Changeset 171 for doc/html/libKF_8h-source.html
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- 09/24/08 13:08:07 (16 years ago)
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doc/html/libKF_8h-source.html (modified) (5 diffs)
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doc/html/libKF_8h-source.html
r162 r171 85 85 <a name="l00119"></a>00119 86 86 <a name="l00121"></a>00121 <span class="keywordtype">void</span> <a class="code" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a> ( <span class="keyword">const</span> vec &dt ); 87 <a name="l00123"></a><a class="code" href="classKalman.html# a213c57aef55b2645e550bed81cfc0d4">00123</a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>& <a class="code" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4" title="access function">_epdf</a>(){<span class="keywordflow">return</span> <a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>;}87 <a name="l00123"></a><a class="code" href="classKalman.html#67cccaf1c4dcdcd1df110e15ef326bfe">00123</a> <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>& <a class="code" href="classKalman.html#67cccaf1c4dcdcd1df110e15ef326bfe" title="access function">_epdf</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>;} 88 88 <a name="l00125"></a><a class="code" href="classKalman.html#980fcd41c6c548c5da7b8b67c8e6da79">00125</a> mat& <a class="code" href="classKalman.html#980fcd41c6c548c5da7b8b67c8e6da79" title="access function">__K</a>() {<span class="keywordflow">return</span> <a class="code" href="classKalman.html#d422f51467c7a06174af2476d2826132" title="placeholder for Kalman gain">_K</a>;} 89 89 <a name="l00127"></a><a class="code" href="classKalman.html#ac9540f3850b74d89a5fe4db6fc358ce">00127</a> vec <a class="code" href="classKalman.html#ac9540f3850b74d89a5fe4db6fc358ce" title="access function">_dP</a>() {<span class="keywordflow">return</span> <a class="code" href="classKalman.html#9fb808cc94a4c2652e1fb93be9bb7dcf" title="cache of est.R">_P</a>->getD();} … … 117 117 <a name="l00184"></a>00184 <span class="keywordtype">void</span> <a class="code" href="classEKFfull.html#8ca46f177e395fa714bbd8bd29ea43e0" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a> ( <span class="keyword">const</span> vec &dt ); 118 118 <a name="l00186"></a><a class="code" href="classEKFfull.html#7bb76ea74c144ea0b36db99f94750b7b">00186</a> <span class="keywordtype">void</span> <a class="code" href="classEKFfull.html#7bb76ea74c144ea0b36db99f94750b7b" title="set estimates">set_est</a> (vec mu0, mat P0){<a class="code" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a" title="Mean value of the posterior density.">mu</a>=mu0;<a class="code" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc" title="Variance of the posterior density.">P</a>=P0;}; 119 <a name="l00188"></a><a class="code" href="classEKFfull.html# 4080d68f79dade36ccf547d57e64bdc2">00188</a> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>& <a class="code" href="classEKFfull.html#4080d68f79dade36ccf547d57e64bdc2" title="dummy!">_epdf</a>(){<span class="keywordflow">return</span> E;};119 <a name="l00188"></a><a class="code" href="classEKFfull.html#170a748ad944bdebb0b3073463876abe">00188</a> <span class="keyword">const</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>& <a class="code" href="classEKFfull.html#170a748ad944bdebb0b3073463876abe" title="dummy!">_epdf</a>()<span class="keyword">const</span>{<span class="keywordflow">return</span> E;}; 120 120 <a name="l00189"></a>00189 }; 121 121 <a name="l00190"></a>00190 … … 281 281 <a name="l00382"></a>00382 ( <a class="code" href="classKalman.html#45c9f928d2d62e0c884900fb3380f904" title="cache of fy.R">_Ry</a> ) +=<a class="code" href="classKalman.html#11d171dc0e0ab111c56a70f98b97b3ec" title="Matrix R in square-root form.">R</a>; 282 282 <a name="l00383"></a>00383 283 <a name="l00384"></a>00384 mat Pfull = <a class="code" href="classKalman.html#9fb808cc94a4c2652e1fb93be9bb7dcf" title="cache of est.R">_P</a>.<a class="code" href="classfsqmat.html# cedf4f048309056f4262c930914dfda8" title="Conversion to full matrix.">to_mat</a>();283 <a name="l00384"></a>00384 mat Pfull = <a class="code" href="classKalman.html#9fb808cc94a4c2652e1fb93be9bb7dcf" title="cache of est.R">_P</a>.<a class="code" href="classfsqmat.html#f54fc955e8e3b43d15afa92124bc24b3" title="Conversion to full matrix.">to_mat</a>(); 284 284 <a name="l00385"></a>00385 285 285 <a name="l00386"></a>00386 <a class="code" href="classKalman.html#45c9f928d2d62e0c884900fb3380f904" title="cache of fy.R">_Ry</a>.<a class="code" href="classfsqmat.html#9fa853e1ca28f2a1a1c43377e798ecb1" title="Matrix inversion preserving the chosen form.">inv</a> ( iRy ); <span class="comment">// result is in _iRy;</span> … … 292 292 <a name="l00393"></a>00393 ( <a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a> ) += <a class="code" href="classKalman.html#d422f51467c7a06174af2476d2826132" title="placeholder for Kalman gain">_K</a>* ( y-<a class="code" href="classKalman.html#764bbc95238eda11fc81c5ebd0b1dcfd" title="cache of fy.mu">_yp</a> ); 293 293 <a name="l00394"></a>00394 294 <a name="l00395"></a>00395 <span class="keywordflow">if</span> ( <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>==<span class="keyword">true</span> ) {<a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+=<a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a>.<a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401" title=" Compute log-probability of argument val.">evalpdflog</a> ( y );}294 <a name="l00395"></a>00395 <span class="keywordflow">if</span> ( <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>==<span class="keyword">true</span> ) {<a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>+=<a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a>.<a class="code" href="classenorm.html#609a7c33dbb4fdfab050f3bdd1122401" title="Evaluate normalized log-probability.">evalpdflog</a> ( y );} 295 295 <a name="l00396"></a>00396 }; 296 296 <a name="l00397"></a>00397 … … 300 300 <a name="l00401"></a>00401 301 301 </pre></div></div> 302 <hr size="1"><address style="text-align: right;"><small>Generated on T hu Sep 4 19:28:002008 for mixpp by 302 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Sep 23 16:00:45 2008 for mixpp by 303 303 <a href="http://www.doxygen.org/index.html"> 304 304 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
