highlight class="normal"></highlight></codeline>
798<codeline lineno="23"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>x(:,1)<sp/>=<sp/>[10;10];</highlight></codeline>
799<codeline lineno="24"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Et<sp/>=<sp/>sQ*randn(2,N);</highlight></codeline>
800<codeline lineno="25"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Wt<sp/>=<sp/>sR*randn(1,N);</highlight></codeline>
801<codeline lineno="26"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>for<sp/>i=2:N;</highlight></codeline>
802<codeline lineno="27"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>x(:,i)<sp/>=<sp/>A*x(:,i-1)<sp/>+<sp/>B*u(i)<sp/>+<sp/>Et(:,i);</highlight></codeline>
803<codeline lineno="28"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>y(:,i)<sp/>=<sp/>C*x(:,i)<sp/>+<sp/>D*u(i)<sp/>+<sp/>Wt(:,1);</highlight></codeline>
804<codeline lineno="29"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>end</highlight></codeline>
805<codeline lineno="30"><highlight class="normal"></highlight></codeline>
806<codeline lineno="31"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>d=[y;u];</highlight></codeline>
807<codeline lineno="32"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>itsave(&apos;testKF.it&apos;,d,A,B,C,D,Q,R,P0,mu0)</highlight></codeline>
808<codeline lineno="33"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>save<sp/>testKF</highlight></codeline>
809<codeline lineno="34"><highlight class="normal">else</highlight></codeline>
810<codeline lineno="35"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>load<sp/>testKF</highlight></codeline>
811<codeline lineno="36"><highlight class="normal">end</highlight></codeline>
812<codeline lineno="37"><highlight class="normal">%<sp/>init<sp/></highlight></codeline>
813<codeline lineno="38"><highlight class="normal">mu<sp/>=<sp/>mu0;</highlight></codeline>
814<codeline lineno="39"><highlight class="normal">P<sp/>=<sp/>P0;</highlight></codeline>
815<codeline lineno="40"><highlight class="normal">EP<sp/>=<sp/>[0;0];</highlight></codeline>
816<codeline lineno="41"><highlight class="normal"></highlight></codeline>
817<codeline lineno="42"><highlight class="normal">Oxt<sp/>=<sp/>mu0;</highlight></codeline>
818<codeline lineno="43"><highlight class="normal">OPt<sp/>=<sp/>P0;</highlight></codeline>
819<codeline lineno="44"><highlight class="normal">ll<sp/>=0;</highlight></codeline>
820<codeline lineno="45"><highlight class="normal">oxt<sp/>=<sp/>mu0;</highlight></codeline>
821<codeline lineno="46"><highlight class="normal">oPt<sp/>=<sp/>chol(P0)&apos;;</highlight></codeline>
822<codeline lineno="47"><highlight class="normal">oll=0;</highlight></codeline>
823<codeline lineno="48"><highlight class="normal"></highlight></codeline>
824<codeline lineno="49"><highlight class="normal">tic;</highlight></codeline>
825<codeline lineno="50"><highlight class="normal">for<sp/>t=2:N</highlight></codeline>
826<codeline lineno="51"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu<sp/>=<sp/>A*mu<sp/>+<sp/>B*u(t);</highlight></codeline>
827<codeline lineno="52"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>P<sp/><sp/>=<sp/>A*P*A&apos;<sp/>+<sp/>Q;</highlight></codeline>
828<codeline lineno="53"><highlight class="normal"></highlight></codeline>
829<codeline lineno="54"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%Data<sp/>update</highlight></codeline>
830<codeline lineno="55"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Ry<sp/>=<sp/>C*P*C&apos;<sp/>+<sp/>R;</highlight></codeline>
831<codeline lineno="56"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>iRy<sp/>=<sp/>inv(Ry);</highlight></codeline>
832<codeline lineno="57"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>K<sp/>=<sp/>P*C&apos;*iRy;<sp/></highlight></codeline>
833<codeline lineno="58"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>P<sp/>=<sp/>P-<sp/>K*C*P;<sp/>%<sp/>P<sp/>=<sp/>P<sp/>-KCP;</highlight></codeline>
834<codeline lineno="59"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu<sp/>=<sp/>mu<sp/>+<sp/>K*(y(:,t)-C*mu-D*u(t));</highlight></codeline>
835<codeline lineno="60"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Mu(1:2,t)=mu;</highlight></codeline>
836<codeline lineno="61"><highlight class="normal"></highlight></codeline>
837<codeline lineno="62"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>[Oxt,OPt,ll(t)]<sp/>=<sp/><ref refid="classKalman" kindref="compound" tooltip="Kalman filter with covariance matrices in square root form.">Kalman</ref>(Oxt,y(:,t),A,C,Q,R,OPt);</highlight></codeline>
838<codeline lineno="63"><highlight class="normal">%<sp/><sp/><sp/><sp/><sp/><sp/><sp/>[oxt,oPt,oll(t)]<sp/>=<sp/>KalmanSq(oxt,y(:,t),A,C,sQ,sR,oPt);</highlight></codeline>
839<codeline lineno="64"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>MuK(1:2,t)<sp/>=<sp/>Oxt;</highlight></codeline>
840<codeline lineno="65"><highlight class="normal">%<sp/><sp/><sp/><sp/><sp/><sp/><sp/>MuS(1:2,t)<sp/>=<sp/>oxt;</highlight></codeline>
841<codeline lineno="66"><highlight class="normal">end</highlight></codeline>
842<codeline lineno="67"><highlight class="normal">exec_matlab<sp/>=<sp/>toc</highlight></codeline>
843<codeline lineno="68"><highlight class="normal">%keyboard</highlight></codeline>
844<codeline lineno="69"><highlight class="normal"></highlight></codeline>
845<codeline lineno="70"><highlight class="normal">!cd<sp/>../;./tests/testKF</highlight></codeline>
846<codeline lineno="71"><highlight class="normal">itload(&apos;testKF_res.it&apos;);</highlight></codeline>
847<codeline lineno="72"><highlight class="normal"></highlight></codeline>
848<codeline lineno="73"><highlight class="normal">hold<sp/>off</highlight></codeline>
849<codeline lineno="74"><highlight class="normal">plot(x&apos;);</highlight></codeline>
850<codeline lineno="75"><highlight class="normal">hold<sp/>on</highlight></codeline>
851<codeline lineno="76"><highlight class="normal">plot([xth]&apos;,&apos;--&apos;);<sp/>%<sp/>shift<sp/>the<sp/>predldmatictions</highlight></codeline>
852<codeline lineno="77"><highlight class="normal">plot(xth2&apos;,&apos;+&apos;);</highlight></codeline>
853<codeline lineno="78"><highlight class="normal">plot(xthE&apos;,&apos;o&apos;);</highlight></codeline>
854<codeline lineno="79"><highlight class="normal">plot([zeros(size(xth,1),1)<sp/>MuK]&apos;,&apos;d&apos;);<sp/>%<sp/>shift<sp/>the<sp/>predictions</highlight></codeline>
855<codeline lineno="80"><highlight class="normal"></highlight></codeline>
856<codeline lineno="81"><highlight class="normal">exec_times</highlight></codeline>
857<codeline lineno="82"><highlight class="normal">exec_matlab./exec_times</highlight></codeline>
858<codeline lineno="83"><highlight class="normal">keyboard</highlight></codeline>
859<codeline lineno="84"><highlight class="normal">end</highlight></codeline>
860    </programlisting>
861    <location file="/home/smidl/work/git/mixpp/matlab/testKF.m"/>
862  </compounddef>
863</doxygen>
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