<?xml version='1.0' encoding='UTF-8' standalone='no'?>
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    <compoundname>testKF_QRexh.cpp</compoundname>
    <includes local="no">itpp/itbase.h</includes>
    <includes refid="libKF_8h" local="no">estim/libKF.h</includes>
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        <label>itpp/itbase.h</label>
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      <sectiondef kind="func">
      <memberdef kind="function" id="testKF__QRexh_8cpp_1e66f6b31b5ad750f1fe042a706a4e3d4" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type>int</type>
        <definition>int main</definition>
        <argsstring>()</argsstring>
        <name>main</name>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/tests/testKF_QRexh.cpp" line="11" bodyfile="/home/smidl/work/git/mixpp/tests/testKF_QRexh.cpp" bodystart="11" bodyend="82"/>
      </memberdef>
      </sectiondef>
    <briefdescription>
    </briefdescription>
    <detaileddescription>
    </detaileddescription>
    <programlisting>
<codeline lineno="1"><highlight class="preprocessor">#include<sp/>&lt;itpp/itbase.h&gt;</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="2"><highlight class="normal"></highlight><highlight class="preprocessor">#include<sp/>&lt;<ref refid="libKF_8h" kindref="compound" tooltip="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">estim/libKF.h</ref>&gt;</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="3"><highlight class="normal"></highlight><highlight class="preprocessor">#include<sp/>&lt;<ref refid="libPF_8h" kindref="compound" tooltip="Bayesian Filtering using stochastic sampling (Particle Filters).">estim/libPF.h</ref>&gt;</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="4"><highlight class="normal"></highlight></codeline>
<codeline lineno="5"><highlight class="normal"></highlight><highlight class="keyword">using<sp/>namespace<sp/></highlight><highlight class="normal">itpp;</highlight></codeline>
<codeline lineno="6"><highlight class="normal"></highlight></codeline>
<codeline lineno="7"><highlight class="normal"></highlight><highlight class="comment">//These<sp/>lines<sp/>are<sp/>needed<sp/>for<sp/>use<sp/>of<sp/>cout<sp/>and<sp/>endl</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="8"><highlight class="normal"></highlight><highlight class="keyword">using</highlight><highlight class="normal"><sp/>std::cout;</highlight></codeline>
<codeline lineno="9"><highlight class="normal"></highlight><highlight class="keyword">using</highlight><highlight class="normal"><sp/>std::endl;</highlight></codeline>
<codeline lineno="10"><highlight class="normal"></highlight></codeline>
<codeline lineno="11"><highlight class="normal"></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/><ref refid="sim__var_8cpp_1e66f6b31b5ad750f1fe042a706a4e3d4" kindref="member" tooltip="Extended Kalman filter with unknown Q.">main</ref>()<sp/>{</highlight></codeline>
<codeline lineno="12"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>Klaman<sp/>filter</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="13"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>A,<sp/>B,C,D,R,Q,P0;</highlight></codeline>
<codeline lineno="14"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>vec<sp/>mu0;</highlight></codeline>
<codeline lineno="15"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Mu0;</highlight><highlight class="comment">//<sp/>read<sp/>from<sp/>matlab</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="16"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>input<sp/>from<sp/>Matlab</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="17"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>it_file<sp/>fin<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;testKF.it&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="18"><highlight class="normal"></highlight></codeline>
<codeline lineno="19"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Dt,<sp/>XQRt,eR,eQ;</highlight></codeline>
<codeline lineno="20"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>Ndat;</highlight></codeline>
<codeline lineno="21"><highlight class="normal"></highlight></codeline>
<codeline lineno="22"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordtype">bool</highlight><highlight class="normal"><sp/>xxx=<sp/>fin.seek<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;d&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="23"><highlight class="normal"></highlight></codeline>
<codeline lineno="24"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">if</highlight><highlight class="normal"><sp/>(<sp/>!xxx<sp/>)<sp/>{<sp/>it_error<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;testKF.it<sp/>not<sp/>found&quot;</highlight><highlight class="normal"><sp/>);}</highlight></codeline>
<codeline lineno="25"><highlight class="normal"></highlight></codeline>
<codeline lineno="26"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;Dt;</highlight></codeline>
<codeline lineno="27"><highlight class="normal"></highlight></codeline>
<codeline lineno="28"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;A&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="29"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;<sp/>A;</highlight></codeline>
<codeline lineno="30"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;B&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="31"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;<sp/>B;</highlight></codeline>
<codeline lineno="32"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;C&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="33"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;<sp/>C;</highlight></codeline>
<codeline lineno="34"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;D&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="35"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;<sp/>D;</highlight></codeline>
<codeline lineno="36"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;R&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="37"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin<sp/>&gt;&gt;<sp/>R;</highlight></codeline>
<codeline lineno="38"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;Q&quot;</highlight><highlight class="normal"><sp/>);<sp/>fin<sp/>&gt;&gt;<sp/>Q;</highlight></codeline>
<codeline lineno="39"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;P0&quot;</highlight><highlight class="normal"><sp/>);<sp/>fin<sp/>&gt;&gt;<sp/>P0;</highlight></codeline>
<codeline lineno="40"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fin.seek<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;mu0&quot;</highlight><highlight class="normal"><sp/>);<sp/>fin<sp/>&gt;&gt;<sp/>Mu0;</highlight></codeline>
<codeline lineno="41"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mu0=Mu0.get_col<sp/>(<sp/>0<sp/>);</highlight></codeline>
<codeline lineno="42"><highlight class="normal"></highlight></codeline>
<codeline lineno="43"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>vec<sp/>vQ1<sp/>=<sp/></highlight><highlight class="stringliteral">&quot;0.01:0.04:1&quot;</highlight><highlight class="normal">;</highlight></codeline>
<codeline lineno="44"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>vec<sp/>vQ2<sp/>=<sp/></highlight><highlight class="stringliteral">&quot;0.01:0.04:1&quot;</highlight><highlight class="normal">;</highlight></codeline>
<codeline lineno="45"><highlight class="normal"></highlight></codeline>
<codeline lineno="46"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>LL<sp/>=<sp/>zeros<sp/>(<sp/>vQ1.length(),<sp/><sp/>vQ2.length()<sp/>);</highlight></codeline>
<codeline lineno="47"><highlight class="normal"></highlight></codeline>
<codeline lineno="48"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Ndat<sp/>=<sp/>Dt.cols();</highlight></codeline>
<codeline lineno="49"><highlight class="normal"></highlight></codeline>
<codeline lineno="50"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>rx<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;{x}&quot;</highlight><highlight class="normal">,</highlight><highlight class="stringliteral">&quot;2&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="51"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>ru<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;{u}&quot;</highlight><highlight class="normal">,</highlight><highlight class="stringliteral">&quot;1&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="52"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classRV" kindref="compound" tooltip="Class representing variables, most often random variables.">RV</ref><sp/>ry<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;{y}&quot;</highlight><highlight class="normal">,</highlight><highlight class="stringliteral">&quot;2&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="53"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="54"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="55"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><ref refid="classKalman" kindref="compound" tooltip="Kalman filter with covariance matrices in square root form.">Kalman&lt;ldmat&gt;</ref><sp/>KFtr<sp/>(<sp/>rx,ry,ru<sp/>);</highlight></codeline>
<codeline lineno="56"><highlight class="normal"></highlight></codeline>
<codeline lineno="57"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">for</highlight><highlight class="normal"><sp/>(<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>i<sp/>=0;<sp/>i&lt;vQ1.length();i++<sp/>)<sp/>{</highlight></codeline>
<codeline lineno="58"><highlight class="normal"></highlight></codeline>
<codeline lineno="59"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">for</highlight><highlight class="normal"><sp/>(<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>j<sp/>=<sp/>0;<sp/>j&lt;vQ2.length();j++<sp/>)<sp/>{</highlight></codeline>
<codeline lineno="60"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//<sp/>KF<sp/>with<sp/>R<sp/>unknown</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="61"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>mat<sp/>Qj<sp/>=<sp/>Q;</highlight></codeline>
<codeline lineno="62"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Qj<sp/>(<sp/>0,0<sp/>)<sp/>=<sp/>vQ1<sp/>(<sp/>i<sp/>);</highlight></codeline>
<codeline lineno="63"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>Qj<sp/>(<sp/>1,1<sp/>)<sp/>=<sp/>vQ2<sp/>(<sp/>j<sp/>);</highlight></codeline>
<codeline lineno="64"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KFtr.set_parameters<sp/>(<sp/>A,B,C,D,<ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref><sp/>(<sp/>R<sp/>),<ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref><sp/>(<sp/>Qj<sp/>)<sp/>);</highlight></codeline>
<codeline lineno="65"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KFtr.set_est<sp/>(<sp/>mu0,<ref refid="classldmat" kindref="compound" tooltip="Matrix stored in LD form, (typically known as UD).">ldmat</ref><sp/>(<sp/>P0<sp/>)<sp/>);</highlight></codeline>
<codeline lineno="66"><highlight class="normal"></highlight></codeline>
<codeline lineno="67"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">for</highlight><highlight class="normal"><sp/>(<sp/></highlight><highlight class="keywordtype">int</highlight><highlight class="normal"><sp/>t=1;t&lt;Ndat;t++<sp/>)<sp/>{</highlight></codeline>
<codeline lineno="68"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>KFtr.bayes<sp/>(<sp/>Dt.get_col<sp/>(<sp/>t<sp/>)<sp/>);</highlight></codeline>
<codeline lineno="69"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>LL<sp/>(<sp/>i,j<sp/>)<sp/>+=<sp/>KFtr._ll();</highlight></codeline>
<codeline lineno="70"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline>
<codeline lineno="71"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline>
<codeline lineno="72"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>}</highlight></codeline>
<codeline lineno="73"><highlight class="normal"></highlight></codeline>
<codeline lineno="74"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>it_file<sp/>fou<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;testKF_QR_exh.it&quot;</highlight><highlight class="normal"><sp/>);</highlight></codeline>
<codeline lineno="75"><highlight class="normal"></highlight></codeline>
<codeline lineno="76"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fou<sp/>&lt;&lt;<sp/>Name<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;LL&quot;</highlight><highlight class="normal"><sp/>)<sp/>&lt;&lt;<sp/>LL;</highlight></codeline>
<codeline lineno="77"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fou<sp/>&lt;&lt;<sp/>Name<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;Q1&quot;</highlight><highlight class="normal"><sp/>)<sp/>&lt;&lt;<sp/>vQ1;</highlight></codeline>
<codeline lineno="78"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>fou<sp/>&lt;&lt;<sp/>Name<sp/>(<sp/></highlight><highlight class="stringliteral">&quot;Q2&quot;</highlight><highlight class="normal"><sp/>)<sp/>&lt;&lt;<sp/>vQ2;</highlight></codeline>
<codeline lineno="79"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="comment">//Exit<sp/>program:</highlight><highlight class="normal"></highlight></codeline>
<codeline lineno="80"><highlight class="normal"><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/></highlight><highlight class="keywordflow">return</highlight><highlight class="normal"><sp/>0;</highlight></codeline>
<codeline lineno="81"><highlight class="normal"></highlight></codeline>
<codeline lineno="82"><highlight class="normal">}</highlight></codeline>
    </programlisting>
    <location file="/home/smidl/work/git/mixpp/tests/testKF_QRexh.cpp"/>
  </compounddef>
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