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

    r145 r172  
     1\hypertarget{classKalmanCh}{ 
    12\section{KalmanCh Class Reference} 
    23\label{classKalmanCh}\index{KalmanCh@{KalmanCh}} 
    3 \doxyref{Kalman}{p.}{classKalman} filter in square root form.   
     4} 
     5\hyperlink{classKalman}{Kalman} filter in square root form.   
    46 
    57 
    … …  
    2325\begin{CompactItemize} 
    2426\item  
    25 {\bf KalmanCh} ({\bf RV} rvx0, {\bf RV} rvy0, {\bf RV} rvu0)\label{classKalmanCh_d11f110cccaa66177514632d37b086bb} 
     27\hypertarget{classKalmanCh_d11f110cccaa66177514632d37b086bb}{ 
     28\hyperlink{classKalmanCh_d11f110cccaa66177514632d37b086bb}{KalmanCh} (\hyperlink{classRV}{RV} rvx0, \hyperlink{classRV}{RV} rvy0, \hyperlink{classRV}{RV} rvu0)} 
     29\label{classKalmanCh_d11f110cccaa66177514632d37b086bb} 
    2630 
    2731\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    28 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} 
     32\hypertarget{classKalmanCh_92fb227287af05c9f0078d523c7c9793}{ 
     33void \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)} 
     34\label{classKalmanCh_92fb227287af05c9f0078d523c7c9793} 
    2935 
    3036\begin{CompactList}\small\item\em Set parameters with check of relevance. \item\end{CompactList}\item  
    31 void {\bf set\_\-est} (const vec \&mu0, const {\bf chmat} \&P0)\label{classKalmanCh_b261b20f6210d4c85131d33302df0adc} 
     37\hypertarget{classKalmanCh_b261b20f6210d4c85131d33302df0adc}{ 
     38void \hyperlink{classKalmanCh_b261b20f6210d4c85131d33302df0adc}{set\_\-est} (const vec \&mu0, const \hyperlink{classchmat}{chmat} \&P0)} 
     39\label{classKalmanCh_b261b20f6210d4c85131d33302df0adc} 
    3240 
    3341\begin{CompactList}\small\item\em Set estimate values, used e.g. in initialization. \item\end{CompactList}\item  
    34 void {\bf bayes} (const vec \&dt) 
    35 \begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions. \item\end{CompactList}\item  
    36 void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9} 
     42void \hyperlink{classKalmanCh_cca758192846940409822b9bd778d4e1}{bayes} (const vec \&dt) 
     43\begin{CompactList}\small\item\em Here dt = \mbox{[}yt;ut\mbox{]} of appropriate dimensions. \item\end{CompactList}\item  
     44\hypertarget{classKalman_67cccaf1c4dcdcd1df110e15ef326bfe}{ 
     45const \hyperlink{classepdf}{epdf} \& \hyperlink{classKalman_67cccaf1c4dcdcd1df110e15ef326bfe}{\_\-epdf} () const } 
     46\label{classKalman_67cccaf1c4dcdcd1df110e15ef326bfe} 
     47 
     48\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     49\hypertarget{classKalman_980fcd41c6c548c5da7b8b67c8e6da79}{ 
     50mat \& \hyperlink{classKalman_980fcd41c6c548c5da7b8b67c8e6da79}{\_\-\_\-K} ()} 
     51\label{classKalman_980fcd41c6c548c5da7b8b67c8e6da79} 
     52 
     53\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     54\hypertarget{classKalman_ac9540f3850b74d89a5fe4db6fc358ce}{ 
     55vec \hyperlink{classKalman_ac9540f3850b74d89a5fe4db6fc358ce}{\_\-dP} ()} 
     56\label{classKalman_ac9540f3850b74d89a5fe4db6fc358ce} 
     57 
     58\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     59\hypertarget{classBM_0186270f75189677f390fe088a9947e9}{ 
     60virtual void \hyperlink{classBM_0186270f75189677f390fe088a9947e9}{bayesB} (const mat \&Dt)} 
     61\label{classBM_0186270f75189677f390fe088a9947e9} 
    3762 
    3863\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
    39 {\bf epdf} \& {\bf \_\-epdf} ()\label{classKalman_a213c57aef55b2645e550bed81cfc0d4} 
    40  
    41 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    42 mat \& {\bf \_\-\_\-K} ()\label{classKalman_980fcd41c6c548c5da7b8b67c8e6da79} 
    43  
    44 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    45 vec {\bf \_\-dP} ()\label{classKalman_ac9540f3850b74d89a5fe4db6fc358ce} 
    46  
    47 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    48 const {\bf RV} \& {\bf \_\-rv} () const \label{classBM_126bd2595c48e311fc2a7ab72876092a} 
    49  
    50 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    51 double {\bf \_\-ll} () const \label{classBM_87f4a547d2c29180be88175e5eab9c88} 
    52  
    53 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
     64virtual double \hyperlink{classBM_8a8ce6df431689964c41cc6c849cfd06}{logpred} (const vec \&dt) const  
     65\item  
     66\hypertarget{classBM_126bd2595c48e311fc2a7ab72876092a}{ 
     67const \hyperlink{classRV}{RV} \& \hyperlink{classBM_126bd2595c48e311fc2a7ab72876092a}{\_\-rv} () const } 
     68\label{classBM_126bd2595c48e311fc2a7ab72876092a} 
     69 
     70\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     71\hypertarget{classBM_87f4a547d2c29180be88175e5eab9c88}{ 
     72double \hyperlink{classBM_87f4a547d2c29180be88175e5eab9c88}{\_\-ll} () const } 
     73\label{classBM_87f4a547d2c29180be88175e5eab9c88} 
     74 
     75\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     76\hypertarget{classBM_1ffa9f23669aabecc3760c06c6987522}{ 
     77void \hyperlink{classBM_1ffa9f23669aabecc3760c06c6987522}{set\_\-evalll} (bool evl0)} 
     78\label{classBM_1ffa9f23669aabecc3760c06c6987522} 
     79 
     80\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     81virtual \hyperlink{classBM}{BM} $\ast$ \hyperlink{classBM_eb58c81d6a7b75b05fc6f276eed78887}{\_\-copy\_\-} (bool changerv=false) 
     82\end{CompactItemize} 
    5483\subsection*{Protected Attributes} 
    5584\begin{CompactItemize} 
    5685\item  
    57 mat {\bf preA}\label{classKalmanCh_94ee9da75b0e0f632e4a354988ca3798} 
     86\hypertarget{classKalmanCh_94ee9da75b0e0f632e4a354988ca3798}{ 
     87mat \hyperlink{classKalmanCh_94ee9da75b0e0f632e4a354988ca3798}{preA}} 
     88\label{classKalmanCh_94ee9da75b0e0f632e4a354988ca3798} 
    5889 
    5990\begin{CompactList}\small\item\em pre array (triangular matrix) \item\end{CompactList}\item  
    60 mat {\bf postA}\label{classKalmanCh_0d31a26dc72b5846cfe5af3ccb63ac87} 
     91\hypertarget{classKalmanCh_0d31a26dc72b5846cfe5af3ccb63ac87}{ 
     92mat \hyperlink{classKalmanCh_0d31a26dc72b5846cfe5af3ccb63ac87}{postA}} 
     93\label{classKalmanCh_0d31a26dc72b5846cfe5af3ccb63ac87} 
    6194 
    6295\begin{CompactList}\small\item\em post array (triangular matrix) \item\end{CompactList}\item  
    63 {\bf RV} {\bf rvy}\label{classKalman_7501230c2fafa3655887d2da23b3184c} 
     96\hypertarget{classKalman_7501230c2fafa3655887d2da23b3184c}{ 
     97\hyperlink{classRV}{RV} \hyperlink{classKalman_7501230c2fafa3655887d2da23b3184c}{rvy}} 
     98\label{classKalman_7501230c2fafa3655887d2da23b3184c} 
    6499 
    65100\begin{CompactList}\small\item\em Indetifier of output rv. \item\end{CompactList}\item  
    66 {\bf RV} {\bf rvu}\label{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498} 
     101\hypertarget{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498}{ 
     102\hyperlink{classRV}{RV} \hyperlink{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498}{rvu}} 
     103\label{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498} 
    67104 
    68105\begin{CompactList}\small\item\em Indetifier of exogeneous rv. \item\end{CompactList}\item  
    69 int {\bf dimx}\label{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb} 
     106\hypertarget{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb}{ 
     107int \hyperlink{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb}{dimx}} 
     108\label{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb} 
    70109 
    71110\begin{CompactList}\small\item\em cache of rv.count() \item\end{CompactList}\item  
    72 int {\bf dimy}\label{classKalman_ba17b956df1e38b31fbbc299c8213b6a} 
     111\hypertarget{classKalman_ba17b956df1e38b31fbbc299c8213b6a}{ 
     112int \hyperlink{classKalman_ba17b956df1e38b31fbbc299c8213b6a}{dimy}} 
     113\label{classKalman_ba17b956df1e38b31fbbc299c8213b6a} 
    73114 
    74115\begin{CompactList}\small\item\em cache of rvy.count() \item\end{CompactList}\item  
    75 int {\bf dimu}\label{classKalman_b0153795a1444b6968a86409c778d9ce} 
     116\hypertarget{classKalman_b0153795a1444b6968a86409c778d9ce}{ 
     117int \hyperlink{classKalman_b0153795a1444b6968a86409c778d9ce}{dimu}} 
     118\label{classKalman_b0153795a1444b6968a86409c778d9ce} 
    76119 
    77120\begin{CompactList}\small\item\em cache of rvu.count() \item\end{CompactList}\item  
    78 mat {\bf A}\label{classKalman_5e02efe86ee91e9c74b93b425fe060b9} 
     121\hypertarget{classKalman_5e02efe86ee91e9c74b93b425fe060b9}{ 
     122mat \hyperlink{classKalman_5e02efe86ee91e9c74b93b425fe060b9}{A}} 
     123\label{classKalman_5e02efe86ee91e9c74b93b425fe060b9} 
    79124 
    80125\begin{CompactList}\small\item\em Matrix A. \item\end{CompactList}\item  
    81 mat {\bf B}\label{classKalman_dc87704284a6c0bca13bf51f4345a50a} 
     126\hypertarget{classKalman_dc87704284a6c0bca13bf51f4345a50a}{ 
     127mat \hyperlink{classKalman_dc87704284a6c0bca13bf51f4345a50a}{B}} 
     128\label{classKalman_dc87704284a6c0bca13bf51f4345a50a} 
    82129 
    83130\begin{CompactList}\small\item\em Matrix B. \item\end{CompactList}\item  
    84 mat {\bf C}\label{classKalman_86a805cd6515872d1132ad0d6eb5dc13} 
     131\hypertarget{classKalman_86a805cd6515872d1132ad0d6eb5dc13}{ 
     132mat \hyperlink{classKalman_86a805cd6515872d1132ad0d6eb5dc13}{C}} 
     133\label{classKalman_86a805cd6515872d1132ad0d6eb5dc13} 
    85134 
    86135\begin{CompactList}\small\item\em Matrix C. \item\end{CompactList}\item  
    87 mat {\bf D}\label{classKalman_d69f774ba3335c970c1c5b1d182f4dd1} 
     136\hypertarget{classKalman_d69f774ba3335c970c1c5b1d182f4dd1}{ 
     137mat \hyperlink{classKalman_d69f774ba3335c970c1c5b1d182f4dd1}{D}} 
     138\label{classKalman_d69f774ba3335c970c1c5b1d182f4dd1} 
    88139 
    89140\begin{CompactList}\small\item\em Matrix D. \item\end{CompactList}\item  
    90 {\bf chmat} {\bf Q}\label{classKalman_9b69015c800eb93f3ee49da23a6f55d9} 
     141\hypertarget{classKalman_9b69015c800eb93f3ee49da23a6f55d9}{ 
     142\hyperlink{classchmat}{chmat} \hyperlink{classKalman_9b69015c800eb93f3ee49da23a6f55d9}{Q}} 
     143\label{classKalman_9b69015c800eb93f3ee49da23a6f55d9} 
    91144 
    92145\begin{CompactList}\small\item\em Matrix Q in square-root form. \item\end{CompactList}\item  
    93 {\bf chmat} {\bf R}\label{classKalman_11d171dc0e0ab111c56a70f98b97b3ec} 
     146\hypertarget{classKalman_11d171dc0e0ab111c56a70f98b97b3ec}{ 
     147\hyperlink{classchmat}{chmat} \hyperlink{classKalman_11d171dc0e0ab111c56a70f98b97b3ec}{R}} 
     148\label{classKalman_11d171dc0e0ab111c56a70f98b97b3ec} 
    94149 
    95150\begin{CompactList}\small\item\em Matrix R in square-root form. \item\end{CompactList}\item  
    96 {\bf enorm}$<$ {\bf chmat} $>$ {\bf est}\label{classKalman_5568c74bac67ae6d3b1061dba60c9424} 
     151\hypertarget{classKalman_5568c74bac67ae6d3b1061dba60c9424}{ 
     152\hyperlink{classenorm}{enorm}$<$ \hyperlink{classchmat}{chmat} $>$ \hyperlink{classKalman_5568c74bac67ae6d3b1061dba60c9424}{est}} 
     153\label{classKalman_5568c74bac67ae6d3b1061dba60c9424} 
    97154 
    98155\begin{CompactList}\small\item\em posterior density on \$x\_\-t\$ \item\end{CompactList}\item  
    99 {\bf enorm}$<$ {\bf chmat} $>$ {\bf fy}\label{classKalman_e580ab06483952bd03f2e651763e184f} 
     156\hypertarget{classKalman_e580ab06483952bd03f2e651763e184f}{ 
     157\hyperlink{classenorm}{enorm}$<$ \hyperlink{classchmat}{chmat} $>$ \hyperlink{classKalman_e580ab06483952bd03f2e651763e184f}{fy}} 
     158\label{classKalman_e580ab06483952bd03f2e651763e184f} 
    100159 
    101160\begin{CompactList}\small\item\em preditive density on \$y\_\-t\$ \item\end{CompactList}\item  
    102 mat {\bf \_\-K}\label{classKalman_d422f51467c7a06174af2476d2826132} 
    103  
    104 \begin{CompactList}\small\item\em placeholder for \doxyref{Kalman}{p.}{classKalman} gain \item\end{CompactList}\item  
    105 vec \& {\bf \_\-yp}\label{classKalman_764bbc95238eda11fc81c5ebd0b1dcfd} 
     161\hypertarget{classKalman_d422f51467c7a06174af2476d2826132}{ 
     162mat \hyperlink{classKalman_d422f51467c7a06174af2476d2826132}{\_\-K}} 
     163\label{classKalman_d422f51467c7a06174af2476d2826132} 
     164 
     165\begin{CompactList}\small\item\em placeholder for \hyperlink{classKalman}{Kalman} gain \item\end{CompactList}\item  
     166\hypertarget{classKalman_764bbc95238eda11fc81c5ebd0b1dcfd}{ 
     167vec \& \hyperlink{classKalman_764bbc95238eda11fc81c5ebd0b1dcfd}{\_\-yp}} 
     168\label{classKalman_764bbc95238eda11fc81c5ebd0b1dcfd} 
    106169 
    107170\begin{CompactList}\small\item\em cache of fy.mu \item\end{CompactList}\item  
    108 {\bf chmat} \& {\bf \_\-Ry}\label{classKalman_45c9f928d2d62e0c884900fb3380f904} 
     171\hypertarget{classKalman_45c9f928d2d62e0c884900fb3380f904}{ 
     172\hyperlink{classchmat}{chmat} \& \hyperlink{classKalman_45c9f928d2d62e0c884900fb3380f904}{\_\-Ry}} 
     173\label{classKalman_45c9f928d2d62e0c884900fb3380f904} 
    109174 
    110175\begin{CompactList}\small\item\em cache of fy.R \item\end{CompactList}\item  
    111 vec \& {\bf \_\-mu}\label{classKalman_fe803a81d2d847b0b1db3c6b29c18061} 
     176\hypertarget{classKalman_fe803a81d2d847b0b1db3c6b29c18061}{ 
     177vec \& \hyperlink{classKalman_fe803a81d2d847b0b1db3c6b29c18061}{\_\-mu}} 
     178\label{classKalman_fe803a81d2d847b0b1db3c6b29c18061} 
    112179 
    113180\begin{CompactList}\small\item\em cache of est.mu \item\end{CompactList}\item  
    114 {\bf chmat} \& {\bf \_\-P}\label{classKalman_9fb808cc94a4c2652e1fb93be9bb7dcf} 
     181\hypertarget{classKalman_9fb808cc94a4c2652e1fb93be9bb7dcf}{ 
     182\hyperlink{classchmat}{chmat} \& \hyperlink{classKalman_9fb808cc94a4c2652e1fb93be9bb7dcf}{\_\-P}} 
     183\label{classKalman_9fb808cc94a4c2652e1fb93be9bb7dcf} 
    115184 
    116185\begin{CompactList}\small\item\em cache of est.R \item\end{CompactList}\item  
    117 {\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88} 
     186\hypertarget{classBM_af00f0612fabe66241dd507188cdbf88}{ 
     187\hyperlink{classRV}{RV} \hyperlink{classBM_af00f0612fabe66241dd507188cdbf88}{rv}} 
     188\label{classBM_af00f0612fabe66241dd507188cdbf88} 
    118189 
    119190\begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item  
    120 double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979} 
     191\hypertarget{classBM_5623fef6572a08c2b53b8c87b82dc979}{ 
     192double \hyperlink{classBM_5623fef6572a08c2b53b8c87b82dc979}{ll}} 
     193\label{classBM_5623fef6572a08c2b53b8c87b82dc979} 
    121194 
    122195\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item  
    123 bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129} 
    124  
    125 \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}\end{CompactItemize} 
     196\hypertarget{classBM_bf6fb59b30141074f8ee1e2f43d03129}{ 
     197bool \hyperlink{classBM_bf6fb59b30141074f8ee1e2f43d03129}{evalll}} 
     198\label{classBM_bf6fb59b30141074f8ee1e2f43d03129} 
     199 
     200\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}\end{CompactItemize} 
    126201 
    127202 
    128203\subsection{Detailed Description} 
    129 \doxyref{Kalman}{p.}{classKalman} filter in square root form.  
     204\hyperlink{classKalman}{Kalman} filter in square root form.  
    130205 
    131206\subsection{Member Function Documentation} 
     207\hypertarget{classKalmanCh_cca758192846940409822b9bd778d4e1}{ 
    132208\index{KalmanCh@{KalmanCh}!bayes@{bayes}} 
    133209\index{bayes@{bayes}!KalmanCh@{KalmanCh}} 
    134 \subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void KalmanCh::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  [virtual]}}\label{classKalmanCh_cca758192846940409822b9bd778d4e1} 
    135  
    136  
    137 Here dt = [yt;ut] of appropriate dimensions.  
     210\subsubsection[bayes]{\setlength{\rightskip}{0pt plus 5cm}void KalmanCh::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  \mbox{[}virtual\mbox{]}}}} 
     211\label{classKalmanCh_cca758192846940409822b9bd778d4e1} 
     212 
     213 
     214Here dt = \mbox{[}yt;ut\mbox{]} of appropriate dimensions.  
    138215 
    139216The following equality hold::\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' & P_{t|t-1}^{0.5}CA'\\ & Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} & KA'\\ & P_{t+1|t}^{0.5}\\ \\\end{array}\right]\] 
    … …  
    141218Thus this object evaluates only predictors! Not filtering densities.  
    142219 
    143 Reimplemented from {\bf Kalman$<$ chmat $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}. 
    144  
    145 Reimplemented in {\bf EKFCh} \doxyref{}{p.}{classEKFCh_96f6edda324a0b7ef8b4e86cc7af60c1}. 
    146  
    147 References chmat::\_\-Ch(), Kalman$<$ chmat $>$::\_\-K, Kalman$<$ chmat $>$::\_\-mu, Kalman$<$ chmat $>$::\_\-P, Kalman$<$ chmat $>$::\_\-Ry, Kalman$<$ chmat $>$::\_\-yp, Kalman$<$ chmat $>$::A, Kalman$<$ chmat $>$::B, Kalman$<$ chmat $>$::C, Kalman$<$ chmat $>$::D, Kalman$<$ chmat $>$::dimu, Kalman$<$ chmat $>$::dimx, Kalman$<$ chmat $>$::dimy, BM::evalll, enorm$<$ sq\_\-T $>$::evalpdflog(), Kalman$<$ chmat $>$::fy, BM::ll, postA, preA, and chmat::to\_\-mat(). 
     220Reimplemented from \hyperlink{classKalman_7750ffd73f261828a32c18aaeb65c75c}{Kalman$<$ chmat $>$}. 
     221 
     222Reimplemented in \hyperlink{classEKFCh_96f6edda324a0b7ef8b4e86cc7af60c1}{EKFCh}. 
     223 
     224References chmat::\_\-Ch(), Kalman$<$ chmat $>$::\_\-K, Kalman$<$ chmat $>$::\_\-mu, Kalman$<$ chmat $>$::\_\-P, Kalman$<$ chmat $>$::\_\-Ry, Kalman$<$ chmat $>$::\_\-yp, Kalman$<$ chmat $>$::A, Kalman$<$ chmat $>$::B, Kalman$<$ chmat $>$::C, Kalman$<$ chmat $>$::D, Kalman$<$ chmat $>$::dimu, Kalman$<$ chmat $>$::dimx, Kalman$<$ chmat $>$::dimy, BM::evalll, enorm$<$ sq\_\-T $>$::evalpdflog(), Kalman$<$ chmat $>$::fy, BM::ll, postA, preA, and chmat::to\_\-mat().\hypertarget{classBM_8a8ce6df431689964c41cc6c849cfd06}{ 
     225\index{KalmanCh@{KalmanCh}!logpred@{logpred}} 
     226\index{logpred@{logpred}!KalmanCh@{KalmanCh}} 
     227\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{]}}}} 
     228\label{classBM_8a8ce6df431689964c41cc6c849cfd06} 
     229 
     230 
     231Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.  
     232 
     233Reimplemented in \hyperlink{classARX_e7f9e7823aec9bf7ddc3b42d9b3304c4}{ARX}, \hyperlink{classMixEF_424ca64f36d4e41de7a7e7ae921d35ea}{MixEF}, and \hyperlink{classmultiBM_13e26a61757278981fd8cac9a7ef91eb}{multiBM}.\hypertarget{classBM_eb58c81d6a7b75b05fc6f276eed78887}{ 
     234\index{KalmanCh@{KalmanCh}!\_\-copy\_\-@{\_\-copy\_\-}} 
     235\index{\_\-copy\_\-@{\_\-copy\_\-}!KalmanCh@{KalmanCh}} 
     236\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{]}}}} 
     237\label{classBM_eb58c81d6a7b75b05fc6f276eed78887} 
     238 
     239 
     240Copy 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; \}  
     241 
     242Reimplemented in \hyperlink{classARX_d2751057811c6fb8f4ff86e1648bcddc}{ARX}. 
     243 
     244Referenced by MixEF::MixEF(). 
    148245 
    149246The documentation for this class was generated from the following files:\begin{CompactItemize} 
    150247\item  
    151 work/git/mixpp/bdm/estim/{\bf libKF.h}\item  
     248work/git/mixpp/bdm/estim/\hyperlink{libKF_8h}{libKF.h}\item  
    152249work/git/mixpp/bdm/estim/libKF.cpp\end{CompactItemize}