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09/24/08 13:31:03 (16 years ago)
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  • doc/latex/classEKF__unQ.tex

    r145 r172  
     1\hypertarget{classEKF__unQ}{ 
    12\section{EKF\_\-unQ Class Reference} 
    23\label{classEKF__unQ}\index{EKF\_\-unQ@{EKF\_\-unQ}} 
    3 Extended \doxyref{Kalman}{p.}{classKalman} filter with unknown {\tt Q}.   
     4} 
     5Extended \hyperlink{classKalman}{Kalman} filter with unknown {\tt Q}.   
    46 
    57 
    … …  
    2123\begin{CompactItemize} 
    2224\item  
    23 {\bf EKF\_\-unQ} ({\bf RV} rx, {\bf RV} ry, {\bf RV} ru, {\bf RV} rQ)\label{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244} 
     25\hypertarget{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244}{ 
     26\hyperlink{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244}{EKF\_\-unQ} (\hyperlink{classRV}{RV} rx, \hyperlink{classRV}{RV} ry, \hyperlink{classRV}{RV} ru, \hyperlink{classRV}{RV} rQ)} 
     27\label{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244} 
    2428 
    2529\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    26 void {\bf condition} (const vec \&Q0)\label{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99} 
     30\hypertarget{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99}{ 
     31void \hyperlink{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99}{condition} (const vec \&Q0)} 
     32\label{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99} 
    2733 
    2834\begin{CompactList}\small\item\em Substitute {\tt val} for {\tt rvc}. \item\end{CompactList}\item  
    29 {\bf EKF\_\-unQ} ({\bf RV} rx, {\bf RV} ry, {\bf RV} ru, {\bf RV} rQ)\label{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244} 
     35\hypertarget{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244}{ 
     36\hyperlink{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244}{EKF\_\-unQ} (\hyperlink{classRV}{RV} rx, \hyperlink{classRV}{RV} ry, \hyperlink{classRV}{RV} ru, \hyperlink{classRV}{RV} rQ)} 
     37\label{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244} 
    3038 
    3139\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    32 void {\bf condition} (const vec \&Q0)\label{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99} 
     40\hypertarget{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99}{ 
     41void \hyperlink{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99}{condition} (const vec \&Q0)} 
     42\label{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99} 
    3343 
    3444\begin{CompactList}\small\item\em Substitute {\tt val} for {\tt rvc}. \item\end{CompactList}\item  
    35 void \textbf{bayes} (const vec dt)\label{classEKF__unQ_44b49058c8eb27c7910ae31a1dfd3d21} 
    36  
    37 \item  
    38 {\bf EKF\_\-unQ} ({\bf RV} rx, {\bf RV} ry, {\bf RV} ru, {\bf RV} rQ)\label{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244} 
     45\hypertarget{classEKF__unQ_44b49058c8eb27c7910ae31a1dfd3d21}{ 
     46void \textbf{bayes} (const vec dt)} 
     47\label{classEKF__unQ_44b49058c8eb27c7910ae31a1dfd3d21} 
     48 
     49\item  
     50\hypertarget{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244}{ 
     51\hyperlink{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244}{EKF\_\-unQ} (\hyperlink{classRV}{RV} rx, \hyperlink{classRV}{RV} ry, \hyperlink{classRV}{RV} ru, \hyperlink{classRV}{RV} rQ)} 
     52\label{classEKF__unQ_159eaaa5a05c5ceecdaa20956a307244} 
    3953 
    4054\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    41 void {\bf condition} (const vec \&Q0)\label{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99} 
     55\hypertarget{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99}{ 
     56void \hyperlink{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99}{condition} (const vec \&Q0)} 
     57\label{classEKF__unQ_cd06a8c662da244cf61bb5bd39688c99} 
    4258 
    4359\begin{CompactList}\small\item\em Substitute {\tt val} for {\tt rvc}. \item\end{CompactList}\item  
    44 void {\bf set\_\-parameters} ({\bf diffbifn} $\ast$pfxu, {\bf diffbifn} $\ast$phxu, const {\bf chmat} Q0, const {\bf chmat} R0)\label{classEKFCh_0216bed270df59fe65d0d62d41f8257c} 
     60\hypertarget{classEKFCh_0216bed270df59fe65d0d62d41f8257c}{ 
     61void \hyperlink{classEKFCh_0216bed270df59fe65d0d62d41f8257c}{set\_\-parameters} (\hyperlink{classdiffbifn}{diffbifn} $\ast$pfxu, \hyperlink{classdiffbifn}{diffbifn} $\ast$phxu, const \hyperlink{classchmat}{chmat} Q0, const \hyperlink{classchmat}{chmat} R0)} 
     62\label{classEKFCh_0216bed270df59fe65d0d62d41f8257c} 
    4563 
    4664\begin{CompactList}\small\item\em Set nonlinear functions for mean values and covariance matrices. \item\end{CompactList}\item  
    47 void {\bf set\_\-parameters} (const mat \&A0, const mat \&B0, const mat \&C0, const mat \&D0, const {\bf chmat} \&R0, const {\bf chmat} \&Q0)\label{classKalmanCh_92fb227287af05c9f0078d523c7c9793} 
     65\hypertarget{classKalmanCh_92fb227287af05c9f0078d523c7c9793}{ 
     66void \hyperlink{classKalmanCh_92fb227287af05c9f0078d523c7c9793}{set\_\-parameters} (const mat \&A0, const mat \&B0, const mat \&C0, const mat \&D0, const \hyperlink{classchmat}{chmat} \&R0, const \hyperlink{classchmat}{chmat} \&Q0)} 
     67\label{classKalmanCh_92fb227287af05c9f0078d523c7c9793} 
    4868 
    4969\begin{CompactList}\small\item\em Set parameters with check of relevance. \item\end{CompactList}\item  
    50 void {\bf bayes} (const vec \&dt)\label{classEKFCh_96f6edda324a0b7ef8b4e86cc7af60c1} 
    51  
    52 \begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions. \item\end{CompactList}\item  
    53 void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9} 
     70\hypertarget{classEKFCh_96f6edda324a0b7ef8b4e86cc7af60c1}{ 
     71void \hyperlink{classEKFCh_96f6edda324a0b7ef8b4e86cc7af60c1}{bayes} (const vec \&dt)} 
     72\label{classEKFCh_96f6edda324a0b7ef8b4e86cc7af60c1} 
     73 
     74\begin{CompactList}\small\item\em Here dt = \mbox{[}yt;ut\mbox{]} of appropriate dimensions. \item\end{CompactList}\item  
     75\hypertarget{classKalmanCh_b261b20f6210d4c85131d33302df0adc}{ 
     76void \hyperlink{classKalmanCh_b261b20f6210d4c85131d33302df0adc}{set\_\-est} (const vec \&mu0, const \hyperlink{classchmat}{chmat} \&P0)} 
     77\label{classKalmanCh_b261b20f6210d4c85131d33302df0adc} 
     78 
     79\begin{CompactList}\small\item\em Set estimate values, used e.g. in initialization. \item\end{CompactList}\item  
     80\hypertarget{classKalman_67cccaf1c4dcdcd1df110e15ef326bfe}{ 
     81const \hyperlink{classepdf}{epdf} \& \hyperlink{classKalman_67cccaf1c4dcdcd1df110e15ef326bfe}{\_\-epdf} () const } 
     82\label{classKalman_67cccaf1c4dcdcd1df110e15ef326bfe} 
     83 
     84\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     85\hypertarget{classKalman_980fcd41c6c548c5da7b8b67c8e6da79}{ 
     86mat \& \hyperlink{classKalman_980fcd41c6c548c5da7b8b67c8e6da79}{\_\-\_\-K} ()} 
     87\label{classKalman_980fcd41c6c548c5da7b8b67c8e6da79} 
     88 
     89\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     90\hypertarget{classKalman_ac9540f3850b74d89a5fe4db6fc358ce}{ 
     91vec \hyperlink{classKalman_ac9540f3850b74d89a5fe4db6fc358ce}{\_\-dP} ()} 
     92\label{classKalman_ac9540f3850b74d89a5fe4db6fc358ce} 
     93 
     94\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     95\hypertarget{classBM_0186270f75189677f390fe088a9947e9}{ 
     96virtual void \hyperlink{classBM_0186270f75189677f390fe088a9947e9}{bayesB} (const mat \&Dt)} 
     97\label{classBM_0186270f75189677f390fe088a9947e9} 
    5498 
    5599\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
    56 void {\bf set\_\-est} (const vec \&mu0, const {\bf chmat} \&P0)\label{classKalmanCh_b261b20f6210d4c85131d33302df0adc} 
    57  
    58 \begin{CompactList}\small\item\em Set estimate values, used e.g. in initialization. \item\end{CompactList}\item  
    59 {\bf epdf} \& {\bf \_\-epdf} ()\label{classKalman_a213c57aef55b2645e550bed81cfc0d4} 
    60  
    61 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    62 mat \& {\bf \_\-\_\-K} ()\label{classKalman_980fcd41c6c548c5da7b8b67c8e6da79} 
    63  
    64 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    65 vec {\bf \_\-dP} ()\label{classKalman_ac9540f3850b74d89a5fe4db6fc358ce} 
    66  
    67 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    68 const {\bf RV} \& {\bf \_\-rv} () const \label{classBM_126bd2595c48e311fc2a7ab72876092a} 
    69  
    70 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    71 double {\bf \_\-ll} () const \label{classBM_87f4a547d2c29180be88175e5eab9c88} 
    72  
    73 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    74 const {\bf RV} \& {\bf \_\-rvc} () const \label{classBMcond_3fa60348b2da6b4208bb95b8d146900a} 
     100virtual double \hyperlink{classBM_8a8ce6df431689964c41cc6c849cfd06}{logpred} (const vec \&dt) const  
     101\item  
     102\hypertarget{classBM_126bd2595c48e311fc2a7ab72876092a}{ 
     103const \hyperlink{classRV}{RV} \& \hyperlink{classBM_126bd2595c48e311fc2a7ab72876092a}{\_\-rv} () const } 
     104\label{classBM_126bd2595c48e311fc2a7ab72876092a} 
     105 
     106\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     107\hypertarget{classBM_87f4a547d2c29180be88175e5eab9c88}{ 
     108double \hyperlink{classBM_87f4a547d2c29180be88175e5eab9c88}{\_\-ll} () const } 
     109\label{classBM_87f4a547d2c29180be88175e5eab9c88} 
     110 
     111\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     112\hypertarget{classBM_1ffa9f23669aabecc3760c06c6987522}{ 
     113void \hyperlink{classBM_1ffa9f23669aabecc3760c06c6987522}{set\_\-evalll} (bool evl0)} 
     114\label{classBM_1ffa9f23669aabecc3760c06c6987522} 
     115 
     116\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     117virtual \hyperlink{classBM}{BM} $\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-} (bool changerv=false) 
     118\item  
     119\hypertarget{classBMcond_3fa60348b2da6b4208bb95b8d146900a}{ 
     120const \hyperlink{classRV}{RV} \& \hyperlink{classBMcond_3fa60348b2da6b4208bb95b8d146900a}{\_\-rvc} () const } 
     121\label{classBMcond_3fa60348b2da6b4208bb95b8d146900a} 
    75122 
    76123\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
    … …  
    78125\begin{CompactItemize} 
    79126\item  
    80 mat {\bf preA}\label{classKalmanCh_94ee9da75b0e0f632e4a354988ca3798} 
     127\hypertarget{classKalmanCh_94ee9da75b0e0f632e4a354988ca3798}{ 
     128mat \hyperlink{classKalmanCh_94ee9da75b0e0f632e4a354988ca3798}{preA}} 
     129\label{classKalmanCh_94ee9da75b0e0f632e4a354988ca3798} 
    81130 
    82131\begin{CompactList}\small\item\em pre array (triangular matrix) \item\end{CompactList}\item  
    83 mat {\bf postA}\label{classKalmanCh_0d31a26dc72b5846cfe5af3ccb63ac87} 
     132\hypertarget{classKalmanCh_0d31a26dc72b5846cfe5af3ccb63ac87}{ 
     133mat \hyperlink{classKalmanCh_0d31a26dc72b5846cfe5af3ccb63ac87}{postA}} 
     134\label{classKalmanCh_0d31a26dc72b5846cfe5af3ccb63ac87} 
    84135 
    85136\begin{CompactList}\small\item\em post array (triangular matrix) \item\end{CompactList}\item  
    86 {\bf RV} {\bf rvy}\label{classKalman_7501230c2fafa3655887d2da23b3184c} 
     137\hypertarget{classKalman_7501230c2fafa3655887d2da23b3184c}{ 
     138\hyperlink{classRV}{RV} \hyperlink{classKalman_7501230c2fafa3655887d2da23b3184c}{rvy}} 
     139\label{classKalman_7501230c2fafa3655887d2da23b3184c} 
    87140 
    88141\begin{CompactList}\small\item\em Indetifier of output rv. \item\end{CompactList}\item  
    89 {\bf RV} {\bf rvu}\label{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498} 
     142\hypertarget{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498}{ 
     143\hyperlink{classRV}{RV} \hyperlink{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498}{rvu}} 
     144\label{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498} 
    90145 
    91146\begin{CompactList}\small\item\em Indetifier of exogeneous rv. \item\end{CompactList}\item  
    92 int {\bf dimx}\label{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb} 
     147\hypertarget{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb}{ 
     148int \hyperlink{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb}{dimx}} 
     149\label{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb} 
    93150 
    94151\begin{CompactList}\small\item\em cache of rv.count() \item\end{CompactList}\item  
    95 int {\bf dimy}\label{classKalman_ba17b956df1e38b31fbbc299c8213b6a} 
     152\hypertarget{classKalman_ba17b956df1e38b31fbbc299c8213b6a}{ 
     153int \hyperlink{classKalman_ba17b956df1e38b31fbbc299c8213b6a}{dimy}} 
     154\label{classKalman_ba17b956df1e38b31fbbc299c8213b6a} 
    96155 
    97156\begin{CompactList}\small\item\em cache of rvy.count() \item\end{CompactList}\item  
    98 int {\bf dimu}\label{classKalman_b0153795a1444b6968a86409c778d9ce} 
     157\hypertarget{classKalman_b0153795a1444b6968a86409c778d9ce}{ 
     158int \hyperlink{classKalman_b0153795a1444b6968a86409c778d9ce}{dimu}} 
     159\label{classKalman_b0153795a1444b6968a86409c778d9ce} 
    99160 
    100161\begin{CompactList}\small\item\em cache of rvu.count() \item\end{CompactList}\item  
    101 mat {\bf A}\label{classKalman_5e02efe86ee91e9c74b93b425fe060b9} 
     162\hypertarget{classKalman_5e02efe86ee91e9c74b93b425fe060b9}{ 
     163mat \hyperlink{classKalman_5e02efe86ee91e9c74b93b425fe060b9}{A}} 
     164\label{classKalman_5e02efe86ee91e9c74b93b425fe060b9} 
    102165 
    103166\begin{CompactList}\small\item\em Matrix A. \item\end{CompactList}\item  
    104 mat {\bf B}\label{classKalman_dc87704284a6c0bca13bf51f4345a50a} 
     167\hypertarget{classKalman_dc87704284a6c0bca13bf51f4345a50a}{ 
     168mat \hyperlink{classKalman_dc87704284a6c0bca13bf51f4345a50a}{B}} 
     169\label{classKalman_dc87704284a6c0bca13bf51f4345a50a} 
    105170 
    106171\begin{CompactList}\small\item\em Matrix B. \item\end{CompactList}\item  
    107 mat {\bf C}\label{classKalman_86a805cd6515872d1132ad0d6eb5dc13} 
     172\hypertarget{classKalman_86a805cd6515872d1132ad0d6eb5dc13}{ 
     173mat \hyperlink{classKalman_86a805cd6515872d1132ad0d6eb5dc13}{C}} 
     174\label{classKalman_86a805cd6515872d1132ad0d6eb5dc13} 
    108175 
    109176\begin{CompactList}\small\item\em Matrix C. \item\end{CompactList}\item  
    110 mat {\bf D}\label{classKalman_d69f774ba3335c970c1c5b1d182f4dd1} 
     177\hypertarget{classKalman_d69f774ba3335c970c1c5b1d182f4dd1}{ 
     178mat \hyperlink{classKalman_d69f774ba3335c970c1c5b1d182f4dd1}{D}} 
     179\label{classKalman_d69f774ba3335c970c1c5b1d182f4dd1} 
    111180 
    112181\begin{CompactList}\small\item\em Matrix D. \item\end{CompactList}\item  
    113 {\bf chmat} {\bf Q}\label{classKalman_9b69015c800eb93f3ee49da23a6f55d9} 
     182\hypertarget{classKalman_9b69015c800eb93f3ee49da23a6f55d9}{ 
     183\hyperlink{classchmat}{chmat} \hyperlink{classKalman_9b69015c800eb93f3ee49da23a6f55d9}{Q}} 
     184\label{classKalman_9b69015c800eb93f3ee49da23a6f55d9} 
    114185 
    115186\begin{CompactList}\small\item\em Matrix Q in square-root form. \item\end{CompactList}\item  
    116 {\bf chmat} {\bf R}\label{classKalman_11d171dc0e0ab111c56a70f98b97b3ec} 
     187\hypertarget{classKalman_11d171dc0e0ab111c56a70f98b97b3ec}{ 
     188\hyperlink{classchmat}{chmat} \hyperlink{classKalman_11d171dc0e0ab111c56a70f98b97b3ec}{R}} 
     189\label{classKalman_11d171dc0e0ab111c56a70f98b97b3ec} 
    117190 
    118191\begin{CompactList}\small\item\em Matrix R in square-root form. \item\end{CompactList}\item  
    119 {\bf enorm}$<$ {\bf chmat} $>$ {\bf est}\label{classKalman_5568c74bac67ae6d3b1061dba60c9424} 
     192\hypertarget{classKalman_5568c74bac67ae6d3b1061dba60c9424}{ 
     193\hyperlink{classenorm}{enorm}$<$ \hyperlink{classchmat}{chmat} $>$ \hyperlink{classKalman_5568c74bac67ae6d3b1061dba60c9424}{est}} 
     194\label{classKalman_5568c74bac67ae6d3b1061dba60c9424} 
    120195 
    121196\begin{CompactList}\small\item\em posterior density on \$x\_\-t\$ \item\end{CompactList}\item  
    122 {\bf enorm}$<$ {\bf chmat} $>$ {\bf fy}\label{classKalman_e580ab06483952bd03f2e651763e184f} 
     197\hypertarget{classKalman_e580ab06483952bd03f2e651763e184f}{ 
     198\hyperlink{classenorm}{enorm}$<$ \hyperlink{classchmat}{chmat} $>$ \hyperlink{classKalman_e580ab06483952bd03f2e651763e184f}{fy}} 
     199\label{classKalman_e580ab06483952bd03f2e651763e184f} 
    123200 
    124201\begin{CompactList}\small\item\em preditive density on \$y\_\-t\$ \item\end{CompactList}\item  
    125 mat {\bf \_\-K}\label{classKalman_d422f51467c7a06174af2476d2826132} 
    126  
    127 \begin{CompactList}\small\item\em placeholder for \doxyref{Kalman}{p.}{classKalman} gain \item\end{CompactList}\item  
    128 vec \& {\bf \_\-yp}\label{classKalman_764bbc95238eda11fc81c5ebd0b1dcfd} 
     202\hypertarget{classKalman_d422f51467c7a06174af2476d2826132}{ 
     203mat \hyperlink{classKalman_d422f51467c7a06174af2476d2826132}{\_\-K}} 
     204\label{classKalman_d422f51467c7a06174af2476d2826132} 
     205 
     206\begin{CompactList}\small\item\em placeholder for \hyperlink{classKalman}{Kalman} gain \item\end{CompactList}\item  
     207\hypertarget{classKalman_764bbc95238eda11fc81c5ebd0b1dcfd}{ 
     208vec \& \hyperlink{classKalman_764bbc95238eda11fc81c5ebd0b1dcfd}{\_\-yp}} 
     209\label{classKalman_764bbc95238eda11fc81c5ebd0b1dcfd} 
    129210 
    130211\begin{CompactList}\small\item\em cache of fy.mu \item\end{CompactList}\item  
    131 {\bf chmat} \& {\bf \_\-Ry}\label{classKalman_45c9f928d2d62e0c884900fb3380f904} 
     212\hypertarget{classKalman_45c9f928d2d62e0c884900fb3380f904}{ 
     213\hyperlink{classchmat}{chmat} \& \hyperlink{classKalman_45c9f928d2d62e0c884900fb3380f904}{\_\-Ry}} 
     214\label{classKalman_45c9f928d2d62e0c884900fb3380f904} 
    132215 
    133216\begin{CompactList}\small\item\em cache of fy.R \item\end{CompactList}\item  
    134 vec \& {\bf \_\-mu}\label{classKalman_fe803a81d2d847b0b1db3c6b29c18061} 
     217\hypertarget{classKalman_fe803a81d2d847b0b1db3c6b29c18061}{ 
     218vec \& \hyperlink{classKalman_fe803a81d2d847b0b1db3c6b29c18061}{\_\-mu}} 
     219\label{classKalman_fe803a81d2d847b0b1db3c6b29c18061} 
    135220 
    136221\begin{CompactList}\small\item\em cache of est.mu \item\end{CompactList}\item  
    137 {\bf chmat} \& {\bf \_\-P}\label{classKalman_9fb808cc94a4c2652e1fb93be9bb7dcf} 
     222\hypertarget{classKalman_9fb808cc94a4c2652e1fb93be9bb7dcf}{ 
     223\hyperlink{classchmat}{chmat} \& \hyperlink{classKalman_9fb808cc94a4c2652e1fb93be9bb7dcf}{\_\-P}} 
     224\label{classKalman_9fb808cc94a4c2652e1fb93be9bb7dcf} 
    138225 
    139226\begin{CompactList}\small\item\em cache of est.R \item\end{CompactList}\item  
    140 {\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88} 
     227\hypertarget{classBM_af00f0612fabe66241dd507188cdbf88}{ 
     228\hyperlink{classRV}{RV} \hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}} 
     229\label{classBM_af00f0612fabe66241dd507188cdbf88} 
    141230 
    142231\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item  
    143 double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979} 
     232\hypertarget{classBM_5623fef6572a08c2b53b8c87b82dc979}{ 
     233double \hyperlink{classBM_5623fef6572a08c2b53b8c87b82dc979}{ll}} 
     234\label{classBM_5623fef6572a08c2b53b8c87b82dc979} 
    144235 
    145236\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item  
    146 bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129} 
    147  
    148 \begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\item  
    149 {\bf RV} {\bf rvc}\label{classBMcond_9ba793c8ec453f04d372d17195ed8dec} 
     237\hypertarget{classBM_bf6fb59b30141074f8ee1e2f43d03129}{ 
     238bool \hyperlink{classBM_bf6fb59b30141074f8ee1e2f43d03129}{evalll}} 
     239\label{classBM_bf6fb59b30141074f8ee1e2f43d03129} 
     240 
     241\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save computational time. \item\end{CompactList}\item  
     242\hypertarget{classBMcond_9ba793c8ec453f04d372d17195ed8dec}{ 
     243\hyperlink{classRV}{RV} \hyperlink{classBMcond_9ba793c8ec453f04d372d17195ed8dec}{rvc}} 
     244\label{classBMcond_9ba793c8ec453f04d372d17195ed8dec} 
    150245 
    151246\begin{CompactList}\small\item\em Identificator of the conditioning variable. \item\end{CompactList}\end{CompactItemize} 
    … …  
    153248 
    154249\subsection{Detailed Description} 
    155 Extended \doxyref{Kalman}{p.}{classKalman} filter with unknown {\tt Q}.  
     250Extended \hyperlink{classKalman}{Kalman} filter with unknown {\tt Q}.  
     251 
     252\subsection{Member Function Documentation} 
     253\hypertarget{classBM_8a8ce6df431689964c41cc6c849cfd06}{ 
     254\index{EKF\_\-unQ@{EKF\_\-unQ}!logpred@{logpred}} 
     255\index{logpred@{logpred}!EKF_unQ@{EKF\_\-unQ}} 
     256\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}virtual double BM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}} 
     257\label{classBM_8a8ce6df431689964c41cc6c849cfd06} 
     258 
     259 
     260Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
     261 
     262Reimplemented in \hyperlink{classARX_e7f9e7823aec9bf7ddc3b42d9b3304c4}{ARX}, \hyperlink{classMixEF_424ca64f36d4e41de7a7e7ae921d35ea}{MixEF}, and \hyperlink{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}{multiBM}.\hypertarget{classBM_eb58c81d6a7b75b05fc6f276eed78887}{ 
     263\index{EKF\_\-unQ@{EKF\_\-unQ}!\_\-copy\_\-@{\_\-copy\_\-}} 
     264\index{\_\-copy\_\-@{\_\-copy\_\-}!EKF_unQ@{EKF\_\-unQ}} 
     265\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}} 
     266\label{classBM_eb58c81d6a7b75b05fc6f276eed78887} 
     267 
     268 
     269Copy function required in vectors, Arrays of \hyperlink{classBM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-()}\{\hyperlink{classBM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \}  
     270 
     271Reimplemented in \hyperlink{classARX_d2751057811c6fb8f4ff86e1648bcddc}{ARX}. 
     272 
     273Referenced by MixEF::MixEF(). 
    156274 
    157275The documentation for this class was generated from the following files:\begin{CompactItemize}