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67<h1>kalman.h File Reference</h1>Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. 
68<a href="#_details">More...</a>
69<p>
70<code>#include &quot;../math/functions.h&quot;</code><br>
71<code>#include &quot;<a class="el" href="exp__family_8h-source.html">../stat/exp_family.h</a>&quot;</code><br>
72<code>#include &quot;<a class="el" href="chmat_8h-source.html">../math/chmat.h</a>&quot;</code><br>
[398]73<code>#include &quot;<a class="el" href="user__info_8h-source.html">../base/user_info.h</a>&quot;</code><br>
[397]74
75<p>
76<a href="kalman_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0">
77<tr><td></td></tr>
78<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
79<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html">bdm::KalmanFull</a></td></tr>
80
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Basic <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon!  <a href="classbdm_1_1KalmanFull.html#_details">More...</a><br></td></tr>
82<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html">bdm::Kalman&lt; sq_T &gt;</a></td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form.  <a href="classbdm_1_1Kalman.html#_details">More...</a><br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html">bdm::KalmanCh</a></td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form.  <a href="classbdm_1_1KalmanCh.html#_details">More...</a><br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html">bdm::EKFfull</a></td></tr>
89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices.  <a href="classbdm_1_1EKFfull.html#_details">More...</a><br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKF.html">bdm::EKF&lt; sq_T &gt;</a></td></tr>
92
93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter.  <a href="classbdm_1_1EKF.html#_details">More...</a><br></td></tr>
94<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html">bdm::EKFCh</a></td></tr>
95
96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in Square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a>.  <a href="classbdm_1_1EKFCh.html#_details">More...</a><br></td></tr>
97<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondQR.html">bdm::KFcondQR</a></td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q.  <a href="classbdm_1_1KFcondQR.html#_details">More...</a><br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KFcondR.html">bdm::KFcondR</a></td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q.  <a href="classbdm_1_1KFcondR.html#_details">More...</a><br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html">bdm::MultiModel</a></td></tr>
104
105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness).  <a href="classbdm_1_1MultiModel.html#_details">More...</a><br></td></tr>
106<tr><td colspan="2"><br><h2>Functions</h2></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea9e7d50fdc217be77cd6b964ff0f1c6"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="ea9e7d50fdc217be77cd6b964ff0f1c6" args="(EKFCh)" -->
108&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (EKFCh)</td></tr>
109
110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="84ed423eb4acd7f88d162a6f38a52c52"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="84ed423eb4acd7f88d162a6f38a52c52" args="(MultiModel)" -->
111&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (MultiModel)</td></tr>
112
113</table>
114<hr><a name="_details"></a><h2>Detailed Description</h2>
115Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.
116<p>
117<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl>
118----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p>
119Using IT++ for numerical operations ----------------------------------- </div>
[401]120<hr size="1"><address style="text-align: right;"><small>Generated on Wed Jul 1 13:05:56 2009 for mixpp by&nbsp;
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