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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< fsqmat >" --> |
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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 |
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75 | <a href="#_details">More...</a></p> |
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76 | |
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77 | <p><code>#include <<a class="el" href="kalman_8h_source.html">kalman.h</a>></code></p> |
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78 | |
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79 | <p><a href="classbdm_1_1StateCanonical-members.html">List of all members.</a></p> |
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80 | <table border="0" cellpadding="0" cellspacing="0"> |
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81 | <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> |
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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< fsqmat > &ml)" --> |
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83 | void </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>< <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> > &ml)</td></tr> |
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84 | <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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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< fsqmat > &ml)" --> |
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86 | void </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>< <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> > &ml)</td></tr> |
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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" align="right" valign="top"><a class="anchor" id="a7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::StateCanonical::set_parameters" ref="a7a053883a11a93a979c28c3e6792ce20" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const fsqmat &Q0, const fsqmat &R0)" --> |
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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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90 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa49922a3db65a333d24feceb68164bcd"></a><!-- doxytag: member="bdm::StateCanonical::validate" ref="aa49922a3db65a333d24feceb68164bcd" args="()" --> |
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91 | void </td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> |
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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 &set)" --> |
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93 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a02470085bbf3c41fe8e36544813eecbd">from_setting</a> (const Setting &set)</td></tr> |
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94 | <tr><td class="mdescLeft"> </td><td class="mdescRight">not virtual in this case <br/></td></tr> |
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95 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::StateCanonical::_dimx" ref="ab1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> |
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96 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ab1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> |
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97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
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98 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::StateCanonical::_dimy" ref="af3d83a4b39e05df9fb4246fd6ddc2a60" args="()" --> |
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99 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#af3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr> |
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100 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
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101 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::StateCanonical::_dimu" ref="aa238842025a0eaade26d5d79a0e9000e" args="()" --> |
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102 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr> |
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103 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
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104 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::StateCanonical::_A" ref="aae0dd610bf28f52c4c7acec87e39ed5e" args="() const" --> |
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105 | const mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const</td></tr> |
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106 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
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107 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::StateCanonical::_B" ref="a19cabf296793357c130778fe74df54a4" args="() const" --> |
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108 | const mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a19cabf296793357c130778fe74df54a4">_B</a> () const</td></tr> |
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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" align="right" valign="top"><a class="anchor" id="a5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::StateCanonical::_C" ref="a5731f429df4a70dc0d0d1e6ea8e35125" args="() const" --> |
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111 | const mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const</td></tr> |
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112 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
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113 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::StateCanonical::_D" ref="a286286acb308f9ee596cab9af503b252" args="() const" --> |
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114 | const mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a286286acb308f9ee596cab9af503b252">_D</a> () const</td></tr> |
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115 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
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116 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::StateCanonical::_Q" ref="a38a71e31f22f5459d10c3cbee1e4d977" args="() const" --> |
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117 | 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#a38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const</td></tr> |
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118 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
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119 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::StateCanonical::_R" ref="a69ddac45b7a4efbf83b2232d0d5595ba" args="() const" --> |
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120 | 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#a69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const</td></tr> |
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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 colspan="2"><h2>Protected Attributes</h2></td></tr> |
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123 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4e6a4771f9444f9b55ddc0b6e65cb5d1"></a><!-- doxytag: member="bdm::StateCanonical::th2A" ref="a4e6a4771f9444f9b55ddc0b6e65cb5d1" args="" --> |
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124 | <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#a4e6a4771f9444f9b55ddc0b6e65cb5d1">th2A</a></td></tr> |
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125 | <tr><td class="mdescLeft"> </td><td class="mdescRight">remember connection from theta ->A <br/></td></tr> |
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126 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab7c7aed9b66be7a24cc8ca43cea3123d"></a><!-- doxytag: member="bdm::StateCanonical::th2C" ref="ab7c7aed9b66be7a24cc8ca43cea3123d" args="" --> |
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127 | <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#ab7c7aed9b66be7a24cc8ca43cea3123d">th2C</a></td></tr> |
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128 | <tr><td class="mdescLeft"> </td><td class="mdescRight">remember connection from theta ->C <br/></td></tr> |
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129 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adf03b4d4c48d94f2f0510e086c651c89"></a><!-- doxytag: member="bdm::StateCanonical::th2D" ref="adf03b4d4c48d94f2f0510e086c651c89" args="" --> |
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130 | <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#adf03b4d4c48d94f2f0510e086c651c89">th2D</a></td></tr> |
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131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">remember connection from theta ->D <br/></td></tr> |
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132 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a770b84ff706d4888236096a96ef51730"></a><!-- doxytag: member="bdm::StateCanonical::A1row" ref="a770b84ff706d4888236096a96ef51730" args="" --> |
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133 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#a770b84ff706d4888236096a96ef51730">A1row</a></td></tr> |
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134 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached first row of A <br/></td></tr> |
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135 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a665df0310519066e7adbbd490baf157d"></a><!-- doxytag: member="bdm::StateCanonical::C1row" ref="a665df0310519066e7adbbd490baf157d" args="" --> |
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136 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#a665df0310519066e7adbbd490baf157d">C1row</a></td></tr> |
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137 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached first row of C <br/></td></tr> |
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138 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e890a7aee1e6c1d06074f6604609eb6"></a><!-- doxytag: member="bdm::StateCanonical::D1row" ref="a8e890a7aee1e6c1d06074f6604609eb6" args="" --> |
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139 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html#a8e890a7aee1e6c1d06074f6604609eb6">D1row</a></td></tr> |
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140 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cached first row of D <br/></td></tr> |
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141 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::StateCanonical::dimx" ref="ac3120f1c9cd7c3a0ba9944e4a2381f21" args="" --> |
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142 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr> |
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143 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rv.count() <br/></td></tr> |
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144 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::StateCanonical::dimy" ref="a3b784d85ca911866225a79193ae1441f" args="" --> |
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145 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f">dimy</a></td></tr> |
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146 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rvy.count() <br/></td></tr> |
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147 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::StateCanonical::dimu" ref="a95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" --> |
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148 | int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr> |
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149 | <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rvu.count() <br/></td></tr> |
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150 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::StateCanonical::A" ref="ade7d828a8d06cbbd5ac45afeaf9f0c7b" args="" --> |
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151 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ade7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr> |
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152 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix A. <br/></td></tr> |
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153 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::StateCanonical::B" ref="a0cdaa906550290b759a1584d02b3ca51" args="" --> |
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154 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a0cdaa906550290b759a1584d02b3ca51">B</a></td></tr> |
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155 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix B. <br/></td></tr> |
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156 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::StateCanonical::C" ref="ac7ec82d2200c956cff6dff559bd32ff9" args="" --> |
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157 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr> |
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158 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix C. <br/></td></tr> |
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159 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::StateCanonical::D" ref="ad5769a41b34eb518716120cf04dbc23f" args="" --> |
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160 | mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ad5769a41b34eb518716120cf04dbc23f">D</a></td></tr> |
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161 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix D. <br/></td></tr> |
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162 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::StateCanonical::Q" ref="a66248c83836424f1cd7c1b5b9a92cf1f" args="" --> |
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163 | <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr> |
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164 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix Q in square-root form. <br/></td></tr> |
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165 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::StateCanonical::R" ref="a11dd3493d62ec9329860386adb3e6084" args="" --> |
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166 | <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a11dd3493d62ec9329860386adb3e6084">R</a></td></tr> |
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167 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix R in square-root form. <br/></td></tr> |
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168 | </table> |
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169 | <hr/><a name="_details"></a><h2>Detailed Description</h2> |
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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> |
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171 | <p>The model is constructed as: </p> |
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172 | <p class="formulaDsp"> |
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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"/> |
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174 | </p> |
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175 | <p> For example, for: Using Frobenius form, see [].</p> |
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176 | <p>For easier use in the future, indeces theta_in_A and theta_in_C are set. TODO - explain </p> |
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177 | <hr/>The documentation for this class was generated from the following file:<ul> |
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178 | <li><a class="el" href="kalman_8h_source.html">kalman.h</a></li> |
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179 | </ul> |
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180 | </div> |
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181 | <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 22:40:43 2009 for mixpp by |
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182 | <a href="http://www.doxygen.org/index.html"> |
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183 | <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> |
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184 | </body> |
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185 | </html> |
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