# work/mixpp/bdm/estim/arx.h File Reference

Bayesian Filtering for generalized autoregressive (ARX) model. More...

`#include <itpp/itbase.h>`
`#include "../stat/libFN.h"`
`#include "../stat/libEF.h"`

Include dependency graph for arx.h:

Go to the source code of this file.

## Classes
class | ARX
| Linear Autoregressive model with Gaussian noise. More...

## Detailed Description

Bayesian Filtering for generalized autoregressive (ARX) model.

Author:
  Vaclav Smidl.

----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

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