bdm::StateSpace< sq_T > Class Template Reference

Basic elements of linear state-space model. More...

#include <kalman.h>

List of all members.

Public Member Functions
void	set_parameters (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const sq_T &Q0, const sq_T &R0)
void	validate ()
void	from_setting (const Setting &set)
	not virtual in this case
int	_dimx ()
	access function
int	_dimy ()
	access function
int	_dimu ()
	access function
const mat &	_A () const
	access function
const mat &	_B () const
	access function
const mat &	_C () const
	access function
const mat &	_D () const
	access function
const sq_T &	_Q () const
	access function
const sq_T &	_R () const
	access function
Protected Attributes
int	dimx
	cache of rv.count()
int	dimy
	cache of rvy.count()
int	dimu
	cache of rvu.count()
mat	A
	Matrix A.
mat	B
	Matrix B.
mat	C
	Matrix C.
mat	D
	Matrix D.
sq_T	Q
	Matrix Q in square-root form.
sq_T	R
	Matrix R in square-root form.

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Detailed Description

template<class sq_T>
class bdm::StateSpace< sq_T >

Basic elements of linear state-space model.

Parameter evolution model:

Observation model:

Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances.

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The documentation for this class was generated from the following file:

• kalman.h