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[590]5<title>mixpp: bdm::StateSpace&lt; sq_T &gt; Class Template Reference</title>
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69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1StateSpace.html">StateSpace</a>
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[591]73<h1>bdm::StateSpace&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::StateSpace" -->
74<p>Basic elements of linear state-space model. 
75<a href="#_details">More...</a></p>
[590]76
[591]77<p><code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code></p>
[590]78
[591]79<p><a href="classbdm_1_1StateSpace-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="a7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::StateSpace::set_parameters" ref="a7a053883a11a93a979c28c3e6792ce20" 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)" -->
83void&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>
84<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa49922a3db65a333d24feceb68164bcd"></a><!-- doxytag: member="bdm::StateSpace::validate" ref="aa49922a3db65a333d24feceb68164bcd" args="()" -->
[590]85void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr>
[591]86<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a02470085bbf3c41fe8e36544813eecbd"></a><!-- doxytag: member="bdm::StateSpace::from_setting" ref="a02470085bbf3c41fe8e36544813eecbd" args="(const Setting &amp;set)" -->
87void&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>
88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">not virtual in this case <br/></td></tr>
89<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::StateSpace::_dimx" ref="ab1972e00d9b9dd22a0f983c7cb0b8b40" args="()" -->
90int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ab1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr>
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
92<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::StateSpace::_dimy" ref="af3d83a4b39e05df9fb4246fd6ddc2a60" args="()" -->
93int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#af3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr>
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
95<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::StateSpace::_dimu" ref="aa238842025a0eaade26d5d79a0e9000e" args="()" -->
96int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr>
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
[608]98<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::StateSpace::_A" ref="aae0dd610bf28f52c4c7acec87e39ed5e" args="() const " -->
99const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const </td></tr>
[591]100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
[608]101<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::StateSpace::_B" ref="a19cabf296793357c130778fe74df54a4" args="() const " -->
102const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a19cabf296793357c130778fe74df54a4">_B</a> () const </td></tr>
[591]103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
[608]104<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::StateSpace::_C" ref="a5731f429df4a70dc0d0d1e6ea8e35125" args="() const " -->
105const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const </td></tr>
[591]106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
[608]107<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::StateSpace::_D" ref="a286286acb308f9ee596cab9af503b252" args="() const " -->
108const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a286286acb308f9ee596cab9af503b252">_D</a> () const </td></tr>
[591]109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
[608]110<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::StateSpace::_Q" ref="a38a71e31f22f5459d10c3cbee1e4d977" args="() const " -->
111const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const </td></tr>
[591]112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
[608]113<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::StateSpace::_R" ref="a69ddac45b7a4efbf83b2232d0d5595ba" args="() const " -->
114const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const </td></tr>
[591]115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr>
116<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
117<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::StateSpace::dimx" ref="ac3120f1c9cd7c3a0ba9944e4a2381f21" args="" -->
118int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr>
119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br/></td></tr>
120<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::StateSpace::dimy" ref="a3b784d85ca911866225a79193ae1441f" args="" -->
121int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f">dimy</a></td></tr>
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br/></td></tr>
123<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::StateSpace::dimu" ref="a95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" -->
124int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr>
125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br/></td></tr>
126<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::StateSpace::A" ref="ade7d828a8d06cbbd5ac45afeaf9f0c7b" args="" -->
127mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ade7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr>
128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br/></td></tr>
129<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::StateSpace::B" ref="a0cdaa906550290b759a1584d02b3ca51" args="" -->
130mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a0cdaa906550290b759a1584d02b3ca51">B</a></td></tr>
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br/></td></tr>
132<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::StateSpace::C" ref="ac7ec82d2200c956cff6dff559bd32ff9" args="" -->
133mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr>
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br/></td></tr>
135<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::StateSpace::D" ref="ad5769a41b34eb518716120cf04dbc23f" args="" -->
136mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ad5769a41b34eb518716120cf04dbc23f">D</a></td></tr>
137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br/></td></tr>
138<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::StateSpace::Q" ref="a66248c83836424f1cd7c1b5b9a92cf1f" args="" -->
139sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr>
140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br/></td></tr>
141<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::StateSpace::R" ref="a11dd3493d62ec9329860386adb3e6084" args="" -->
142sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a11dd3493d62ec9329860386adb3e6084">R</a></td></tr>
143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br/></td></tr>
[590]144</table>
[591]145<hr/><a name="_details"></a><h2>Detailed Description</h2>
146<h3>template&lt;class sq_T&gt;<br/>
[590]147 class bdm::StateSpace&lt; sq_T &gt;</h3>
148
[591]149<p>Basic elements of linear state-space model. </p>
150<p>Parameter evolution model:</p>
151<p class="formulaDsp">
[608]152<img class="formulaDsp" alt="\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]" src="form_36.png"/>
[591]153</p>
154<p> Observation model: </p>
155<p class="formulaDsp">
[608]156<img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_37.png"/>
[591]157</p>
158<p> Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. </p>
159<hr/>The documentation for this class was generated from the following file:<ul>
160<li><a class="el" href="kalman_8h_source.html">kalman.h</a></li>
161</ul>
[590]162</div>
[608]163<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by&nbsp;
[590]164<a href="http://www.doxygen.org/index.html">
[591]165<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
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