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  <compounddef id="Kalman_8m" kind="file">
    <compoundname>Kalman.m</compoundname>
      <sectiondef kind="var">
      <memberdef kind="variable" id="Kalman_8m_1a2d0bade8b7ef0b56beda27488ea708d" prot="public" static="no" mutable="no">
        <type></type>
        <definition>function[xt, Rx, ll]</definition>
        <argsstring>[xt, Rx, ll]</argsstring>
        <name>function</name>
        <initializer><ref refid="classKalman" kindref="compound">Kalman</ref>(xt,yt,A,C,Rw,Rv,Rx)
% yp=C*xt</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      </memberdef>
      <memberdef kind="variable" id="Kalman_8m_188c32bd7de17dde57a9a412b9a000e11" prot="public" static="no" mutable="no">
        <type>predikovan v stupy</type>
        <definition>Ry</definition>
        <argsstring></argsstring>
        <name>Ry</name>
        <initializer>Rv+C*Rx*C&apos;</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      </memberdef>
      <memberdef kind="variable" id="Kalman_8m_17385c34888ce96c459b2ab999e756e9b" prot="public" static="no" mutable="no">
        <type>kovariance inovace</type>
        <definition>asov updt stavu Rx</definition>
        <argsstring></argsstring>
        <name>Rx</name>
        <initializer>Rx-Rx*C&apos;*inv(Ry)*C*Rx</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      </memberdef>
      <memberdef kind="variable" id="Kalman_8m_1109d43e4753ed77f192edf5a278d31e8" prot="public" static="no" mutable="no">
        <type>datov updt kov stavu</type>
        <definition>datov updt kov stavu ey</definition>
        <argsstring></argsstring>
        <name>ey</name>
        <initializer>yt-yp</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      </memberdef>
      <memberdef kind="variable" id="Kalman_8m_17ef544e75392f3a67bfc3e470f4ff3a4" prot="public" static="no" mutable="no">
        <type>inovace</type>
        <definition>inovace KG</definition>
        <argsstring></argsstring>
        <name>KG</name>
        <initializer>Rx*C&apos;*inv(Rv)</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      </memberdef>
      <memberdef kind="variable" id="Kalman_8m_1e99e8f063b011dafba65cd94236b07b9" prot="public" static="no" mutable="no">
        <type><ref refid="classKalman" kindref="compound">Kalman</ref> v gain</type>
        <definition>xt</definition>
        <argsstring></argsstring>
        <name>xt</name>
        <initializer>xt+KG*ey</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      </memberdef>
      <memberdef kind="variable" id="Kalman_8m_1d228be362b719d6a232f91c2998779fa" prot="public" static="no" mutable="no">
        <type>datov updt stavu</type>
        <definition>datov updt stavu yp</definition>
        <argsstring></argsstring>
        <name>yp</name>
        <initializer>yt-C*xt</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      </memberdef>
      <memberdef kind="variable" id="Kalman_8m_116e4ef534cec559430e07e05eb71c719" prot="public" static="no" mutable="no">
        <type></type>
        <definition>K</definition>
        <argsstring></argsstring>
        <name>K</name>
        <initializer>Rx*C&apos;*inv(Ry)</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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      <memberdef kind="variable" id="Kalman_8m_1d5583c89e1658b14ba2a7dccd35666f7" prot="public" static="no" mutable="no">
        <type>asov updt kov stavu</type>
        <definition>asov updt kov stavu ll</definition>
        <argsstring></argsstring>
        <name>ll</name>
        <initializer>-1/2*log(det(Ry))-1/2*yp&apos;*inv(Ry)*yp</initializer>
        <briefdescription>
        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
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    <briefdescription>
    </briefdescription>
    <detaileddescription>
    </detaileddescription>
    <programlisting>
<codeline lineno="1"><highlight class="normal">function<sp/>[xt,Rx,ll]=<ref refid="classKalman" kindref="compound" tooltip="Kalman filter with covariance matrices in square root form.">Kalman</ref>(xt,yt,A,C,Rw,Rv,Rx)</highlight></codeline>
<codeline lineno="2"><highlight class="normal">%<sp/>yp=C*xt;<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/>predikovan�<sp/>v�stupy</highlight></codeline>
<codeline lineno="3"><highlight class="normal">%<sp/>Ry=Rv+C*Rx*C&apos;;<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>kovariance<sp/>inovace</highlight></codeline>
<codeline lineno="4"><highlight class="normal">%<sp/>Rx=Rx-Rx*C&apos;*inv(Ry)*C*Rx;<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>datov�<sp/>updt<sp/>kov.<sp/>stavu</highlight></codeline>
<codeline lineno="5"><highlight class="normal">%<sp/>ey=yt-yp;<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/>inovace<sp/></highlight></codeline>
<codeline lineno="6"><highlight class="normal">%<sp/></highlight></codeline>
<codeline lineno="7"><highlight class="normal">%<sp/>KG=Rx*C</highlight><highlight class="stringliteral">&apos;*inv(Rv);<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>Kalman�v<sp/>gain</highlight></codeline>
<codeline lineno="8"><highlight class="stringliteral">%<sp/>xt=xt+KG*ey;<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/>datov�<sp/>updt<sp/>stavu</highlight></codeline>
<codeline lineno="9"><highlight class="stringliteral">yp=yt-C*xt;</highlight></codeline>
<codeline lineno="10"><highlight class="stringliteral">Ry=C*Rx*C&apos;</highlight><highlight class="normal">+Rv;</highlight></codeline>
<codeline lineno="11"><highlight class="normal">K=Rx*C</highlight><highlight class="stringliteral">&apos;*inv(Ry);</highlight></codeline>
<codeline lineno="12"><highlight class="stringliteral">xt=xt+K*yp;</highlight></codeline>
<codeline lineno="13"><highlight class="stringliteral">Rx=(eye(length(C))-K*C)*Rx;</highlight></codeline>
<codeline lineno="14"><highlight class="stringliteral"></highlight></codeline>
<codeline lineno="15"><highlight class="stringliteral">xt=A*xt;<sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/><sp/>%<sp/>�asov�<sp/>updt<sp/>stavu</highlight></codeline>
<codeline lineno="16"><highlight class="stringliteral">Rx=Rw+A*Rx*A&apos;</highlight><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/>�asov�<sp/>updt<sp/>kov.<sp/>stavu</highlight></codeline>
<codeline lineno="17"><highlight class="normal"></highlight></codeline>
<codeline lineno="18"><highlight class="normal">ll=-1/2*log(det(Ry))-1/2*yp&apos;*inv(Ry)*yp;</highlight></codeline>
<codeline lineno="19"><highlight class="normal">%keyboard</highlight></codeline>
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