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| 66 | <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1StateCanonical.html">StateCanonical</a> |
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[651] | 70 | <h1>bdm::StateCanonical Class Reference</h1><!-- doxytag: class="bdm::StateCanonical" --><!-- doxytag: inherits="StateSpace< fsqmat >" -->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 |
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| 71 | <a href="#_details">More...</a> |
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| 72 | <p> |
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| 73 | <code>#include <<a class="el" href="kalman_8h_source.html">kalman.h</a>></code> |
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| 74 | <p> |
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[608] | 75 | |
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[651] | 76 | <p> |
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| 77 | <a href="classbdm_1_1StateCanonical-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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| 78 | <tr><td></td></tr> |
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| 79 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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| 80 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d3ad57524c2af597b36ab1592fddc26c"></a><!-- doxytag: member="bdm::StateCanonical::connect_mlnorm" ref="d3ad57524c2af597b36ab1592fddc26c" args="(const mlnorm< fsqmat > &ml)" --> |
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| 81 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#d3ad57524c2af597b36ab1592fddc26c">connect_mlnorm</a> (const <a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>< <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> > &ml)</td></tr> |
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[608] | 82 | |
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[651] | 83 | <tr><td class="mdescLeft"> </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> |
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| 84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="25f55da4899112f210ade6d322c78b7e"></a><!-- doxytag: member="bdm::StateCanonical::update_from" ref="25f55da4899112f210ade6d322c78b7e" args="(const mlnorm< fsqmat > &ml)" --> |
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| 85 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#25f55da4899112f210ade6d322c78b7e">update_from</a> (const <a class="el" href="classbdm_1_1mlnorm.html">mlnorm</a>< <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> > &ml)</td></tr> |
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| 86 | |
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| 87 | <tr><td class="mdescLeft"> </td><td class="mdescRight">fast function to update parameters from ml - not checked for compatibility!! <br></td></tr> |
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| 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::StateCanonical::set_parameters" ref="7a053883a11a93a979c28c3e6792ce20" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const fsqmat &Q0, const fsqmat &R0)" --> |
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[608] | 89 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &Q0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &R0)</td></tr> |
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[651] | 90 | |
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| 91 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a49922a3db65a333d24feceb68164bcd"></a><!-- doxytag: member="bdm::StateCanonical::validate" ref="a49922a3db65a333d24feceb68164bcd" args="()" --> |
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[608] | 92 | void </td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> |
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[651] | 93 | |
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| 94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="02470085bbf3c41fe8e36544813eecbd"></a><!-- doxytag: member="bdm::StateCanonical::from_setting" ref="02470085bbf3c41fe8e36544813eecbd" args="(const Setting &set)" --> |
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| 95 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#02470085bbf3c41fe8e36544813eecbd">from_setting</a> (const Setting &set)</td></tr> |
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| 96 | |
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| 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">not virtual in this case <br></td></tr> |
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| 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::StateCanonical::_dimx" ref="b1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> |
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| 99 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#b1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> |
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| 100 | |
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| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::StateCanonical::_dimy" ref="f3d83a4b39e05df9fb4246fd6ddc2a60" args="()" --> |
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| 103 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#f3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr> |
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| 104 | |
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| 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::StateCanonical::_dimu" ref="a238842025a0eaade26d5d79a0e9000e" args="()" --> |
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| 107 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr> |
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| 108 | |
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| 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 110 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::StateCanonical::_A" ref="ae0dd610bf28f52c4c7acec87e39ed5e" args="() const" --> |
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| 111 | const mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const</td></tr> |
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| 112 | |
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| 113 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 114 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::StateCanonical::_B" ref="19cabf296793357c130778fe74df54a4" args="() const" --> |
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| 115 | const mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#19cabf296793357c130778fe74df54a4">_B</a> () const</td></tr> |
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| 116 | |
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| 117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 118 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::StateCanonical::_C" ref="5731f429df4a70dc0d0d1e6ea8e35125" args="() const" --> |
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| 119 | const mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const</td></tr> |
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| 120 | |
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| 121 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 122 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::StateCanonical::_D" ref="286286acb308f9ee596cab9af503b252" args="() const" --> |
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| 123 | const mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#286286acb308f9ee596cab9af503b252">_D</a> () const</td></tr> |
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| 124 | |
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| 125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 126 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::StateCanonical::_Q" ref="38a71e31f22f5459d10c3cbee1e4d977" args="() const" --> |
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| 127 | const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const</td></tr> |
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| 128 | |
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| 129 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 130 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::StateCanonical::_R" ref="69ddac45b7a4efbf83b2232d0d5595ba" args="() const" --> |
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| 131 | const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const</td></tr> |
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| 132 | |
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| 133 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
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| 134 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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| 135 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4e6a4771f9444f9b55ddc0b6e65cb5d1"></a><!-- doxytag: member="bdm::StateCanonical::th2A" ref="4e6a4771f9444f9b55ddc0b6e65cb5d1" args="" --> |
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| 136 | <a class="el" href="classbdm_1_1datalink__part.html">datalink_part</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#4e6a4771f9444f9b55ddc0b6e65cb5d1">th2A</a></td></tr> |
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| 137 | |
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| 138 | <tr><td class="mdescLeft"> </td><td class="mdescRight">remember connection from theta ->A <br></td></tr> |
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| 139 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b7c7aed9b66be7a24cc8ca43cea3123d"></a><!-- doxytag: member="bdm::StateCanonical::th2C" ref="b7c7aed9b66be7a24cc8ca43cea3123d" args="" --> |
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| 140 | <a class="el" href="classbdm_1_1datalink__part.html">datalink_part</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#b7c7aed9b66be7a24cc8ca43cea3123d">th2C</a></td></tr> |
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| 141 | |
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| 142 | <tr><td class="mdescLeft"> </td><td class="mdescRight">remember connection from theta ->C <br></td></tr> |
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| 143 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="df03b4d4c48d94f2f0510e086c651c89"></a><!-- doxytag: member="bdm::StateCanonical::th2D" ref="df03b4d4c48d94f2f0510e086c651c89" args="" --> |
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| 144 | <a class="el" href="classbdm_1_1datalink__part.html">datalink_part</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#df03b4d4c48d94f2f0510e086c651c89">th2D</a></td></tr> |
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| 145 | |
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| 146 | <tr><td class="mdescLeft"> </td><td class="mdescRight">remember connection from theta ->D <br></td></tr> |
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| 147 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="770b84ff706d4888236096a96ef51730"></a><!-- doxytag: member="bdm::StateCanonical::A1row" ref="770b84ff706d4888236096a96ef51730" args="" --> |
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| 148 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#770b84ff706d4888236096a96ef51730">A1row</a></td></tr> |
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| 149 | |
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| 150 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached first row of A <br></td></tr> |
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| 151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="665df0310519066e7adbbd490baf157d"></a><!-- doxytag: member="bdm::StateCanonical::C1row" ref="665df0310519066e7adbbd490baf157d" args="" --> |
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| 152 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#665df0310519066e7adbbd490baf157d">C1row</a></td></tr> |
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| 153 | |
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| 154 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached first row of C <br></td></tr> |
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| 155 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e890a7aee1e6c1d06074f6604609eb6"></a><!-- doxytag: member="bdm::StateCanonical::D1row" ref="8e890a7aee1e6c1d06074f6604609eb6" args="" --> |
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| 156 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#8e890a7aee1e6c1d06074f6604609eb6">D1row</a></td></tr> |
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| 157 | |
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| 158 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached first row of D <br></td></tr> |
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| 159 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::StateCanonical::dimx" ref="c3120f1c9cd7c3a0ba9944e4a2381f21" args="" --> |
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| 160 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr> |
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| 161 | |
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| 162 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rv.count() <br></td></tr> |
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| 163 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::StateCanonical::dimy" ref="3b784d85ca911866225a79193ae1441f" args="" --> |
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| 164 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f">dimy</a></td></tr> |
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| 165 | |
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| 166 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rvy.count() <br></td></tr> |
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| 167 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::StateCanonical::dimu" ref="95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" --> |
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| 168 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr> |
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| 169 | |
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| 170 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rvu.count() <br></td></tr> |
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| 171 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::StateCanonical::A" ref="de7d828a8d06cbbd5ac45afeaf9f0c7b" args="" --> |
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| 172 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#de7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr> |
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| 173 | |
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| 174 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix A. <br></td></tr> |
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| 175 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::StateCanonical::B" ref="0cdaa906550290b759a1584d02b3ca51" args="" --> |
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| 176 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#0cdaa906550290b759a1584d02b3ca51">B</a></td></tr> |
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| 177 | |
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| 178 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix B. <br></td></tr> |
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| 179 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::StateCanonical::C" ref="c7ec82d2200c956cff6dff559bd32ff9" args="" --> |
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| 180 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr> |
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| 181 | |
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| 182 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix C. <br></td></tr> |
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| 183 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::StateCanonical::D" ref="d5769a41b34eb518716120cf04dbc23f" args="" --> |
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| 184 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#d5769a41b34eb518716120cf04dbc23f">D</a></td></tr> |
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| 185 | |
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| 186 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix D. <br></td></tr> |
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| 187 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::StateCanonical::Q" ref="66248c83836424f1cd7c1b5b9a92cf1f" args="" --> |
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| 188 | <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr> |
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| 189 | |
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| 190 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> |
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| 191 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::StateCanonical::R" ref="11dd3493d62ec9329860386adb3e6084" args="" --> |
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| 192 | <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#11dd3493d62ec9329860386adb3e6084">R</a></td></tr> |
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| 193 | |
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| 194 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> |
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[608] | 195 | </table> |
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[651] | 196 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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| 197 | 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 |
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| 198 | <p> |
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| 199 | The model is constructed as: <p class="formulaDsp"> |
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| 200 | <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"> |
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| 201 | <p> |
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| 202 | For example, for: Using Frobenius form, see [].<p> |
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| 203 | For easier use in the future, indeces theta_in_A and theta_in_C are set. TODO - explain <hr>The documentation for this class was generated from the following file:<ul> |
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| 204 | <li><a class="el" href="kalman_8h_source.html">kalman.h</a></ul> |
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[608] | 205 | </div> |
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[651] | 206 | <hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:47 2009 for mixpp by |
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[608] | 207 | <a href="http://www.doxygen.org/index.html"> |
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[651] | 208 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> |
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[608] | 209 | </body> |
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| 210 | </html> |
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