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67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1EKFfull.html">EKFfull</a>
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71<h1>bdm::EKFfull Class Reference</h1><!-- doxytag: class="bdm::EKFfull" --><!-- doxytag: inherits="bdm::KalmanFull,bdm::BM" -->Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices. 
72<a href="#_details">More...</a>
73<p>
74<code>#include &lt;<a class="el" href="kalman_8h-source.html">kalman.h</a>&gt;</code>
75<p>
76
77<p>
78<a href="classbdm_1_1EKFfull-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
79<tr><td></td></tr>
80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6939c345389abb8b2481457b4cfe1165"></a><!-- doxytag: member="bdm::EKFfull::EKFfull" ref="6939c345389abb8b2481457b4cfe1165" args="()" -->
82&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#6939c345389abb8b2481457b4cfe1165">EKFfull</a> ()</td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78748da361ba61fef162b0d8956d1743"></a><!-- doxytag: member="bdm::EKFfull::set_parameters" ref="78748da361ba61fef162b0d8956d1743" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" -->
86void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#78748da361ba61fef162b0d8956d1743">set_parameters</a> (<a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *<a class="el" href="classbdm_1_1EKFfull.html#016d3ec108a430b1e70cf7d78bb963f4">pfxu</a>, <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *<a class="el" href="classbdm_1_1EKFfull.html#f7cdf9cf74284630b4578a2cb8ba92c7">phxu</a>, const mat Q0, const mat R0)</td></tr>
87
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr>
89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f149ae8e9ce14d9931a7bb2850736699"></a><!-- doxytag: member="bdm::EKFfull::bayes" ref="f149ae8e9ce14d9931a7bb2850736699" args="(const vec &amp;dt)" -->
90void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bayes</a> (const vec &amp;dt)</td></tr>
91
92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr>
93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1949a9b1496a855cc7c24e619bc52365"></a><!-- doxytag: member="bdm::EKFfull::set_statistics" ref="1949a9b1496a855cc7c24e619bc52365" args="(vec mu0, mat P0)" -->
94void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#1949a9b1496a855cc7c24e619bc52365">set_statistics</a> (vec mu0, mat P0)</td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e9a69f36a0a0615c9abb806772ef36d"></a><!-- doxytag: member="bdm::EKFfull::posterior" ref="7e9a69f36a0a0615c9abb806772ef36d" args="() const " -->
98const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7e9a69f36a0a0615c9abb806772ef36d">posterior</a> () const </td></tr>
99
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr>
101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d0e427d4d2fb7ac20358ce629f5d510"></a><!-- doxytag: member="bdm::EKFfull::_e" ref="3d0e427d4d2fb7ac20358ce629f5d510" args="() const " -->
102const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classfsqmat.html">fsqmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr>
103
104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFfull::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" -->
105const mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr>
106
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::EKFfull::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
108virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0551e3121091c5199bf4413b50522176"></a><!-- doxytag: member="bdm::EKFfull::from_setting" ref="0551e3121091c5199bf4413b50522176" args="(const Setting &amp;set)" -->
112virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">from_setting</a> (const Setting &amp;set)</td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::EKFfull::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
116virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::EKFfull::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
120virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
123<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr>
125
126<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr>
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::EKFfull::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" -->
128virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr>
129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
131<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr>
132
133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::EKFfull::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " -->
134vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr>
135
136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr>
137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::EKFfull::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " -->
138virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
139
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png">. <br></td></tr>
141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::EKFfull::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
142virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
143
144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>
145<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr>
146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::EKFfull::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " -->
147const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr>
148
149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::EKFfull::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" -->
150void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
151
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::EKFfull::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" -->
153void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr>
154
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::EKFfull::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " -->
156double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr>
157
158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::EKFfull::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" -->
159void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr>
160
161<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
162<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="bdm::EKFfull::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" -->
163vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr>
164
165<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr>
166<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="bdm::EKFfull::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" -->
167mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr>
168
169<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr>
170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="bdm::EKFfull::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" -->
171bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr>
172
173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="bdm::EKFfull::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" -->
174double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr>
175
176<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="016d3ec108a430b1e70cf7d78bb963f4"></a><!-- doxytag: member="bdm::EKFfull::pfxu" ref="016d3ec108a430b1e70cf7d78bb963f4" args="" -->
178<a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#016d3ec108a430b1e70cf7d78bb963f4">pfxu</a></td></tr>
179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal Model f(x,u). <br></td></tr>
181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7cdf9cf74284630b4578a2cb8ba92c7"></a><!-- doxytag: member="bdm::EKFfull::phxu" ref="f7cdf9cf74284630b4578a2cb8ba92c7" args="" -->
182<a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f7cdf9cf74284630b4578a2cb8ba92c7">phxu</a></td></tr>
183
184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation Model h(x,u). <br></td></tr>
185<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="400051a1b51e5fe734b2606bbe6b1d03"></a><!-- doxytag: member="bdm::EKFfull::E" ref="400051a1b51e5fe734b2606bbe6b1d03" args="" -->
186<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classfsqmat.html">fsqmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>E</b></td></tr>
187
188<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFfull::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" -->
189int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
190
191<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="bdm::EKFfull::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" -->
192int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
193
194<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="bdm::EKFfull::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" -->
195int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
196
197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="bdm::EKFfull::A" ref="a24914cfc0297b9f3885df86e5011733" args="" -->
198mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
199
200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="bdm::EKFfull::B" ref="ef28133db32cc60b710925266c37376d" args="" -->
201mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
202
203<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="bdm::EKFfull::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" -->
204mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
205
206<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="bdm::EKFfull::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" -->
207mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
208
209<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="bdm::EKFfull::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" -->
210mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
211
212<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="bdm::EKFfull::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" -->
213mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
214
215<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="bdm::EKFfull::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" -->
216mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr>
217
218<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="bdm::EKFfull::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" -->
219mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
220
221<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="bdm::EKFfull::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" -->
222mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
223
224<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="bdm::EKFfull::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" -->
225mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
226
227<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::EKFfull::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" -->
228<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr>
229
230<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr>
231<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::EKFfull::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" -->
232double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr>
233
234<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
235<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::EKFfull::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" -->
236bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr>
237
238<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr>
239<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
240<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="bdm::EKFfull::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" -->
241std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classbdm_1_1KalmanFull.html">KalmanFull</a> &amp;kf)</td></tr>
242
243<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr>
244<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr>
245<tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed <br><br></td></tr>
246<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::EKFfull::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " -->
247const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr>
248
249<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
250<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::EKFfull::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" -->
251virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr>
252
253<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
254<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::EKFfull::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" -->
255<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr>
256
257<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr>
258<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr>
259<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="adb539fa2585c8a2a91c54e5aebf330e"></a><!-- doxytag: member="bdm::EKFfull::set_options" ref="adb539fa2585c8a2a91c54e5aebf330e" args="(const string &amp;opt)" -->
260virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#adb539fa2585c8a2a91c54e5aebf330e">set_options</a> (const string &amp;opt)</td></tr>
261
262<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string recognized are: "logbounds,logll". <br></td></tr>
263<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2298ca6af9b13a78a4c9e18ab43f1827"></a><!-- doxytag: member="bdm::EKFfull::log_add" ref="2298ca6af9b13a78a4c9e18ab43f1827" args="(logger &amp;L, const string &amp;name=&quot;&quot;)" -->
264virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#2298ca6af9b13a78a4c9e18ab43f1827">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L, const string &amp;name=&quot;&quot;)</td></tr>
265
266<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr>
267<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b517e1679eaa94e803ea4cd0b8efbcd7"></a><!-- doxytag: member="bdm::EKFfull::logit" ref="b517e1679eaa94e803ea4cd0b8efbcd7" args="(logger &amp;L)" -->
268virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> &amp;L)</td></tr>
269
270<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::EKFfull::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" -->
271ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr>
272
273<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers 4:[1=mean,2=lb,3=ub,4=ll]. <br></td></tr>
274<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="398b7e7a162cf37d0022d6126495f207"></a><!-- doxytag: member="bdm::EKFfull::LFlags" ref="398b7e7a162cf37d0022d6126495f207" args="" -->
275ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#398b7e7a162cf37d0022d6126495f207">LFlags</a></td></tr>
276
277<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Flags for logging - same size as LIDs, each entry correspond to the same in LIDs. <br></td></tr>
278</table>
279<hr><a name="_details"></a><h2>Detailed Description</h2>
280Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices.
281<p>
282An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr><h2>Member Function Documentation</h2>
283<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::EKFfull::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " -->
284<div class="memitem">
285<div class="memproto">
286      <table class="memname">
287        <tr>
288          <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td>
289          <td>(</td>
290          <td class="paramname">          </td>
291          <td>&nbsp;)&nbsp;</td>
292          <td> const<code> [inline, virtual, inherited]</code></td>
293        </tr>
294      </table>
295</div>
296<div class="memdoc">
297
298<p>
299Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}
300</pre></div> 
301<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKF.html#fe9b2e227255ad32dc73df316b7318f4">bdm::EKF&lt; sq_T &gt;</a>, <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p>
302
303</div>
304</div><p>
305<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::EKFfull::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " -->
306<div class="memitem">
307<div class="memproto">
308      <table class="memname">
309        <tr>
310          <td class="memname">virtual double bdm::BM::logpred           </td>
311          <td>(</td>
312          <td class="paramtype">const vec &amp;&nbsp;</td>
313          <td class="paramname"> <em>dt</em>          </td>
314          <td>&nbsp;)&nbsp;</td>
315          <td> const<code> [inline, virtual, inherited]</code></td>
316        </tr>
317      </table>
318</div>
319<div class="memdoc">
320
321<p>
322Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.
323<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p>
324
325<p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00768">bdm::BM::logpred_m()</a>.</p>
326
327</div>
328</div><p>
329<hr>The documentation for this class was generated from the following files:<ul>
330<li><a class="el" href="kalman_8h-source.html">kalman.h</a><li>kalman.cpp</ul>
331</div>
332<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jul 1 13:05:57 2009 for mixpp by&nbsp;
333<a href="http://www.doxygen.org/index.html">
334<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
335</body>
336</html>
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