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69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1StateCanonical.html">StateCanonical</a>
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73<h1>bdm::StateCanonical Class Reference</h1><!-- doxytag: class="bdm::StateCanonical" --><!-- doxytag: inherits="StateSpace&lt; fsqmat &gt;" -->
74<p>conversion of outer <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> model (<a class="el" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>) to state space model 
75<a href="#_details">More...</a></p>
76
77<p><code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code></p>
78
79<p><a href="classbdm_1_1StateCanonical-members.html">List of all members.</a></p>
80<table border="0" cellpadding="0" cellspacing="0">
81<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
82<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad3ad57524c2af597b36ab1592fddc26c"></a><!-- doxytag: member="bdm::StateCanonical::connect_mlnorm" ref="ad3ad57524c2af597b36ab1592fddc26c" args="(const mlnorm&lt; fsqmat &gt; &amp;ml)" -->
83void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#ad3ad57524c2af597b36ab1592fddc26c">connect_mlnorm</a> (const <a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>&lt; <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &gt; &amp;ml)</td></tr>
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set up this object to match given <a class="el" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a> <br/></td></tr>
85<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a25f55da4899112f210ade6d322c78b7e"></a><!-- doxytag: member="bdm::StateCanonical::update_from" ref="a25f55da4899112f210ade6d322c78b7e" args="(const mlnorm&lt; fsqmat &gt; &amp;ml)" -->
86void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#a25f55da4899112f210ade6d322c78b7e">update_from</a> (const <a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>&lt; <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &gt; &amp;ml)</td></tr>
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">fast function to update parameters from ml - not checked for compatibility!! <br/></td></tr>
88<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::StateCanonical::set_parameters" ref="a7a053883a11a93a979c28c3e6792ce20" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const fsqmat &amp;Q0, const fsqmat &amp;R0)" -->
89void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;Q0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;R0)</td></tr>
90<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa49922a3db65a333d24feceb68164bcd"></a><!-- doxytag: member="bdm::StateCanonical::validate" ref="aa49922a3db65a333d24feceb68164bcd" args="()" -->
91void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr>
92<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a02470085bbf3c41fe8e36544813eecbd"></a><!-- doxytag: member="bdm::StateCanonical::from_setting" ref="a02470085bbf3c41fe8e36544813eecbd" args="(const Setting &amp;set)" -->
93void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a02470085bbf3c41fe8e36544813eecbd">from_setting</a> (const Setting &amp;set)</td></tr>
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">not virtual in this case <br/></td></tr>
95<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::StateCanonical::_dimx" ref="ab1972e00d9b9dd22a0f983c7cb0b8b40" args="()" -->
96int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ab1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr>
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
98<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::StateCanonical::_dimy" ref="af3d83a4b39e05df9fb4246fd6ddc2a60" args="()" -->
99int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#af3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr>
100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
101<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::StateCanonical::_dimu" ref="aa238842025a0eaade26d5d79a0e9000e" args="()" -->
102int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr>
103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
104<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::StateCanonical::_A" ref="aae0dd610bf28f52c4c7acec87e39ed5e" args="() const" -->
105const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const</td></tr>
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
107<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::StateCanonical::_B" ref="a19cabf296793357c130778fe74df54a4" args="() const" -->
108const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a19cabf296793357c130778fe74df54a4">_B</a> () const</td></tr>
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
110<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::StateCanonical::_C" ref="a5731f429df4a70dc0d0d1e6ea8e35125" args="() const" -->
111const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const</td></tr>
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
113<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::StateCanonical::_D" ref="a286286acb308f9ee596cab9af503b252" args="() const" -->
114const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a286286acb308f9ee596cab9af503b252">_D</a> () const</td></tr>
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
116<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::StateCanonical::_Q" ref="a38a71e31f22f5459d10c3cbee1e4d977" args="() const" -->
117const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const</td></tr>
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
119<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::StateCanonical::_R" ref="a69ddac45b7a4efbf83b2232d0d5595ba" args="() const" -->
120const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const</td></tr>
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
122<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
123<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4e6a4771f9444f9b55ddc0b6e65cb5d1"></a><!-- doxytag: member="bdm::StateCanonical::th2A" ref="a4e6a4771f9444f9b55ddc0b6e65cb5d1" args="" -->
124<a class="el" href="classbdm_1_1datalink__part.html">datalink_part</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#a4e6a4771f9444f9b55ddc0b6e65cb5d1">th2A</a></td></tr>
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">remember connection from theta -&gt;A <br/></td></tr>
126<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab7c7aed9b66be7a24cc8ca43cea3123d"></a><!-- doxytag: member="bdm::StateCanonical::th2C" ref="ab7c7aed9b66be7a24cc8ca43cea3123d" args="" -->
127<a class="el" href="classbdm_1_1datalink__part.html">datalink_part</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#ab7c7aed9b66be7a24cc8ca43cea3123d">th2C</a></td></tr>
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">remember connection from theta -&gt;C <br/></td></tr>
129<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adf03b4d4c48d94f2f0510e086c651c89"></a><!-- doxytag: member="bdm::StateCanonical::th2D" ref="adf03b4d4c48d94f2f0510e086c651c89" args="" -->
130<a class="el" href="classbdm_1_1datalink__part.html">datalink_part</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#adf03b4d4c48d94f2f0510e086c651c89">th2D</a></td></tr>
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">remember connection from theta -&gt;D <br/></td></tr>
132<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a770b84ff706d4888236096a96ef51730"></a><!-- doxytag: member="bdm::StateCanonical::A1row" ref="a770b84ff706d4888236096a96ef51730" args="" -->
133vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#a770b84ff706d4888236096a96ef51730">A1row</a></td></tr>
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached first row of A <br/></td></tr>
135<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a665df0310519066e7adbbd490baf157d"></a><!-- doxytag: member="bdm::StateCanonical::C1row" ref="a665df0310519066e7adbbd490baf157d" args="" -->
136vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#a665df0310519066e7adbbd490baf157d">C1row</a></td></tr>
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached first row of C <br/></td></tr>
138<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e890a7aee1e6c1d06074f6604609eb6"></a><!-- doxytag: member="bdm::StateCanonical::D1row" ref="a8e890a7aee1e6c1d06074f6604609eb6" args="" -->
139vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#a8e890a7aee1e6c1d06074f6604609eb6">D1row</a></td></tr>
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cached first row of D <br/></td></tr>
141<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::StateCanonical::dimx" ref="ac3120f1c9cd7c3a0ba9944e4a2381f21" args="" -->
142int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr>
143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br/></td></tr>
144<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::StateCanonical::dimy" ref="a3b784d85ca911866225a79193ae1441f" args="" -->
145int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f">dimy</a></td></tr>
146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br/></td></tr>
147<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::StateCanonical::dimu" ref="a95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" -->
148int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr>
149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br/></td></tr>
150<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::StateCanonical::A" ref="ade7d828a8d06cbbd5ac45afeaf9f0c7b" args="" -->
151mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ade7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr>
152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br/></td></tr>
153<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::StateCanonical::B" ref="a0cdaa906550290b759a1584d02b3ca51" args="" -->
154mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a0cdaa906550290b759a1584d02b3ca51">B</a></td></tr>
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br/></td></tr>
156<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::StateCanonical::C" ref="ac7ec82d2200c956cff6dff559bd32ff9" args="" -->
157mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr>
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br/></td></tr>
159<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::StateCanonical::D" ref="ad5769a41b34eb518716120cf04dbc23f" args="" -->
160mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ad5769a41b34eb518716120cf04dbc23f">D</a></td></tr>
161<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br/></td></tr>
162<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::StateCanonical::Q" ref="a66248c83836424f1cd7c1b5b9a92cf1f" args="" -->
163<a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr>
164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br/></td></tr>
165<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::StateCanonical::R" ref="a11dd3493d62ec9329860386adb3e6084" args="" -->
166<a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a11dd3493d62ec9329860386adb3e6084">R</a></td></tr>
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br/></td></tr>
168</table>
169<hr/><a name="_details"></a><h2>Detailed Description</h2>
170<p>conversion of outer <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> model (<a class="el" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>) to state space model </p>
171<p>The model is constructed as: </p>
172<p class="formulaDsp">
173<img class="formulaDsp" alt="\[ x_{t+1} = Ax_t + B u_t + R^{1/2} e_t, y_t=Cx_t+Du_t + R^{1/2}w_t, \]" src="form_38.png"/>
174</p>
175<p> For example, for: Using Frobenius form, see [].</p>
176<p>For easier use in the future, indeces theta_in_A and theta_in_C are set. TODO - explain </p>
177<hr/>The documentation for this class was generated from the following file:<ul>
178<li><a class="el" href="kalman_8h_source.html">kalman.h</a></li>
179</ul>
180</div>
181<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by&nbsp;
182<a href="http://www.doxygen.org/index.html">
183<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
184</body>
185</html>
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