\section{work/mixpp/bdm/estim/libKF.h File Reference}
\label{libKF_8h}\index{work/mixpp/bdm/estim/libKF.h@{work/mixpp/bdm/estim/libKF.h}}
Bayesian Filtering for linear Gaussian models (\doxyref{Kalman}{p.}{classKalman} Filter) and extensions. 

{\tt \#include $<$itpp/itbase.h$>$}\par
{\tt \#include \char`\"{}../stat/libFN.h\char`\"{}}\par
{\tt \#include \char`\"{}../stat/libEF.h\char`\"{}}\par
{\tt \#include \char`\"{}../math/chmat.h\char`\"{}}\par


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This graph shows which files directly or indirectly include this file:\nopagebreak
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\subsection*{Classes}
\begin{CompactItemize}
\item 
class {\bf KalmanFull}
\begin{CompactList}\small\item\em Basic \doxyref{Kalman}{p.}{classKalman} filter with full matrices (education purpose only)! Will be deleted soon! \item\end{CompactList}\item 
class {\bf Kalman$<$ sq\_\-T $>$}
\begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form. \item\end{CompactList}\item 
class {\bf KalmanCh}
\begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} filter in square root form. \item\end{CompactList}\item 
class {\bf EKFfull}
\begin{CompactList}\small\item\em Extended \doxyref{Kalman}{p.}{classKalman} Filter in full matrices. \item\end{CompactList}\item 
class {\bf EKF$<$ sq\_\-T $>$}
\begin{CompactList}\small\item\em Extended \doxyref{Kalman}{p.}{classKalman} Filter. \item\end{CompactList}\item 
class {\bf EKFCh}
\begin{CompactList}\small\item\em Extended \doxyref{Kalman}{p.}{classKalman} Filter in Square root. \item\end{CompactList}\item 
class {\bf KFcondQR}
\begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} Filter with conditional diagonal matrices R and Q. \item\end{CompactList}\item 
class {\bf KFcondR}
\begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} Filter with conditional diagonal matrices R and Q. \item\end{CompactList}\end{CompactItemize}


\subsection{Detailed Description}
Bayesian Filtering for linear Gaussian models (\doxyref{Kalman}{p.}{classKalman} Filter) and extensions. 

\begin{Desc}
\item[Author:]Vaclav Smidl.\end{Desc}
----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations ----------------------------------- 