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[590]3<title>mixpp: bdm::StateSpace&lt; sq_T &gt; Class Template Reference</title>
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66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1StateSpace.html">StateSpace</a>
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[651]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>
[590]75
[651]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>
[616]82
[651]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>
[590]85
[651]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="ae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::StateSpace::_A" ref="ae0dd610bf28f52c4c7acec87e39ed5e" args="() const " -->
103const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const </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="19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::StateSpace::_B" ref="19cabf296793357c130778fe74df54a4" args="() const " -->
107const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#19cabf296793357c130778fe74df54a4">_B</a> () const </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="5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::StateSpace::_C" ref="5731f429df4a70dc0d0d1e6ea8e35125" args="() const " -->
111const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const </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="286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::StateSpace::_D" ref="286286acb308f9ee596cab9af503b252" args="() const " -->
115const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#286286acb308f9ee596cab9af503b252">_D</a> () const </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="38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::StateSpace::_Q" ref="38a71e31f22f5459d10c3cbee1e4d977" args="() const " -->
119const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const </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="69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::StateSpace::_R" ref="69ddac45b7a4efbf83b2232d0d5595ba" args="() const " -->
123const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const </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>
[590]163</table>
[651]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_36.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_37.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>
[590]178</div>
[651]179<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:47 2009 for mixpp by&nbsp;
[590]180<a href="http://www.doxygen.org/index.html">
[651]181<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>
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