root/library/doc/html/classbdm_1_1StateSpace.html @ 590

Revision 590, 13.6 kB (checked in by smidl, 15 years ago)

doc

RevLine 
[590]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: bdm::StateSpace&lt; sq_T &gt; Class Template Reference</title>
4<link href="tabs.css" rel="stylesheet" type="text/css">
5<link href="doxygen.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.8 -->
8<script type="text/javascript">
9<!--
10function changeDisplayState (e){
11  var num=this.id.replace(/[^[0-9]/g,'');
12  var button=this.firstChild;
13  var sectionDiv=document.getElementById('dynsection'+num);
14  if (sectionDiv.style.display=='none'||sectionDiv.style.display==''){
15    sectionDiv.style.display='block';
16    button.src='open.gif';
17  }else{
18    sectionDiv.style.display='none';
19    button.src='closed.gif';
20  }
21}
22function initDynSections(){
23  var divs=document.getElementsByTagName('div');
24  var sectionCounter=1;
25  for(var i=0;i<divs.length-1;i++){
26    if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){
27      var header=divs[i];
28      var section=divs[i+1];
29      var button=header.firstChild;
30      if (button!='IMG'){
31        divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild);
32        button=document.createElement('img');
33        divs[i].insertBefore(button,divs[i].firstChild);
34      }
35      header.style.cursor='pointer';
36      header.onclick=changeDisplayState;
37      header.id='dynheader'+sectionCounter;
38      button.src='closed.gif';
39      section.id='dynsection'+sectionCounter;
40      section.style.display='none';
41      section.style.marginLeft='14px';
42      sectionCounter++;
43    }
44  }
45}
46window.onload = initDynSections;
47-->
48</script>
49<div class="navigation" id="top">
50  <div class="tabs">
51    <ul>
52      <li><a href="main.html"><span>Main&nbsp;Page</span></a></li>
53      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
54      <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
55      <li><a href="files.html"><span>Files</span></a></li>
56    </ul>
57  </div>
58  <div class="tabs">
59    <ul>
60      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
61      <li><a href="classes.html"><span>Class&nbsp;Index</span></a></li>
62      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
63      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
64    </ul>
65  </div>
66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1StateSpace.html">StateSpace</a>
67  </div>
68</div>
69<div class="contents">
70<h1>bdm::StateSpace&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::StateSpace" -->Basic elements of linear state-space model. 
71<a href="#_details">More...</a>
72<p>
73<code>#include &lt;<a class="el" href="kalman_8h-source.html">kalman.h</a>&gt;</code>
74<p>
75
76<p>
77<a href="classbdm_1_1StateSpace-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
78<tr><td></td></tr>
79<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::StateSpace::set_parameters" ref="7a053883a11a93a979c28c3e6792ce20" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;Q0, const sq_T &amp;R0)" -->
81void&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 sq_T &amp;Q0, const sq_T &amp;R0)</td></tr>
82
83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a49922a3db65a333d24feceb68164bcd"></a><!-- doxytag: member="bdm::StateSpace::validate" ref="a49922a3db65a333d24feceb68164bcd" args="()" -->
84void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr>
85
86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="02470085bbf3c41fe8e36544813eecbd"></a><!-- doxytag: member="bdm::StateSpace::from_setting" ref="02470085bbf3c41fe8e36544813eecbd" args="(const Setting &amp;set)" -->
87void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#02470085bbf3c41fe8e36544813eecbd">from_setting</a> (const Setting &amp;set)</td></tr>
88
89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">not virtual in this case <br></td></tr>
90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::StateSpace::_dimx" ref="b1972e00d9b9dd22a0f983c7cb0b8b40" args="()" -->
91int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#b1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr>
92
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::StateSpace::_dimy" ref="f3d83a4b39e05df9fb4246fd6ddc2a60" args="()" -->
95int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#f3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr>
96
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::StateSpace::_dimu" ref="a238842025a0eaade26d5d79a0e9000e" args="()" -->
99int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr>
100
101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a70f6c8ab37f955f408361150e13c47b"></a><!-- doxytag: member="bdm::StateSpace::_A" ref="a70f6c8ab37f955f408361150e13c47b" args="()" -->
103mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a70f6c8ab37f955f408361150e13c47b">_A</a> ()</td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4272982f976ea9d0ea7c9b7182ed7e3c"></a><!-- doxytag: member="bdm::StateSpace::_B" ref="4272982f976ea9d0ea7c9b7182ed7e3c" args="()" -->
107mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#4272982f976ea9d0ea7c9b7182ed7e3c">_B</a> ()</td></tr>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec4c0923e2b5d0c3e5dfe119ffee511e"></a><!-- doxytag: member="bdm::StateSpace::_C" ref="ec4c0923e2b5d0c3e5dfe119ffee511e" args="()" -->
111mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ec4c0923e2b5d0c3e5dfe119ffee511e">_C</a> ()</td></tr>
112
113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e0757fcc5e0ebaf0bd95f522bf405f06"></a><!-- doxytag: member="bdm::StateSpace::_D" ref="e0757fcc5e0ebaf0bd95f522bf405f06" args="()" -->
115mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#e0757fcc5e0ebaf0bd95f522bf405f06">_D</a> ()</td></tr>
116
117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c908775f27db8d869b93078862a4934"></a><!-- doxytag: member="bdm::StateSpace::_Q" ref="4c908775f27db8d869b93078862a4934" args="()" -->
119sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#4c908775f27db8d869b93078862a4934">_Q</a> ()</td></tr>
120
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c94418779eb70f6199fa3467c45f316"></a><!-- doxytag: member="bdm::StateSpace::_R" ref="8c94418779eb70f6199fa3467c45f316" args="()" -->
123sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#8c94418779eb70f6199fa3467c45f316">_R</a> ()</td></tr>
124
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
126<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::StateSpace::dimx" ref="c3120f1c9cd7c3a0ba9944e4a2381f21" args="" -->
128int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr>
129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr>
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::StateSpace::dimy" ref="3b784d85ca911866225a79193ae1441f" args="" -->
132int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f">dimy</a></td></tr>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr>
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::StateSpace::dimu" ref="95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" -->
136int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr>
137
138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr>
139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::StateSpace::A" ref="de7d828a8d06cbbd5ac45afeaf9f0c7b" args="" -->
140mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#de7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr>
141
142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr>
143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::StateSpace::B" ref="0cdaa906550290b759a1584d02b3ca51" args="" -->
144mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#0cdaa906550290b759a1584d02b3ca51">B</a></td></tr>
145
146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr>
147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::StateSpace::C" ref="c7ec82d2200c956cff6dff559bd32ff9" args="" -->
148mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr>
149
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr>
151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::StateSpace::D" ref="d5769a41b34eb518716120cf04dbc23f" args="" -->
152mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#d5769a41b34eb518716120cf04dbc23f">D</a></td></tr>
153
154<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr>
155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::StateSpace::Q" ref="66248c83836424f1cd7c1b5b9a92cf1f" args="" -->
156sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr>
157
158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr>
159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::StateSpace::R" ref="11dd3493d62ec9329860386adb3e6084" args="" -->
160sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#11dd3493d62ec9329860386adb3e6084">R</a></td></tr>
161
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr>
163</table>
164<hr><a name="_details"></a><h2>Detailed Description</h2>
165<h3>template&lt;class sq_T&gt;<br>
166 class bdm::StateSpace&lt; sq_T &gt;</h3>
167
168Basic elements of linear state-space model.
169<p>
170Parameter evolution model:<p class="formulaDsp">
171<img class="formulaDsp" alt="\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]" src="form_29.png">
172<p>
173 Observation model: <p class="formulaDsp">
174<img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_30.png">
175<p>
176 Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. <hr>The documentation for this class was generated from the following file:<ul>
177<li><a class="el" href="kalman_8h-source.html">kalman.h</a></ul>
178</div>
179<hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 29 20:49:46 2009 for mixpp by&nbsp;
180<a href="http://www.doxygen.org/index.html">
181<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
182</body>
183</html>
Note: See TracBrowser for help on using the browser.