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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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  • doc/html/classEKFful__unQR.html

    r162 r171  
    6464 
    6565<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
    66 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="EKFful_unQR::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
    67 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
    68  
    69 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
    7066<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7bb76ea74c144ea0b36db99f94750b7b"></a><!-- doxytag: member="EKFful_unQR::set_est" ref="7bb76ea74c144ea0b36db99f94750b7b" args="(vec mu0, mat P0)" --> 
    7167void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#7bb76ea74c144ea0b36db99f94750b7b">set_est</a> (vec mu0, mat P0)</td></tr> 
    7268 
    7369<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr> 
    74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4080d68f79dade36ccf547d57e64bdc2"></a><!-- doxytag: member="EKFful_unQR::_epdf" ref="4080d68f79dade36ccf547d57e64bdc2" args="()" --> 
    75 <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#4080d68f79dade36ccf547d57e64bdc2">_epdf</a> ()</td></tr> 
     70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="170a748ad944bdebb0b3073463876abe"></a><!-- doxytag: member="EKFful_unQR::_epdf" ref="170a748ad944bdebb0b3073463876abe" args="() const " --> 
     71const <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfull.html#170a748ad944bdebb0b3073463876abe">_epdf</a> () const </td></tr> 
    7672 
    7773<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr> 
     74<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="EKFful_unQR::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &amp;Dt)" --> 
     75virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &amp;Dt)</td></tr> 
     76 
     77<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     78<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> 
     79 
    7880<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKFful_unQR::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " --> 
    7981const <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> 
     
    8486 
    8587<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="EKFful_unQR::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" --> 
     89void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr> 
     90 
     91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     92<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> 
     93 
    8694<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fa60348b2da6b4208bb95b8d146900a"></a><!-- doxytag: member="EKFful_unQR::_rvc" ref="3fa60348b2da6b4208bb95b8d146900a" args="() const " --> 
    8795const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">_rvc</a> () const </td></tr> 
     
    146154bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
    147155 
    148 <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> 
     156<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> 
    149157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKFful_unQR::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 
    150158double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 
     
    166174</table> 
    167175<hr><a name="_details"></a><h2>Detailed Description</h2> 
    168 Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. <hr>The documentation for this class was generated from the following file:<ul> 
     176Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. <hr><h2>Member Function Documentation</h2> 
     177<a class="anchor" name="8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="EKFful_unQR::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &amp;dt) const " --> 
     178<div class="memitem"> 
     179<div class="memproto"> 
     180      <table class="memname"> 
     181        <tr> 
     182          <td class="memname">virtual double BM::logpred           </td> 
     183          <td>(</td> 
     184          <td class="paramtype">const vec &amp;&nbsp;</td> 
     185          <td class="paramname"> <em>dt</em>          </td> 
     186          <td>&nbsp;)&nbsp;</td> 
     187          <td> const<code> [inline, virtual, inherited]</code></td> 
     188        </tr> 
     189      </table> 
     190</div> 
     191<div class="memdoc"> 
     192 
     193<p> 
     194Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
     195<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> 
     196 
     197</div> 
     198</div><p> 
     199<a class="anchor" name="eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="EKFful_unQR::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" --> 
     200<div class="memitem"> 
     201<div class="memproto"> 
     202      <table class="memname"> 
     203        <tr> 
     204          <td class="memname">virtual <a class="el" href="classBM.html">BM</a>* BM::_copy_           </td> 
     205          <td>(</td> 
     206          <td class="paramtype">bool&nbsp;</td> 
     207          <td class="paramname"> <em>changerv</em> = <code>false</code>          </td> 
     208          <td>&nbsp;)&nbsp;</td> 
     209          <td><code> [inline, virtual, inherited]</code></td> 
     210        </tr> 
     211      </table> 
     212</div> 
     213<div class="memdoc"> 
     214 
     215<p> 
     216Copy 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; }  
     217<p>Reimplemented in <a class="el" href="classARX.html#d2751057811c6fb8f4ff86e1648bcddc">ARX</a>.</p> 
     218 
     219<p>Referenced by <a class="el" href="mixef_8cpp-source.html#l00007">MixEF::MixEF()</a>.</p> 
     220 
     221</div> 
     222</div><p> 
     223<hr>The documentation for this class was generated from the following file:<ul> 
    169224<li>work/git/mixpp/bdm/estim/<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a></ul> 
    170225</div> 
    171 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Sep 4 19:28:09 2008 for mixpp by&nbsp; 
     226<hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:51 2008 for mixpp by&nbsp; 
    172227<a href="http://www.doxygen.org/index.html"> 
    173228<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>