\hypertarget{classKalmanFull}{
\section{KalmanFull Class Reference}
\label{classKalmanFull}\index{KalmanFull@{KalmanFull}}
}
Basic \hyperlink{classKalman}{Kalman} filter with full matrices (education purpose only)! Will be deleted soon!  


{\tt \#include $<$libKF.h$>$}

Inheritance diagram for KalmanFull:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=102pt]{classKalmanFull__inherit__graph}
\end{center}
\end{figure}
\subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
\hypertarget{classKalmanFull_7197ab6e7380790006394eabd3b97043}{
\hyperlink{classKalmanFull_7197ab6e7380790006394eabd3b97043}{KalmanFull} (mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0)}
\label{classKalmanFull_7197ab6e7380790006394eabd3b97043}

\begin{CompactList}\small\item\em Full constructor. \item\end{CompactList}\item 
\hypertarget{classKalmanFull_13a041cd98ff157703766be275a657bb}{
void \hyperlink{classKalmanFull_13a041cd98ff157703766be275a657bb}{bayes} (const vec \&dt)}
\label{classKalmanFull_13a041cd98ff157703766be275a657bb}

\begin{CompactList}\small\item\em Here dt = \mbox{[}yt;ut\mbox{]} of appropriate dimensions. \item\end{CompactList}\item 
\hypertarget{classKalmanFull_9d7cc2235b643d9662cd9c8b8469747d}{
\hyperlink{classKalmanFull_9d7cc2235b643d9662cd9c8b8469747d}{KalmanFull} ()}
\label{classKalmanFull_9d7cc2235b643d9662cd9c8b8469747d}

\begin{CompactList}\small\item\em For \hyperlink{classEKFfull}{EKFfull};. \item\end{CompactList}\end{CompactItemize}
\subsection*{Public Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classKalmanFull_fb5aec635e2720cc5ac31bc01c18a68a}{
vec \hyperlink{classKalmanFull_fb5aec635e2720cc5ac31bc01c18a68a}{mu}}
\label{classKalmanFull_fb5aec635e2720cc5ac31bc01c18a68a}

\begin{CompactList}\small\item\em Mean value of the posterior density. \item\end{CompactList}\item 
\hypertarget{classKalmanFull_b75dc059e84fa8ffc076203b30f926cc}{
mat \hyperlink{classKalmanFull_b75dc059e84fa8ffc076203b30f926cc}{P}}
\label{classKalmanFull_b75dc059e84fa8ffc076203b30f926cc}

\begin{CompactList}\small\item\em Variance of the posterior density. \item\end{CompactList}\item 
\hypertarget{classKalmanFull_c17d69e125acd2673e6688fd86dd3f84}{
bool \textbf{evalll}}
\label{classKalmanFull_c17d69e125acd2673e6688fd86dd3f84}

\item 
\hypertarget{classKalmanFull_3aa4bf6128980d0627413dcf9cd07308}{
double \textbf{ll}}
\label{classKalmanFull_3aa4bf6128980d0627413dcf9cd07308}

\end{CompactItemize}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classKalmanFull_c5353e66238ed717dba79e0499118226}{
int \textbf{dimx}}
\label{classKalmanFull_c5353e66238ed717dba79e0499118226}

\item 
\hypertarget{classKalmanFull_761fadcc12dd4cb83bb8b5e27db01947}{
int \textbf{dimy}}
\label{classKalmanFull_761fadcc12dd4cb83bb8b5e27db01947}

\item 
\hypertarget{classKalmanFull_609a4a0fcde78fd7aac2f01b34e952c9}{
int \textbf{dimu}}
\label{classKalmanFull_609a4a0fcde78fd7aac2f01b34e952c9}

\item 
\hypertarget{classKalmanFull_554de4c953761380cd5a14a02542e007}{
mat \textbf{A}}
\label{classKalmanFull_554de4c953761380cd5a14a02542e007}

\item 
\hypertarget{classKalmanFull_ac7ade2a603a1b05419e36c5aae21755}{
mat \textbf{B}}
\label{classKalmanFull_ac7ade2a603a1b05419e36c5aae21755}

\item 
\hypertarget{classKalmanFull_5a9a8326ae17b519109fcdad59ea74a3}{
mat \textbf{C}}
\label{classKalmanFull_5a9a8326ae17b519109fcdad59ea74a3}

\item 
\hypertarget{classKalmanFull_8f992a2d6b66d2e8bd9174b28cc0f074}{
mat \textbf{D}}
\label{classKalmanFull_8f992a2d6b66d2e8bd9174b28cc0f074}

\item 
\hypertarget{classKalmanFull_bbd2dab10da47237a5f0d9e55fd61f24}{
mat \textbf{R}}
\label{classKalmanFull_bbd2dab10da47237a5f0d9e55fd61f24}

\item 
\hypertarget{classKalmanFull_a8777c1fe67763395d3ddeb326239851}{
mat \textbf{Q}}
\label{classKalmanFull_a8777c1fe67763395d3ddeb326239851}

\item 
\hypertarget{classKalmanFull_905823cf4157a11b8b824e45809dac55}{
mat \textbf{\_\-Pp}}
\label{classKalmanFull_905823cf4157a11b8b824e45809dac55}

\item 
\hypertarget{classKalmanFull_b1b946b3a43f7d86cf4b6dc0dd6e3210}{
mat \textbf{\_\-Ry}}
\label{classKalmanFull_b1b946b3a43f7d86cf4b6dc0dd6e3210}

\item 
\hypertarget{classKalmanFull_c7d915386a9d60b1bc309ae9166764f6}{
mat \textbf{\_\-iRy}}
\label{classKalmanFull_c7d915386a9d60b1bc309ae9166764f6}

\item 
\hypertarget{classKalmanFull_4c8354ea4801529f3071189ddd10d760}{
mat \textbf{\_\-K}}
\label{classKalmanFull_4c8354ea4801529f3071189ddd10d760}

\end{CompactItemize}
\subsection*{Friends}
\begin{CompactItemize}
\item 
\hypertarget{classKalmanFull_86ba216243ed95bb46d80d88775d16af}{
std::ostream \& \hyperlink{classKalmanFull_86ba216243ed95bb46d80d88775d16af}{operator$<$$<$} (std::ostream \&os, const \hyperlink{classKalmanFull}{KalmanFull} \&kf)}
\label{classKalmanFull_86ba216243ed95bb46d80d88775d16af}

\begin{CompactList}\small\item\em print elements of KF \item\end{CompactList}\end{CompactItemize}


\subsection{Detailed Description}
Basic \hyperlink{classKalman}{Kalman} filter with full matrices (education purpose only)! Will be deleted soon! 

The documentation for this class was generated from the following files:\begin{CompactItemize}
\item 
work/git/mixpp/bdm/estim/\hyperlink{libKF_8h}{libKF.h}\item 
work/git/mixpp/bdm/estim/libKF.cpp\end{CompactItemize}
