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09/24/08 13:08:07 (16 years ago)
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smidl
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New documentation

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    r162 r171  
    6868 
    6969<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr> 
    70 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="EKFCh::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
    71 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
    72  
    73 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
    74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a213c57aef55b2645e550bed81cfc0d4"></a><!-- doxytag: member="EKFCh::_epdf" ref="a213c57aef55b2645e550bed81cfc0d4" args="()" --> 
    75 <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">_epdf</a> ()</td></tr> 
     70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67cccaf1c4dcdcd1df110e15ef326bfe"></a><!-- doxytag: member="EKFCh::_epdf" ref="67cccaf1c4dcdcd1df110e15ef326bfe" args="() const " --> 
     71const <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#67cccaf1c4dcdcd1df110e15ef326bfe">_epdf</a> () const </td></tr> 
    7672 
    7773<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     
    8480 
    8581<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     82<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="EKFCh::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" --> 
     83virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr> 
     84 
     85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     86<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a> (const vec &amp;dt) const </td></tr> 
     87 
    8688<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKFCh::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " --> 
    8789const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr> 
     
    9294 
    9395<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="EKFCh::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" --> 
     97void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr> 
     98 
     99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     100<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classBM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_</a> (bool changerv=false)</td></tr> 
     101 
    94102<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    95103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="94ee9da75b0e0f632e4a354988ca3798"></a><!-- doxytag: member="EKFCh::preA" ref="94ee9da75b0e0f632e4a354988ca3798" args="" --> 
     
    184192bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
    185193 
    186 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 
     194<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr> 
    187195</table> 
    188196<hr><a name="_details"></a><h2>Detailed Description</h2> 
    189197Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in Square root.  
    190198<p> 
    191 An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr>The documentation for this class was generated from the following files:<ul> 
     199An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr><h2>Member Function Documentation</h2> 
     200<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="EKFCh::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " --> 
     201<div class="memitem"> 
     202<div class="memproto"> 
     203      <table class="memname"> 
     204        <tr> 
     205          <td class="memname">virtual double BM::logpred           </td> 
     206          <td>(</td> 
     207          <td class="paramtype">const vec &amp;&nbsp;</td> 
     208          <td class="paramname"> <em>dt</em>          </td> 
     209          <td>&nbsp;)&nbsp;</td> 
     210          <td> const<code> [inline, virtual, inherited]</code></td> 
     211        </tr> 
     212      </table> 
     213</div> 
     214<div class="memdoc"> 
     215 
     216<p> 
     217Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
     218<p>Reimplemented in <a class="el" href="classARX.html#e7f9e7823aec9bf7ddc3b42d9b3304c4">ARX</a>, <a class="el" href="classMixEF.html#424ca64f36d4e41de7a7e7ae921d35ea">MixEF</a>, and <a class="el" href="classmultiBM.html#13e26a61757278981fd8cac9a7ef91eb">multiBM</a>.</p> 
     219 
     220</div> 
     221</div><p> 
     222<a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="EKFCh::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" --> 
     223<div class="memitem"> 
     224<div class="memproto"> 
     225      <table class="memname"> 
     226        <tr> 
     227          <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td> 
     228          <td>(</td> 
     229          <td class="paramtype">bool&nbsp;</td> 
     230          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td> 
     231          <td>&nbsp;)&nbsp;</td> 
     232          <td><code> [inline, virtual, inherited]</code></td> 
     233        </tr> 
     234      </table> 
     235</div> 
     236<div class="memdoc"> 
     237 
     238<p> 
     239Copy function required in vectors, Arrays of <a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: BM* <a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_()</a>{<a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; }  
     240<p>Reimplemented in <a class="el" href="classARX.html#d2751057811c6fb8f4ff86e1648bcddc">ARX</a>.</p> 
     241 
     242<p>Referenced by <a class="el" href="mixef_8cpp-source.html#l00007">MixEF::MixEF()</a>.</p> 
     243 
     244</div> 
     245</div><p> 
     246<hr>The documentation for this class was generated from the following files:<ul> 
    192247<li>work/git/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a><li>work/git/mixpp/bdm/estim/libKF.cpp</ul> 
    193248</div> 
    194 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Sep 4 19:28:08 2008 for mixpp by&nbsp; 
     249<hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:51 2008 for mixpp by&nbsp; 
    195250<a href="http://www.doxygen.org/index.html"> 
    196251<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>