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      <memberdef kind="variable" id="testKF__big_8m_116e4ef534cec559430e07e05eb71c719" prot="public" static="no" mutable="no">
        <type></type>
        <definition>K</definition>
        <argsstring></argsstring>
        <name>K</name>
        <initializer> P*C&apos;*iRy</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="60" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="60" bodyend="-1"/>
      </memberdef>
      <memberdef kind="variable" id="testKF__big_8m_123c1622d0f5af8a8a8cd90dd1898f3cb" prot="public" static="no" mutable="no">
        <type></type>
        <definition>mu</definition>
        <argsstring></argsstring>
        <name>mu</name>
        <initializer> mu + K*(y(:,t)-C*mu-D*u(t))</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="62" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="62" bodyend="-1"/>
      </memberdef>
      <memberdef kind="variable" id="testKF__big_8m_1f7d22d3421a567ae2e64e0fa8c6faaae" prot="public" static="no" mutable="no">
        <type>end</type>
        <definition>end exec_matlab</definition>
        <argsstring></argsstring>
        <name>exec_matlab</name>
        <initializer> <ref refid="classKalman" kindref="compound">Kalman</ref>(Oxt,y(:,t),A,C,Q,R,OPt) <ref refid="classKalman" kindref="compound">Kalman</ref>(Oxt2,y(:,t),A,C,Q,R/10000,OPt2) toc

!cd ../</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="70" bodyfile="/home/smidl/work/git/mixpp/matlab/testKF_big.m" bodystart="68" bodyend="-1"/>
      </memberdef>
      </sectiondef>
      <sectiondef kind="func">
      <memberdef kind="function" id="testKF__big_8m_1c4ba94d0cc961b3de89a5ceac9de3035" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type>function</type>
        <definition>function testKF</definition>
        <argsstring>(skipgen) if nargin&lt;1</argsstring>
        <name>testKF</name>
        <param>
          <type>skipgen</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="2"/>
      </memberdef>
      <memberdef kind="function" id="testKF__big_8m_1aeeb1ead24334ce09a1ffb542f262835" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type></type>
        <definition>x</definition>
        <argsstring>(:, 1)</argsstring>
        <name>x</name>
        <param>
          <type>:</type>
        </param>
        <param>
          <type>1</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="26"/>
      </memberdef>
      <memberdef kind="function" id="testKF__big_8m_1dbad4a22ccad809116814f2a9ccf4a35" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type></type>
        <definition>x</definition>
        <argsstring>(:, i)</argsstring>
        <name>x</name>
        <param>
          <type>:</type>
        </param>
        <param>
          <type>i</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="30"/>
      </memberdef>
      <memberdef kind="function" id="testKF__big_8m_11825a243c7bc27e6e7c926632cb3c8e9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type></type>
        <definition>y</definition>
        <argsstring>(:, i)</argsstring>
        <name>y</name>
        <param>
          <type>:</type>
        </param>
        <param>
          <type>i</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="31"/>
      </memberdef>
      <memberdef kind="function" id="testKF__big_8m_1e7ee862b63a54c45515bd83580c735a8" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type></type>
        <definition>itsave</definition>
        <argsstring>(&apos;testKF.it&apos;, d, A, B, C, D, Q, R, P0, mu0) save testKF else load testKF end%init mu</argsstring>
        <name>itsave</name>
        <param>
          <type>&apos;testKF.it&apos;</type>
        </param>
        <param>
          <type>d</type>
        </param>
        <param>
          <type>A</type>
        </param>
        <param>
          <type>B</type>
        </param>
        <param>
          <type>C</type>
        </param>
        <param>
          <type>D</type>
        </param>
        <param>
          <type>Q</type>
        </param>
        <param>
          <type>R</type>
        </param>
        <param>
          <type>P0</type>
        </param>
        <param>
          <type>mu0</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="41"/>
      </memberdef>
      <memberdef kind="function" id="testKF__big_8m_107d722eada7d30f04ac7fed6140c7c13" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type></type>
        <definition>Mu</definition>
        <argsstring>(1:dimx, t)</argsstring>
        <name>Mu</name>
        <param>
          <type>1:dimx</type>
        </param>
        <param>
          <type>t</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="63"/>
      </memberdef>
      <memberdef kind="function" id="testKF__big_8m_1d91ba6b0ae965ae14603af3274d688c2" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type>tests testKF</type>
        <definition>tests testKF itload</definition>
        <argsstring>(&apos;testKF_res.it&apos;)</argsstring>
        <name>itload</name>
        <param>
          <type>&apos;testKF_res.it&apos;</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="71"/>
      </memberdef>
      <memberdef kind="function" id="testKF__big_8m_1f0aa8fd6dd46b4abbd815fff698c1a19" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type>hold off</type>
        <definition>hold off plot</definition>
        <argsstring>(x&apos;)</argsstring>
        <name>plot</name>
        <param>
          <type>x&apos;</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="74"/>
      </memberdef>
      <memberdef kind="function" id="testKF__big_8m_1326450cee37b21cf7e9d9e70649c94dc" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type>hold on</type>
        <definition>hold on plot</definition>
        <argsstring>(xth&apos;,&apos;--&apos;)</argsstring>
        <name>plot</name>
        <param>
          <type>xth&apos;</type>
        </param>
        <param>
          <type>&apos;--&apos;</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="76"/>
      </memberdef>
      <memberdef kind="function" id="testKF__big_8m_199232dcfb21f0b04fdd16c57d7e7d6c4" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type></type>
        <definition>plot</definition>
        <argsstring>(xth2&apos;,&apos;+&apos;)</argsstring>
        <name>plot</name>
        <param>
          <type>xth2&apos;</type>
        </param>
        <param>
          <type>&apos;+&apos;</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="77"/>
      </memberdef>
      <memberdef kind="function" id="testKF__big_8m_16ce11142e1cc7f336ee0c84a8e7fa000" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type></type>
        <definition>plot</definition>
        <argsstring>(xthE&apos;,&apos;o&apos;)</argsstring>
        <name>plot</name>
        <param>
          <type>xthE&apos;</type>
        </param>
        <param>
          <type>&apos;o&apos;</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="78"/>
      </memberdef>
      <memberdef kind="function" id="testKF__big_8m_1eb18112686a400e443f5507bb5bcba2d" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type></type>
        <definition>plot</definition>
        <argsstring>(Mu&apos;,&apos;d&apos;)</argsstring>
        <name>plot</name>
        <param>
          <type>Mu&apos;</type>
        </param>
        <param>
          <type>&apos;d&apos;</type>
        </param>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m" line="79"/>
      </memberdef>
      </sectiondef>
    <briefdescription>
    </briefdescription>
    <detaileddescription>
    </detaileddescription>
    <programlisting>
<codeline lineno="1"><highlight class="normal">function<sp/>testKF(skipgen)</highlight></codeline>
<codeline lineno="2"><highlight class="normal">if<sp/>nargin&lt;1,<sp/>skipgen=0;<sp/>end</highlight></codeline>
<codeline lineno="3"><highlight class="normal"></highlight></codeline>
<codeline lineno="4"><highlight class="normal">if<sp/>~skipgen</highlight></codeline>
<codeline lineno="5"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>dimx<sp/>=<sp/>30;</highlight></codeline>
<codeline lineno="6"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Apom=rand(dimx);</highlight></codeline>
<codeline lineno="7"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Apom2<sp/>=<sp/>Apom*Apom&apos;;</highlight></codeline>
<codeline lineno="8"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>A<sp/>=<sp/>Apom2/max(1.1*eig(Apom2));</highlight></codeline>
<codeline lineno="9"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>B=ones(dimx,1);</highlight></codeline>
<codeline lineno="10"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>C=eye(dimx);</highlight></codeline>
<codeline lineno="11"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>D=ones(dimx,1);</highlight></codeline>
<codeline lineno="12"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>R=0.1*eye(dimx);</highlight></codeline>
<codeline lineno="13"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Q=0.2*eye(dimx);<sp/></highlight></codeline>
<codeline lineno="14"><highlight class="normal"></highlight></codeline>
<codeline lineno="15"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>sQ<sp/>=<sp/>chol(Q)&apos;;</highlight></codeline>
<codeline lineno="16"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>sR<sp/>=<sp/>chol(R)&apos;;</highlight></codeline>
<codeline lineno="17"><highlight class="normal"></highlight></codeline>
<codeline lineno="18"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>N<sp/>=1000;</highlight></codeline>
<codeline lineno="19"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu0<sp/>=<sp/>zeros(dimx,1);</highlight></codeline>
<codeline lineno="20"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>P0<sp/>=<sp/>200*eye(dimx);</highlight></codeline>
<codeline lineno="21"><highlight class="normal"></highlight></codeline>
<codeline lineno="22"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>u<sp/>=<sp/>rand(1,N);</highlight></codeline>
<codeline lineno="23"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>x<sp/>=<sp/>zeros(dimx,N);</highlight></codeline>
<codeline lineno="24"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>y<sp/>=<sp/>zeros(dimx,N);</highlight></codeline>
<codeline lineno="25"><highlight class="normal"></highlight></codeline>
<codeline lineno="26"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>x(:,1)<sp/>=<sp/>10*ones(dimx,1);</highlight></codeline>
<codeline lineno="27"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Et<sp/>=<sp/>sQ*randn(dimx,N);</highlight></codeline>
<codeline lineno="28"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Wt<sp/>=<sp/>sR*randn(dimx,N);</highlight></codeline>
<codeline lineno="29"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>for<sp/>i=2:N;</highlight></codeline>
<codeline lineno="30"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>x(:,i)<sp/>=<sp/>A*x(:,i-1)<sp/>+<sp/>B*u(i)<sp/>+<sp/>Et(:,i);</highlight></codeline>
<codeline lineno="31"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>y(:,i)<sp/>=<sp/>C*x(:,i)<sp/>+<sp/>D*u(i)<sp/>+<sp/>Wt(:,1);</highlight></codeline>
<codeline lineno="32"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>end</highlight></codeline>
<codeline lineno="33"><highlight class="normal"></highlight></codeline>
<codeline lineno="34"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>d=[y;u];</highlight></codeline>
<codeline lineno="35"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>itsave(&apos;testKF.it&apos;,d,A,B,C,D,Q,R,P0,mu0)</highlight></codeline>
<codeline lineno="36"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>save<sp/>testKF</highlight></codeline>
<codeline lineno="37"><highlight class="normal">else</highlight></codeline>
<codeline lineno="38"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>load<sp/>testKF</highlight></codeline>
<codeline lineno="39"><highlight class="normal">end</highlight></codeline>
<codeline lineno="40"><highlight class="normal">%<sp/>init<sp/></highlight></codeline>
<codeline lineno="41"><highlight class="normal">mu<sp/>=<sp/>mu0;</highlight></codeline>
<codeline lineno="42"><highlight class="normal">P<sp/>=<sp/>P0;</highlight></codeline>
<codeline lineno="43"><highlight class="normal">EP<sp/>=<sp/>[0;0];</highlight></codeline>
<codeline lineno="44"><highlight class="normal"></highlight></codeline>
<codeline lineno="45"><highlight class="normal">Oxt<sp/>=<sp/>mu0;</highlight></codeline>
<codeline lineno="46"><highlight class="normal">OPt<sp/>=<sp/>P0;</highlight></codeline>
<codeline lineno="47"><highlight class="normal">ll<sp/>=0;</highlight></codeline>
<codeline lineno="48"><highlight class="normal">Oxt2<sp/>=<sp/>mu0;</highlight></codeline>
<codeline lineno="49"><highlight class="normal">OPt2<sp/>=<sp/>P0;</highlight></codeline>
<codeline lineno="50"><highlight class="normal">ll2=0;</highlight></codeline>
<codeline lineno="51"><highlight class="normal"></highlight></codeline>
<codeline lineno="52"><highlight class="normal">tic;</highlight></codeline>
<codeline lineno="53"><highlight class="normal">for<sp/>t=2:N</highlight></codeline>
<codeline lineno="54"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu<sp/>=<sp/>A*mu<sp/>+<sp/>B*u(t);</highlight></codeline>
<codeline lineno="55"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>P<sp/><sp/>=<sp/>A*P*A&apos;<sp/>+<sp/>Q;</highlight></codeline>
<codeline lineno="56"><highlight class="normal"></highlight></codeline>
<codeline lineno="57"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%Data<sp/>update</highlight></codeline>
<codeline lineno="58"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Ry<sp/>=<sp/>C*P*C&apos;<sp/>+<sp/>R;</highlight></codeline>
<codeline lineno="59"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>iRy<sp/>=<sp/>inv(Ry);</highlight></codeline>
<codeline lineno="60"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>K<sp/>=<sp/>P*C&apos;*iRy;<sp/></highlight></codeline>
<codeline lineno="61"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>P<sp/>=<sp/>P-<sp/>K*C*P;<sp/>%<sp/>P<sp/>=<sp/>P<sp/>-KCP;</highlight></codeline>
<codeline lineno="62"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu<sp/>=<sp/>mu<sp/>+<sp/>K*(y(:,t)-C*mu-D*u(t));</highlight></codeline>
<codeline lineno="63"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Mu(1:dimx,t)=mu;</highlight></codeline>
<codeline lineno="64"><highlight class="normal"></highlight></codeline>
<codeline lineno="65"><highlight class="normal">%<sp/><sp/><sp/><sp/><sp/><sp/><sp/>[Oxt,OPt,ll(t)]<sp/>=<sp/><ref refid="classKalman" kindref="compound" tooltip="Kalman filter with covariance matrices in square root form.">Kalman</ref>(Oxt,y(:,t),A,C,Q,R,OPt);</highlight></codeline>
<codeline lineno="66"><highlight class="normal">%<sp/><sp/><sp/><sp/><sp/><sp/><sp/>[Oxt2,OPt2,ll2(t)]<sp/>=<sp/><ref refid="classKalman" kindref="compound" tooltip="Kalman filter with covariance matrices in square root form.">Kalman</ref>(Oxt2,y(:,t),A,C,Q,R/10000,OPt2);</highlight></codeline>
<codeline lineno="67"><highlight class="normal">end</highlight></codeline>
<codeline lineno="68"><highlight class="normal">exec_matlab<sp/>=<sp/>toc</highlight></codeline>
<codeline lineno="69"><highlight class="normal"></highlight></codeline>
<codeline lineno="70"><highlight class="normal">!cd<sp/>../;./tests/testKF</highlight></codeline>
<codeline lineno="71"><highlight class="normal">itload(&apos;testKF_res.it&apos;);</highlight></codeline>
<codeline lineno="72"><highlight class="normal"></highlight></codeline>
<codeline lineno="73"><highlight class="normal">hold<sp/>off</highlight></codeline>
<codeline lineno="74"><highlight class="normal">plot(x&apos;);</highlight></codeline>
<codeline lineno="75"><highlight class="normal">hold<sp/>on</highlight></codeline>
<codeline lineno="76"><highlight class="normal">plot(xth&apos;,&apos;--&apos;);</highlight></codeline>
<codeline lineno="77"><highlight class="normal">plot(xth2&apos;,&apos;+&apos;);</highlight></codeline>
<codeline lineno="78"><highlight class="normal">plot(xthE&apos;,&apos;o&apos;);</highlight></codeline>
<codeline lineno="79"><highlight class="normal">plot(Mu&apos;,&apos;d&apos;);</highlight></codeline>
<codeline lineno="80"><highlight class="normal"></highlight></codeline>
<codeline lineno="81"><highlight class="normal">max(max(x(:,2:end)<sp/>-<sp/>xth(:,1:end-1)))</highlight></codeline>
<codeline lineno="82"><highlight class="normal">max(max(x<sp/>-<sp/>xth2))</highlight></codeline>
<codeline lineno="83"><highlight class="normal">max(max(x<sp/>-<sp/>xthE))</highlight></codeline>
<codeline lineno="84"><highlight class="normal">max(max(x<sp/>-<sp/>Mu))</highlight></codeline>
<codeline lineno="85"><highlight class="normal"></highlight></codeline>
<codeline lineno="86"><highlight class="normal">exec_times</highlight></codeline>
<codeline lineno="87"><highlight class="normal">exec_matlab./exec_times</highlight></codeline>
<codeline lineno="88"><highlight class="normal">keyboard</highlight></codeline>
<codeline lineno="89"><highlight class="normal">end</highlight></codeline>
    </programlisting>
    <location file="/home/smidl/work/git/mixpp/matlab/testKF_big.m"/>
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