root/doc/xml/testKF__big_8m.xml @ 267

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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">
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7        <type>function</type>
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9        <argsstring></argsstring>
10        <name>skipgen</name>
11        <initializer>0</initializer>
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23        <argsstring></argsstring>
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26        <briefdescription>
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35        <type></type>
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37        <argsstring></argsstring>
38        <name>Apom</name>
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63        <type></type>
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65        <argsstring></argsstring>
66        <name>A</name>
67        <initializer> Apom2/max(1.1*eig(Apom2))</initializer>
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94        <name>C</name>
95        <initializer>eye(dimx)</initializer>
96        <briefdescription>
97        </briefdescription>
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99        </detaileddescription>
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105        <type></type>
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107        <argsstring></argsstring>
108        <name>D</name>
109        <initializer>ones(dimx,1)</initializer>
110        <briefdescription>
111        </briefdescription>
112        <detaileddescription>
113        </detaileddescription>
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119        <type></type>
120        <definition>R</definition>
121        <argsstring></argsstring>
122        <name>R</name>
123        <initializer>0.1*eye(dimx)</initializer>
124        <briefdescription>
125        </briefdescription>
126        <detaileddescription>
127        </detaileddescription>
128        <inbodydescription>
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130        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="12" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="12" bodyend="-1"/>
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133        <type></type>
134        <definition>Q</definition>
135        <argsstring></argsstring>
136        <name>Q</name>
137        <initializer>0.2*eye(dimx)</initializer>
138        <briefdescription>
139        </briefdescription>
140        <detaileddescription>
141        </detaileddescription>
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147        <type></type>
148        <definition>sQ</definition>
149        <argsstring></argsstring>
150        <name>sQ</name>
151        <initializer> chol(Q)&apos;</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_big.m" line="15" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="15" bodyend="-1"/>
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162        <definition>sR</definition>
163        <argsstring></argsstring>
164        <name>sR</name>
165        <initializer> chol(R)&apos;</initializer>
166        <briefdescription>
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172        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="16" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="16" bodyend="-1"/>
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176        <definition>N</definition>
177        <argsstring></argsstring>
178        <name>N</name>
179        <initializer>1000</initializer>
180        <briefdescription>
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191        <argsstring></argsstring>
192        <name>mu0</name>
193        <initializer> zeros(dimx,1)</initializer>
194        <briefdescription>
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206        <name>P0</name>
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245        <type></type>
246        <definition>y</definition>
247        <argsstring></argsstring>
248        <name>y</name>
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250        <briefdescription>
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252        <detaileddescription>
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254        <inbodydescription>
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260        <definition>Et</definition>
261        <argsstring></argsstring>
262        <name>Et</name>
263        <initializer> sQ*randn(dimx,N)</initializer>
264        <briefdescription>
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268        <inbodydescription>
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273        <type></type>
274        <definition>Wt</definition>
275        <argsstring></argsstring>
276        <name>Wt</name>
277        <initializer> sR*randn(dimx,N)</initializer>
278        <briefdescription>
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280        <detaileddescription>
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282        <inbodydescription>
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287        <type>for</type>
288        <definition>for i</definition>
289        <argsstring></argsstring>
290        <name>i</name>
291        <initializer>2:N</initializer>
292        <briefdescription>
293        </briefdescription>
294        <detaileddescription>
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301        <type>end</type>
302        <definition>end d</definition>
303        <argsstring></argsstring>
304        <name>d</name>
305        <initializer>[y</initializer>
306        <briefdescription>
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315        <type></type>
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317        <argsstring></argsstring>
318        <name>P</name>
319        <initializer> P0</initializer>
320        <briefdescription>
321        </briefdescription>
322        <detaileddescription>
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329        <type></type>
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332        <name>EP</name>
333        <initializer> [0</initializer>
334        <briefdescription>
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343        <type></type>
344        <definition>Oxt</definition>
345        <argsstring></argsstring>
346        <name>Oxt</name>
347        <initializer> mu0</initializer>
348        <briefdescription>
349        </briefdescription>
350        <detaileddescription>
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357        <type></type>
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359        <argsstring></argsstring>
360        <name>OPt</name>
361        <initializer> P0</initializer>
362        <briefdescription>
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372        <definition>ll</definition>
373        <argsstring></argsstring>
374        <name>ll</name>
375        <initializer>0</initializer>
376        <briefdescription>
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378        <detaileddescription>
379        </detaileddescription>
380        <inbodydescription>
381        </inbodydescription>
382        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="47" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="47" bodyend="-1"/>
383      </memberdef>
384      <memberdef kind="variable" id="testKF__big_8m_1fe943524069f3dc1bc711a301870a09d" prot="public" static="no" mutable="no">
385        <type></type>
386        <definition>Oxt2</definition>
387        <argsstring></argsstring>
388        <name>Oxt2</name>
389        <initializer> mu0</initializer>
390        <briefdescription>
391        </briefdescription>
392        <detaileddescription>
393        </detaileddescription>
394        <inbodydescription>
395        </inbodydescription>
396        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="48" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="48" bodyend="-1"/>
397      </memberdef>
398      <memberdef kind="variable" id="testKF__big_8m_1c70bdbacd231c6f518d9a83d4cdb5c88" prot="public" static="no" mutable="no">
399        <type></type>
400        <definition>OPt2</definition>
401        <argsstring></argsstring>
402        <name>OPt2</name>
403        <initializer> P0</initializer>
404        <briefdescription>
405        </briefdescription>
406        <detaileddescription>
407        </detaileddescription>
408        <inbodydescription>
409        </inbodydescription>
410        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="49" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="49" bodyend="-1"/>
411      </memberdef>
412      <memberdef kind="variable" id="testKF__big_8m_1229f5f247945b4b82873c6281b6e1c3f" prot="public" static="no" mutable="no">
413        <type></type>
414        <definition>ll2</definition>
415        <argsstring></argsstring>
416        <name>ll2</name>
417        <initializer>0</initializer>
418        <briefdescription>
419        </briefdescription>
420        <detaileddescription>
421        </detaileddescription>
422        <inbodydescription>
423        </inbodydescription>
424        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="50" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="50" bodyend="-1"/>
425      </memberdef>
426      <memberdef kind="variable" id="testKF__big_8m_18fb092330ecda60587643305d0d9738a" prot="public" static="no" mutable="no">
427        <type></type>
428        <definition>tic</definition>
429        <argsstring></argsstring>
430        <name>tic</name>
431        <briefdescription>
432        </briefdescription>
433        <detaileddescription>
434        </detaileddescription>
435        <inbodydescription>
436        </inbodydescription>
437        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="52" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="52" bodyend="-1"/>
438      </memberdef>
439      <memberdef kind="variable" id="testKF__big_8m_1eeb7263bc62091985bdabfb0015cbc29" prot="public" static="no" mutable="no">
440        <type>for</type>
441        <definition>for t</definition>
442        <argsstring></argsstring>
443        <name>t</name>
444        <initializer>2:N
445        mu = A*mu + B*u(t)</initializer>
446        <briefdescription>
447        </briefdescription>
448        <detaileddescription>
449        </detaileddescription>
450        <inbodydescription>
451        </inbodydescription>
452        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="54" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="53" bodyend="-1"/>
453      </memberdef>
454      <memberdef kind="variable" id="testKF__big_8m_124068c887c4d53fd6bae5a1cec850190" prot="public" static="no" mutable="no">
455        <type>Data update</type>
456        <definition>Data update Ry</definition>
457        <argsstring></argsstring>
458        <name>Ry</name>
459        <initializer> C*P*C&apos; + R</initializer>
460        <briefdescription>
461        </briefdescription>
462        <detaileddescription>
463        </detaileddescription>
464        <inbodydescription>
465        </inbodydescription>
466        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="58" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="58" bodyend="-1"/>
467      </memberdef>
468      <memberdef kind="variable" id="testKF__big_8m_17939d564205f8ed94a9c2fbc96fc1db6" prot="public" static="no" mutable="no">
469        <type></type>
470        <definition>iRy</definition>
471        <argsstring></argsstring>
472        <name>iRy</name>
473        <initializer> inv(Ry)</initializer>
474        <briefdescription>
475        </briefdescription>
476        <detaileddescription>
477        </detaileddescription>
478        <inbodydescription>
479        </inbodydescription>
480        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="59" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="59" bodyend="-1"/>
481      </memberdef>
482      <memberdef kind="variable" id="testKF__big_8m_116e4ef534cec559430e07e05eb71c719" prot="public" static="no" mutable="no">
483        <type></type>
484        <definition>K</definition>
485        <argsstring></argsstring>
486        <name>K</name>
487        <initializer> P*C&apos;*iRy</initializer>
488        <briefdescription>
489        </briefdescription>
490        <detaileddescription>
491        </detaileddescription>
492        <inbodydescription>
493        </inbodydescription>
494        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="60" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="60" bodyend="-1"/>
495      </memberdef>
496      <memberdef kind="variable" id="testKF__big_8m_123c1622d0f5af8a8a8cd90dd1898f3cb" prot="public" static="no" mutable="no">
497        <type></type>
498        <definition>mu</definition>
499        <argsstring></argsstring>
500        <name>mu</name>
501        <initializer> mu + K*(y(:,t)-C*mu-D*u(t))</initializer>
502        <briefdescription>
503        </briefdescription>
504        <detaileddescription>
505        </detaileddescription>
506        <inbodydescription>
507        </inbodydescription>
508        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="62" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="62" bodyend="-1"/>
509      </memberdef>
510      <memberdef kind="variable" id="testKF__big_8m_1f7d22d3421a567ae2e64e0fa8c6faaae" prot="public" static="no" mutable="no">
511        <type>end</type>
512        <definition>end exec_matlab</definition>
513        <argsstring></argsstring>
514        <name>exec_matlab</name>
515        <initializer> <ref refid="classKalman" kindref="compound">Kalman</ref>(Oxt,y(:,t),A,C,Q,R,OPt) <ref refid="classKalman" kindref="compound">Kalman</ref>(Oxt2,y(:,t),A,C,Q,R/10000,OPt2) toc
516
517!cd ../</initializer>
518        <briefdescription>
519        </briefdescription>
520        <detaileddescription>
521        </detaileddescription>
522        <inbodydescription>
523        </inbodydescription>
524        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="70" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="68" bodyend="-1"/>
525      </memberdef>
526      </sectiondef>
527      <sectiondef kind="func">
528      <memberdef kind="function" id="testKF__big_8m_1c4ba94d0cc961b3de89a5ceac9de3035" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
529        <type>function</type>
530        <definition>function testKF</definition>
531        <argsstring>(skipgen) if nargin&lt;1</argsstring>
532        <name>testKF</name>
533        <param>
534          <type>skipgen</type>
535        </param>
536        <briefdescription>
537        </briefdescription>
538        <detaileddescription>
539        </detaileddescription>
540        <inbodydescription>
541        </inbodydescription>
542        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="2"/>
543      </memberdef>
544      <memberdef kind="function" id="testKF__big_8m_1aeeb1ead24334ce09a1ffb542f262835" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
545        <type></type>
546        <definition>x</definition>
547        <argsstring>(:, 1)</argsstring>
548        <name>x</name>
549        <param>
550          <type>:</type>
551        </param>
552        <param>
553          <type>1</type>
554        </param>
555        <briefdescription>
556        </briefdescription>
557        <detaileddescription>
558        </detaileddescription>
559        <inbodydescription>
560        </inbodydescription>
561        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="26"/>
562      </memberdef>
563      <memberdef kind="function" id="testKF__big_8m_1dbad4a22ccad809116814f2a9ccf4a35" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
564        <type></type>
565        <definition>x</definition>
566        <argsstring>(:, i)</argsstring>
567        <name>x</name>
568        <param>
569          <type>:</type>
570        </param>
571        <param>
572          <type>i</type>
573        </param>
574        <briefdescription>
575        </briefdescription>
576        <detaileddescription>
577        </detaileddescription>
578        <inbodydescription>
579        </inbodydescription>
580        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="30"/>
581      </memberdef>
582      <memberdef kind="function" id="testKF__big_8m_11825a243c7bc27e6e7c926632cb3c8e9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
583        <type></type>
584        <definition>y</definition>
585        <argsstring>(:, i)</argsstring>
586        <name>y</name>
587        <param>
588          <type>:</type>
589        </param>
590        <param>
591          <type>i</type>
592        </param>
593        <briefdescription>
594        </briefdescription>
595        <detaileddescription>
596        </detaileddescription>
597        <inbodydescription>
598        </inbodydescription>
599        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="31"/>
600      </memberdef>
601      <memberdef kind="function" id="testKF__big_8m_1e7ee862b63a54c45515bd83580c735a8" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
602        <type></type>
603        <definition>itsave</definition>
604        <argsstring>(&apos;testKF.it&apos;, d, A, B, C, D, Q, R, P0, mu0) save testKF else load testKF end%init mu</argsstring>
605        <name>itsave</name>
606        <param>
607          <type>&apos;testKF.it&apos;</type>
608        </param>
609        <param>
610          <type>d</type>
611        </param>
612        <param>
613          <type>A</type>
614        </param>
615        <param>
616          <type>B</type>
617        </param>
618        <param>
619          <type>C</type>
620        </param>
621        <param>
622          <type>D</type>
623        </param>
624        <param>
625          <type>Q</type>
626        </param>
627        <param>
628          <type>R</type>
629        </param>
630        <param>
631          <type>P0</type>
632        </param>
633        <param>
634          <type>mu0</type>
635        </param>
636        <briefdescription>
637        </briefdescription>
638        <detaileddescription>
639        </detaileddescription>
640        <inbodydescription>
641        </inbodydescription>
642        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="41"/>
643      </memberdef>
644      <memberdef kind="function" id="testKF__big_8m_107d722eada7d30f04ac7fed6140c7c13" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
645        <type></type>
646        <definition>Mu</definition>
647        <argsstring>(1:dimx, t)</argsstring>
648        <name>Mu</name>
649        <param>
650          <type>1:dimx</type>
651        </param>
652        <param>
653          <type>t</type>
654        </param>
655        <briefdescription>
656        </briefdescription>
657        <detaileddescription>
658        </detaileddescription>
659        <inbodydescription>
660        </inbodydescription>
661        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="63"/>
662      </memberdef>
663      <memberdef kind="function" id="testKF__big_8m_1d91ba6b0ae965ae14603af3274d688c2" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
664        <type>tests testKF</type>
665        <definition>tests testKF itload</definition>
666        <argsstring>(&apos;testKF_res.it&apos;)</argsstring>
667        <name>itload</name>
668        <param>
669          <type>&apos;testKF_res.it&apos;</type>
670        </param>
671        <briefdescription>
672        </briefdescription>
673        <detaileddescription>
674        </detaileddescription>
675        <inbodydescription>
676        </inbodydescription>
677        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="71"/>
678      </memberdef>
679      <memberdef kind="function" id="testKF__big_8m_1f0aa8fd6dd46b4abbd815fff698c1a19" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
680        <type>hold off</type>
681        <definition>hold off plot</definition>
682        <argsstring>(x&apos;)</argsstring>
683        <name>plot</name>
684        <param>
685          <type>x&apos;</type>
686        </param>
687        <briefdescription>
688        </briefdescription>
689        <detaileddescription>
690        </detaileddescription>
691        <inbodydescription>
692        </inbodydescription>
693        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="74"/>
694      </memberdef>
695      <memberdef kind="function" id="testKF__big_8m_1326450cee37b21cf7e9d9e70649c94dc" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
696        <type>hold on</type>
697        <definition>hold on plot</definition>
698        <argsstring>(xth&apos;,&apos;--&apos;)</argsstring>
699        <name>plot</name>
700        <param>
701          <type>xth&apos;</type>
702        </param>
703        <param>
704          <type>&apos;--&apos;</type>
705        </param>
706        <briefdescription>
707        </briefdescription>
708        <detaileddescription>
709        </detaileddescription>
710        <inbodydescription>
711        </inbodydescription>
712        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="76"/>
713      </memberdef>
714      <memberdef kind="function" id="testKF__big_8m_199232dcfb21f0b04fdd16c57d7e7d6c4" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
715        <type></type>
716        <definition>plot</definition>
717        <argsstring>(xth2&apos;,&apos;+&apos;)</argsstring>
718        <name>plot</name>
719        <param>
720          <type>xth2&apos;</type>
721        </param>
722        <param>
723          <type>&apos;+&apos;</type>
724        </param>
725        <briefdescription>
726        </briefdescription>
727        <detaileddescription>
728        </detaileddescription>
729        <inbodydescription>
730        </inbodydescription>
731        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="77"/>
732      </memberdef>
733      <memberdef kind="function" id="testKF__big_8m_16ce11142e1cc7f336ee0c84a8e7fa000" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
734        <type></type>
735        <definition>plot</definition>
736        <argsstring>(xthE&apos;,&apos;o&apos;)</argsstring>
737        <name>plot</name>
738        <param>
739          <type>xthE&apos;</type>
740        </param>
741        <param>
742          <type>&apos;o&apos;</type>
743        </param>
744        <briefdescription>
745        </briefdescription>
746        <detaileddescription>
747        </detaileddescription>
748        <inbodydescription>
749        </inbodydescription>
750        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="78"/>
751      </memberdef>
752      <memberdef kind="function" id="testKF__big_8m_1eb18112686a400e443f5507bb5bcba2d" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
753        <type></type>
754        <definition>plot</definition>
755        <argsstring>(Mu&apos;,&apos;d&apos;)</argsstring>
756        <name>plot</name>
757        <param>
758          <type>Mu&apos;</type>
759        </param>
760        <param>
761          <type>&apos;d&apos;</type>
762        </param>
763        <briefdescription>
764        </briefdescription>
765        <detaileddescription>
766        </detaileddescription>
767        <inbodydescription>
768        </inbodydescription>
769        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="79"/>
770      </memberdef>
771      </sectiondef>
772    <briefdescription>
773    </briefdescription>
774    <detaileddescription>
775    </detaileddescription>
776    <programlisting>
777<codeline lineno="1"><highlight class="normal">function<sp/>testKF(skipgen)</highlight></codeline>
778<codeline lineno="2"><highlight class="normal">if<sp/>nargin&lt;1,<sp/>skipgen=0;<sp/>end</highlight></codeline>
779<codeline lineno="3"><highlight class="normal"></highlight></codeline>
780<codeline lineno="4"><highlight class="normal">if<sp/>~skipgen</highlight></codeline>
781<codeline lineno="5"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>dimx<sp/>=<sp/>30;</highlight></codeline>
782<codeline lineno="6"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Apom=rand(dimx);</highlight></codeline>
783<codeline lineno="7"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Apom2<sp/>=<sp/>Apom*Apom&apos;;</highlight></codeline>
784<codeline lineno="8"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>A<sp/>=<sp/>Apom2/max(1.1*eig(Apom2));</highlight></codeline>
785<codeline lineno="9"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>B=ones(dimx,1);</highlight></codeline>
786<codeline lineno="10"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>C=eye(dimx);</highlight></codeline>
787<codeline lineno="11"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>D=ones(dimx,1);</highlight></codeline>
788<codeline lineno="12"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>R=0.1*eye(dimx);</highlight></codeline>
789<codeline lineno="13"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Q=0.2*eye(dimx);<sp/></highlight></codeline>
790<codeline lineno="14"><highlight class="normal"></highlight></codeline>
791<codeline lineno="15"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>sQ<sp/>=<sp/>chol(Q)&apos;;</highlight></codeline>
792<codeline lineno="16"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>sR<sp/>=<sp/>chol(R)&apos;;</highlight></codeline>
793<codeline lineno="17"><highlight class="normal"></highlight></codeline>
794<codeline lineno="18"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>N<sp/>=1000;</highlight></codeline>
795<codeline lineno="19"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu0<sp/>=<sp/>zeros(dimx,1);</highlight></codeline>
796<codeline lineno="20"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>P0<sp/>=<sp/>200*eye(dimx);</highlight></codeline>
797<codeline lineno="21"><highlight class="normal"></highlight></codeline>
798<codeline lineno="22"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>u<sp/>=<sp/>rand(1,N);</highlight></codeline>
799<codeline lineno="23"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>x<sp/>=<sp/>zeros(dimx,N);</highlight></codeline>
800<codeline lineno="24"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>y<sp/>=<sp/>zeros(dimx,N);</highlight></codeline>
801<codeline lineno="25"><highlight class="normal"></highlight></codeline>
802<codeline lineno="26"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>x(:,1)<sp/>=<sp/>10*ones(dimx,1);</highlight></codeline>
803<codeline lineno="27"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Et<sp/>=<sp/>sQ*randn(dimx,N);</highlight></codeline>
804<codeline lineno="28"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Wt<sp/>=<sp/>sR*randn(dimx,N);</highlight></codeline>
805<codeline lineno="29"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>for<sp/>i=2:N;</highlight></codeline>
806<codeline lineno="30"><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>
807<codeline lineno="31"><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>
808<codeline lineno="32"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>end</highlight></codeline>
809<codeline lineno="33"><highlight class="normal"></highlight></codeline>
810<codeline lineno="34"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>d=[y;u];</highlight></codeline>
811<codeline lineno="35"><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>
812<codeline lineno="36"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>save<sp/>testKF</highlight></codeline>
813<codeline lineno="37"><highlight class="normal">else</highlight></codeline>
814<codeline lineno="38"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>load<sp/>testKF</highlight></codeline>
815<codeline lineno="39"><highlight class="normal">end</highlight></codeline>
816<codeline lineno="40"><highlight class="normal">%<sp/>init<sp/></highlight></codeline>
817<codeline lineno="41"><highlight class="normal">mu<sp/>=<sp/>mu0;</highlight></codeline>
818<codeline lineno="42"><highlight class="normal">P<sp/>=<sp/>P0;</highlight></codeline>
819<codeline lineno="43"><highlight class="normal">EP<sp/>=<sp/>[0;0];</highlight></codeline>
820<codeline lineno="44"><highlight class="normal"></highlight></codeline>
821<codeline lineno="45"><highlight class="normal">Oxt<sp/>=<sp/>mu0;</highlight></codeline>
822<codeline lineno="46"><highlight class="normal">OPt<sp/>=<sp/>P0;</highlight></codeline>
823<codeline lineno="47"><highlight class="normal">ll<sp/>=0;</highlight></codeline>
824<codeline lineno="48"><highlight class="normal">Oxt2<sp/>=<sp/>mu0;</highlight></codeline>
825<codeline lineno="49"><highlight class="normal">OPt2<sp/>=<sp/>P0;</highlight></codeline>
826<codeline lineno="50"><highlight class="normal">ll2=0;</highlight></codeline>
827<codeline lineno="51"><highlight class="normal"></highlight></codeline>
828<codeline lineno="52"><highlight class="normal">tic;</highlight></codeline>
829<codeline lineno="53"><highlight class="normal">for<sp/>t=2:N</highlight></codeline>
830<codeline lineno="54"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu<sp/>=<sp/>A*mu<sp/>+<sp/>B*u(t);</highlight></codeline>
831<codeline lineno="55"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>P<sp/><sp/>=<sp/>A*P*A&apos;<sp/>+<sp/>Q;</highlight></codeline>
832<codeline lineno="56"><highlight class="normal"></highlight></codeline>
833<codeline lineno="57"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%Data<sp/>update</highlight></codeline>
834<codeline lineno="58"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Ry<sp/>=<sp/>C*P*C&apos;<sp/>+<sp/>R;</highlight></codeline>
835<codeline lineno="59"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>iRy<sp/>=<sp/>inv(Ry);</highlight></codeline>
836<codeline lineno="60"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>K<sp/>=<sp/>P*C&apos;*iRy;<sp/></highlight></codeline>
837<codeline lineno="61"><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>
838<codeline lineno="62"><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>
839<codeline lineno="63"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Mu(1:dimx,t)=mu;</highlight></codeline>
840<codeline lineno="64"><highlight class="normal"></highlight></codeline>
841<codeline lineno="65"><highlight class="normal">%<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>
842<codeline lineno="66"><highlight class="normal">%<sp/><sp/><sp/><sp/><sp/><sp/><sp/>[Oxt2,OPt2,ll2(t)]<sp/>=<sp/><ref refid="classKalman" kindref="compound" tooltip="Kalman filter with covariance matrices in square root form.">Kalman</ref>(Oxt2,y(:,t),A,C,Q,R/10000,OPt2);</highlight></codeline>
843<codeline lineno="67"><highlight class="normal">end</highlight></codeline>
844<codeline lineno="68"><highlight class="normal">exec_matlab<sp/>=<sp/>toc</highlight></codeline>
845<codeline lineno="69"><highlight class="normal"></highlight></codeline>
846<codeline lineno="70"><highlight class="normal">!cd<sp/>../;./tests/testKF</highlight></codeline>
847<codeline lineno="71"><highlight class="normal">itload(&apos;testKF_res.it&apos;);</highlight></codeline>
848<codeline lineno="72"><highlight class="normal"></highlight></codeline>
849<codeline lineno="73"><highlight class="normal">hold<sp/>off</highlight></codeline>
850<codeline lineno="74"><highlight class="normal">plot(x&apos;);</highlight></codeline>
851<codeline lineno="75"><highlight class="normal">hold<sp/>on</highlight></codeline>
852<codeline lineno="76"><highlight class="normal">plot(xth&apos;,&apos;--&apos;);</highlight></codeline>
853<codeline lineno="77"><highlight class="normal">plot(xth2&apos;,&apos;+&apos;);</highlight></codeline>
854<codeline lineno="78"><highlight class="normal">plot(xthE&apos;,&apos;o&apos;);</highlight></codeline>
855<codeline lineno="79"><highlight class="normal">plot(Mu&apos;,&apos;d&apos;);</highlight></codeline>
856<codeline lineno="80"><highlight class="normal"></highlight></codeline>
857<codeline lineno="81"><highlight class="normal">max(max(x(:,2:end)<sp/>-<sp/>xth(:,1:end-1)))</highlight></codeline>
858<codeline lineno="82"><highlight class="normal">max(max(x<sp/>-<sp/>xth2))</highlight></codeline>
859<codeline lineno="83"><highlight class="normal">max(max(x<sp/>-<sp/>xthE))</highlight></codeline>
860<codeline lineno="84"><highlight class="normal">max(max(x<sp/>-<sp/>Mu))</highlight></codeline>
861<codeline lineno="85"><highlight class="normal"></highlight></codeline>
862<codeline lineno="86"><highlight class="normal">exec_times</highlight></codeline>
863<codeline lineno="87"><highlight class="normal">exec_matlab./exec_times</highlight></codeline>
864<codeline lineno="88"><highlight class="normal">keyboard</highlight></codeline>
865<codeline lineno="89"><highlight class="normal">end</highlight></codeline>
866    </programlisting>
867    <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m"/>
868  </compounddef>
869</doxygen>
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