Changeset 140 for doc/latex/classKalmanCh.tex
- Timestamp:
- 08/18/08 14:28:04 (16 years ago)
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- 1 modified
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doc/latex/classKalmanCh.tex (modified) (2 diffs)
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doc/latex/classKalmanCh.tex
r91 r140 132 132 \index{KalmanCh@{KalmanCh}!bayes@{bayes}} 133 133 \index{bayes@{bayes}!KalmanCh@{KalmanCh}} 134 \subsubsection {\setlength{\rightskip}{0pt plus 5cm}void KalmanCh::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt [virtual]}}\label{classKalmanCh_cca758192846940409822b9bd778d4e1}134 \subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void KalmanCh::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt [virtual]}}\label{classKalmanCh_cca758192846940409822b9bd778d4e1} 135 135 136 136 … … 139 139 The following equality hold::\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' & P_{t|t-1}^{0.5}CA'\\ & Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} & KA'\\ & P_{t+1|t}^{0.5}\\ \\\end{array}\right]\] 140 140 141 Thus this obje vt evaluates only predictors! Not filtering densities.141 Thus this object evaluates only predictors! Not filtering densities. 142 142 143 143 Reimplemented from {\bf Kalman$<$ chmat $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}.
