# work/git/mixpp/bdm/estim/arx.h File Reference

Bayesian Filtering for generalized autoregressive (ARX) model. More...

`#include <itpp/itbase.h>`
`#include "../stat/libFN.h"`
`#include "../stat/libEF.h"`

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## Classes
class | ARX
| Linear Autoregressive model with Gaussian noise. More...

## Detailed Description

Bayesian Filtering for generalized autoregressive (ARX) model.

Author:
  Vaclav Smidl.

----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------