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  <compounddef id="classEKF" kind="class" prot="public">
    <compoundname>EKF</compoundname>
    <basecompoundref refid="classKalman" prot="public" virt="non-virtual">Kalman&lt; fsqmat &gt;</basecompoundref>
    <includes refid="libKF_8h" local="no">libKF.h</includes>
    <templateparamlist>
      <param>
        <type>class</type>
        <declname>sq_T</declname>
        <defname>sq_T</defname>
      </param>
    </templateparamlist>
      <sectiondef kind="private-attrib">
      <memberdef kind="variable" id="classEKF_103674fdc59a208912af19a4943c29214" prot="private" static="no" mutable="no">
        <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type>
        <definition>diffbifn* EKF&lt; sq_T &gt;::pfxu</definition>
        <argsstring></argsstring>
        <name>pfxu</name>
        <briefdescription>
<para>Internal Model f(x,u). </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="199" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="199" bodyend="-1"/>
      </memberdef>
      <memberdef kind="variable" id="classEKF_12dc44cd82821964039bdb2c5c92a6140" prot="private" static="no" mutable="no">
        <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type>
        <definition>diffbifn* EKF&lt; sq_T &gt;::phxu</definition>
        <argsstring></argsstring>
        <name>phxu</name>
        <briefdescription>
<para>Observation Model h(x,u). </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="201" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="201" bodyend="-1"/>
      </memberdef>
      </sectiondef>
      <sectiondef kind="public-func">
      <memberdef kind="function" id="classEKF_1ea4f3254cacf0a92d2a820b1201d049e" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
        <type></type>
        <definition>EKF&lt; sq_T &gt;::EKF</definition>
        <argsstring>(RV rvx, RV rvy, RV rvu)</argsstring>
        <name>EKF</name>
        <param>
          <type><ref refid="classRV" kindref="compound">RV</ref></type>
          <declname>rvx</declname>
        </param>
        <param>
          <type><ref refid="classRV" kindref="compound">RV</ref></type>
          <declname>rvy</declname>
        </param>
        <param>
          <type><ref refid="classRV" kindref="compound">RV</ref></type>
          <declname>rvu</declname>
        </param>
        <briefdescription>
<para>Default constructor. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="204" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="344" bodyend="344"/>
      </memberdef>
      <memberdef kind="function" id="classEKF_128d058ae4d24d992d2f055419a06ee66" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
        <type>void</type>
        <definition>void EKF&lt; sq_T &gt;::set_parameters</definition>
        <argsstring>(diffbifn *pfxu, diffbifn *phxu, const sq_T Q0, const sq_T R0)</argsstring>
        <name>set_parameters</name>
        <param>
          <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type>
          <declname>pfxu</declname>
        </param>
        <param>
          <type><ref refid="classdiffbifn" kindref="compound">diffbifn</ref> *</type>
          <declname>phxu</declname>
        </param>
        <param>
          <type>const sq_T</type>
          <declname>Q0</declname>
        </param>
        <param>
          <type>const sq_T</type>
          <declname>R0</declname>
        </param>
        <briefdescription>
<para>Set nonlinear functions for mean values and covariance matrices. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="206" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="347" bodyend="361"/>
        <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman&lt; fsqmat &gt;::_mu</references>
        <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman&lt; fsqmat &gt;::A</references>
        <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman&lt; fsqmat &gt;::B</references>
        <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman&lt; fsqmat &gt;::C</references>
        <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman&lt; fsqmat &gt;::D</references>
        <references refid="classdiffbifn_16d217a02d4fa13931258d4bebdd0feb4" compoundref="libFN_8h" startline="85" endline="85">diffbifn::dfdx_cond</references>
        <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman&lt; fsqmat &gt;::dimu</references>
        <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman&lt; fsqmat &gt;::Q</references>
        <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman&lt; fsqmat &gt;::R</references>
      </memberdef>
      <memberdef kind="function" id="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual">
        <type>void</type>
        <definition>void EKF&lt; sq_T &gt;::bayes</definition>
        <argsstring>(const vec &amp;dt)</argsstring>
        <name>bayes</name>
        <reimplements refid="classKalman_17750ffd73f261828a32c18aaeb65c75c">bayes</reimplements>
        <param>
          <type>const vec &amp;</type>
          <declname>dt</declname>
        </param>
        <briefdescription>
<para>Here dt = [yt;ut] of appropriate dimensions. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="208" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="364" bodyend="396"/>
        <references refid="classKalman_1d422f51467c7a06174af2476d2826132" compoundref="libKF_8h" startline="95">Kalman&lt; fsqmat &gt;::_K</references>
        <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman&lt; fsqmat &gt;::_mu</references>
        <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman&lt; fsqmat &gt;::_P</references>
        <references refid="classKalman_145c9f928d2d62e0c884900fb3380f904" compoundref="libKF_8h" startline="99">Kalman&lt; fsqmat &gt;::_Ry</references>
        <references refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" compoundref="libKF_8h" startline="97">Kalman&lt; fsqmat &gt;::_yp</references>
        <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman&lt; fsqmat &gt;::A</references>
        <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman&lt; fsqmat &gt;::C</references>
        <references refid="classdiffbifn_16d217a02d4fa13931258d4bebdd0feb4" compoundref="libFN_8h" startline="85" endline="85">diffbifn::dfdx_cond</references>
        <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman&lt; fsqmat &gt;::dimu</references>
        <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman&lt; fsqmat &gt;::dimy</references>
        <references refid="classdiffbifn_1ad7673e16aa1a046b131b24c731c4632" compoundref="libFN_8h" startline="76" endline="80">diffbifn::eval</references>
        <references refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" compoundref="libBM_8h" startline="268">BM::evalll</references>
        <references refid="classenorm_1609a7c33dbb4fdfab050f3bdd1122401" compoundref="libEF_8h" startline="400" endline="403">enorm&lt; sq_T &gt;::evalpdflog</references>
        <references refid="classKalman_1e580ab06483952bd03f2e651763e184f" compoundref="libKF_8h" startline="92">Kalman&lt; fsqmat &gt;::fy</references>
        <references refid="classfsqmat_19fa853e1ca28f2a1a1c43377e798ecb1" compoundref="libDC_8cpp" startline="14" endline="14">fsqmat::inv</references>
        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
        <references refid="classfsqmat_15530d2756b5d991de755e6121c9a452e" compoundref="libDC_8cpp" startline="10" endline="10">fsqmat::mult_sym</references>
        <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman&lt; fsqmat &gt;::Q</references>
        <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman&lt; fsqmat &gt;::R</references>
        <references refid="classfsqmat_1cedf4f048309056f4262c930914dfda8" compoundref="libDC_8cpp" startline="9" endline="9">fsqmat::to_mat</references>
      </memberdef>
      <memberdef kind="function" id="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type>void</type>
        <definition>void Kalman&lt; fsqmat  &gt;::set_parameters</definition>
        <argsstring>(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const fsqmat &amp;R0, const fsqmat &amp;Q0)</argsstring>
        <name>set_parameters</name>
        <param>
          <type>const mat &amp;</type>
          <declname>A0</declname>
        </param>
        <param>
          <type>const mat &amp;</type>
          <declname>B0</declname>
        </param>
        <param>
          <type>const mat &amp;</type>
          <declname>C0</declname>
        </param>
        <param>
          <type>const mat &amp;</type>
          <declname>D0</declname>
        </param>
        <param>
          <type>const <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &amp;</type>
          <declname>R0</declname>
        </param>
        <param>
          <type>const <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &amp;</type>
          <declname>Q0</declname>
        </param>
        <briefdescription>
<para>Set parameters with check of relevance. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="111"/>
      </memberdef>
      <memberdef kind="function" id="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
        <type>void</type>
        <definition>void Kalman&lt; fsqmat  &gt;::set_est</definition>
        <argsstring>(const vec &amp;mu0, const fsqmat &amp;P0)</argsstring>
        <name>set_est</name>
        <param>
          <type>const vec &amp;</type>
          <declname>mu0</declname>
        </param>
        <param>
          <type>const <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &amp;</type>
          <declname>P0</declname>
        </param>
        <briefdescription>
<para>Set estimate values, used e.g. in initialization. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="113" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="113" bodyend="118"/>
        <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman&lt; sq_T &gt;::C</references>
        <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman&lt; sq_T &gt;::dimy</references>
        <references refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" compoundref="libKF_8h" startline="90">Kalman&lt; sq_T &gt;::est</references>
        <references refid="classKalman_1e580ab06483952bd03f2e651763e184f" compoundref="libKF_8h" startline="92">Kalman&lt; sq_T &gt;::fy</references>
      </memberdef>
      <memberdef kind="function" id="classBM_187b07867fd4c133aa89a18543f68d9f9" prot="public" static="no" const="no" explicit="no" inline="no" virt="non-virtual">
        <type>void</type>
        <definition>void BM::bayes</definition>
        <argsstring>(mat Dt)</argsstring>
        <name>bayes</name>
        <param>
          <type>mat</type>
          <declname>Dt</declname>
        </param>
        <briefdescription>
<para>Batch Bayes rule (columns of Dt are observations). </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="280"/>
      </memberdef>
      <memberdef kind="function" id="classKalman_1a213c57aef55b2645e550bed81cfc0d4" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual">
        <type><ref refid="classepdf" kindref="compound">epdf</ref> &amp;</type>
        <definition>epdf&amp; Kalman&lt; fsqmat  &gt;::_epdf</definition>
        <argsstring>()</argsstring>
        <name>_epdf</name>
        <reimplements refid="classBM_13dc45554556926bde996a267636abe55">_epdf</reimplements>
        <briefdescription>
<para>access function </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="123" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="123" bodyend="123"/>
        <references refid="classKalman_15568c74bac67ae6d3b1061dba60c9424" compoundref="libKF_8h" startline="90">Kalman&lt; sq_T &gt;::est</references>
      </memberdef>
      <memberdef kind="function" id="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
        <type>mat &amp;</type>
        <definition>mat&amp; Kalman&lt; fsqmat  &gt;::__K</definition>
        <argsstring>()</argsstring>
        <name>__K</name>
        <briefdescription>
<para>access function </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="125" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="125" bodyend="125"/>
        <references refid="classKalman_1d422f51467c7a06174af2476d2826132" compoundref="libKF_8h" startline="95">Kalman&lt; sq_T &gt;::_K</references>
      </memberdef>
      <memberdef kind="function" id="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
        <type>vec</type>
        <definition>vec Kalman&lt; fsqmat  &gt;::_dP</definition>
        <argsstring>()</argsstring>
        <name>_dP</name>
        <briefdescription>
<para>access function </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="127" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="127" bodyend="127"/>
        <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman&lt; sq_T &gt;::_P</references>
      </memberdef>
      <memberdef kind="function" id="classBM_1126bd2595c48e311fc2a7ab72876092a" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
        <type>const <ref refid="classRV" kindref="compound">RV</ref> &amp;</type>
        <definition>const RV&amp; BM::_rv</definition>
        <argsstring>() const </argsstring>
        <name>_rv</name>
        <briefdescription>
<para>access function </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="287" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="287" bodyend="287"/>
        <references refid="classBM_1af00f0612fabe66241dd507188cdbf88" compoundref="libBM_8h" startline="264">BM::rv</references>
      </memberdef>
      <memberdef kind="function" id="classBM_187f4a547d2c29180be88175e5eab9c88" prot="public" static="no" const="yes" explicit="no" inline="yes" virt="non-virtual">
        <type>double</type>
        <definition>double BM::_ll</definition>
        <argsstring>() const </argsstring>
        <name>_ll</name>
        <briefdescription>
<para>access function </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="289" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="289" bodyend="289"/>
        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
      </memberdef>
      </sectiondef>
      <sectiondef kind="protected-attrib">
      <memberdef kind="variable" id="classKalman_17501230c2fafa3655887d2da23b3184c" prot="protected" static="no" mutable="no">
        <type><ref refid="classRV" kindref="compound">RV</ref></type>
        <definition>RV Kalman&lt; fsqmat  &gt;::rvy</definition>
        <argsstring></argsstring>
        <name>rvy</name>
        <briefdescription>
<para>Indetifier of output rv. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="67" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="67" bodyend="-1"/>
      </memberdef>
      <memberdef kind="variable" id="classKalman_144a16ffd5ac1e6e39bae34fea9e1e498" prot="protected" static="no" mutable="no">
        <type><ref refid="classRV" kindref="compound">RV</ref></type>
        <definition>RV Kalman&lt; fsqmat  &gt;::rvu</definition>
        <argsstring></argsstring>
        <name>rvu</name>
        <briefdescription>
<para>Indetifier of exogeneous rv. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="69" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="69" bodyend="-1"/>
      </memberdef>
      <memberdef kind="variable" id="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" prot="protected" static="no" mutable="no">
        <type>int</type>
        <definition>int Kalman&lt; fsqmat  &gt;::dimx</definition>
        <argsstring></argsstring>
        <name>dimx</name>
        <briefdescription>
<para>cache of rv.count() </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="71" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="71" bodyend="-1"/>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" static="no" mutable="no">
        <type>int</type>
        <definition>int Kalman&lt; fsqmat  &gt;::dimy</definition>
        <argsstring></argsstring>
        <name>dimy</name>
        <briefdescription>
<para>cache of rvy.count() </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="73" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="73" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" static="no" mutable="no">
        <type>int</type>
        <definition>int Kalman&lt; fsqmat  &gt;::dimu</definition>
        <argsstring></argsstring>
        <name>dimu</name>
        <briefdescription>
<para>cache of rvu.count() </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="75" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="75" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_15e02efe86ee91e9c74b93b425fe060b9" prot="protected" static="no" mutable="no">
        <type>mat</type>
        <definition>mat Kalman&lt; fsqmat  &gt;::A</definition>
        <argsstring></argsstring>
        <name>A</name>
        <briefdescription>
<para>Matrix A. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="77" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="77" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1dc87704284a6c0bca13bf51f4345a50a" prot="protected" static="no" mutable="no">
        <type>mat</type>
        <definition>mat Kalman&lt; fsqmat  &gt;::B</definition>
        <argsstring></argsstring>
        <name>B</name>
        <briefdescription>
<para>Matrix B. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="79" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="79" bodyend="-1"/>
        <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_186a805cd6515872d1132ad0d6eb5dc13" prot="protected" static="no" mutable="no">
        <type>mat</type>
        <definition>mat Kalman&lt; fsqmat  &gt;::C</definition>
        <argsstring></argsstring>
        <name>C</name>
        <briefdescription>
<para>Matrix C. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="81" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="81" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" prot="protected" static="no" mutable="no">
        <type>mat</type>
        <definition>mat Kalman&lt; fsqmat  &gt;::D</definition>
        <argsstring></argsstring>
        <name>D</name>
        <briefdescription>
<para>Matrix D. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="83" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="83" bodyend="-1"/>
        <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" static="no" mutable="no">
        <type><ref refid="classfsqmat" kindref="compound">fsqmat</ref></type>
        <definition>fsqmat  Kalman&lt; fsqmat  &gt;::Q</definition>
        <argsstring></argsstring>
        <name>Q</name>
        <briefdescription>
<para>Matrix Q in square-root form. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="85" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="85" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" static="no" mutable="no">
        <type><ref refid="classfsqmat" kindref="compound">fsqmat</ref></type>
        <definition>fsqmat  Kalman&lt; fsqmat  &gt;::R</definition>
        <argsstring></argsstring>
        <name>R</name>
        <briefdescription>
<para>Matrix R in square-root form. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="87" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="87" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_15568c74bac67ae6d3b1061dba60c9424" prot="protected" static="no" mutable="no">
        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &gt;</type>
        <definition>enorm&lt;fsqmat &gt; Kalman&lt; fsqmat  &gt;::est</definition>
        <argsstring></argsstring>
        <name>est</name>
        <briefdescription>
<para>posterior density on $x_t$ </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="90" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="90" bodyend="-1"/>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" static="no" mutable="no">
        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; <ref refid="classfsqmat" kindref="compound">fsqmat</ref> &gt;</type>
        <definition>enorm&lt;fsqmat &gt; Kalman&lt; fsqmat  &gt;::fy</definition>
        <argsstring></argsstring>
        <name>fy</name>
        <briefdescription>
<para>preditive density on $y_t$ </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="92" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="92" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" static="no" mutable="no">
        <type>mat</type>
        <definition>mat Kalman&lt; fsqmat  &gt;::_K</definition>
        <argsstring></argsstring>
        <name>_K</name>
        <briefdescription>
<para>placeholder for <ref refid="classKalman" kindref="compound">Kalman</ref> gain </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="95" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="95" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" prot="protected" static="no" mutable="no">
        <type>vec &amp;</type>
        <definition>vec&amp; Kalman&lt; fsqmat  &gt;::_yp</definition>
        <argsstring></argsstring>
        <name>_yp</name>
        <briefdescription>
<para>cache of fy.mu </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="97" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="97" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" static="no" mutable="no">
        <type><ref refid="classfsqmat" kindref="compound">fsqmat</ref> &amp;</type>
        <definition>fsqmat &amp; Kalman&lt; fsqmat  &gt;::_Ry</definition>
        <argsstring></argsstring>
        <name>_Ry</name>
        <briefdescription>
<para>cache of fy.R </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="99" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="99" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" static="no" mutable="no">
        <type>vec &amp;</type>
        <definition>vec&amp; Kalman&lt; fsqmat  &gt;::_mu</definition>
        <argsstring></argsstring>
        <name>_mu</name>
        <briefdescription>
<para>cache of est.mu </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="101" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="101" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classEKF_128d058ae4d24d992d2f055419a06ee66" compoundref="libKF_8h" startline="347" endline="361">EKF&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" static="no" mutable="no">
        <type><ref refid="classfsqmat" kindref="compound">fsqmat</ref> &amp;</type>
        <definition>fsqmat &amp; Kalman&lt; fsqmat  &gt;::_P</definition>
        <argsstring></argsstring>
        <name>_P</name>
        <briefdescription>
<para>cache of est.R </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="103" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="103" bodyend="-1"/>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classBM_1af00f0612fabe66241dd507188cdbf88" prot="protected" static="no" mutable="no">
        <type><ref refid="classRV" kindref="compound">RV</ref></type>
        <definition>RV BM::rv</definition>
        <argsstring></argsstring>
        <name>rv</name>
        <briefdescription>
<para>Random variable of the posterior. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="264" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="264" bodyend="-1"/>
        <referencedby refid="classBM_1126bd2595c48e311fc2a7ab72876092a" compoundref="libBM_8h" startline="287" endline="287">BM::_rv</referencedby>
        <referencedby refid="classMPF_1fc5e11e11eec3195e3c6503937bf02bd" compoundref="libPF_8h" startline="104" endline="117">MPF&lt; BM_T &gt;::MPF</referencedby>
        <referencedby refid="classEKFfull_1fc753106e0d4cf68e4f2160fd54458c0" compoundref="libKF_8cpp" startline="66" endline="84">EKFfull::set_parameters</referencedby>
        <referencedby refid="classARX_1130bb7336aac681ce14b027b8f1409fa" compoundref="bdm_2estim_2arx_8cpp" startline="82" endline="86">ARX::structure_est</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classBM_15623fef6572a08c2b53b8c87b82dc979" prot="protected" static="no" mutable="no">
        <type>double</type>
        <definition>double BM::ll</definition>
        <argsstring></argsstring>
        <name>ll</name>
        <briefdescription>
<para>Logarithm of marginalized data likelihood. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="266" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="266" bodyend="-1"/>
        <referencedby refid="classBM_187f4a547d2c29180be88175e5eab9c88" compoundref="libBM_8h" startline="289" endline="289">BM::_ll</referencedby>
        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classBM_1bf6fb59b30141074f8ee1e2f43d03129" prot="protected" static="no" mutable="no">
        <type>bool</type>
        <definition>bool BM::evalll</definition>
        <argsstring></argsstring>
        <name>evalll</name>
        <briefdescription>
<para>If true, the filter will compute likelihood of the data record and store it in <computeroutput>ll</computeroutput> . Set to false if you want to save time. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" line="268" bodyfile="/home/smidl/work/git/mixpp/bdm/stat/libBM.h" bodystart="268" bodyend="-1"/>
        <referencedby refid="classEKFfixed_1ddf5334bc1207658fd53698fffbac028" compoundref="ekf__obj_8cpp" startline="10" endline="38">EKFfixed::bayes</referencedby>
        <referencedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7" compoundref="libKF_8h" startline="364" endline="396">EKF&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1" compoundref="libKF_8cpp" startline="189" endline="236">EKFCh::bayes</referencedby>
        <referencedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1" compoundref="libKF_8cpp" startline="128" endline="162">KalmanCh::bayes</referencedby>
        <referencedby refid="classEKFfull_18ca46f177e395fa714bbd8bd29ea43e0" compoundref="libKF_8cpp" startline="86" endline="114">EKFfull::bayes</referencedby>
        <referencedby refid="classARX_1ba82c956ca893826811aefe1e4af465d" compoundref="bdm_2estim_2arx_8cpp" startline="5" endline="24">ARX::bayes</referencedby>
      </memberdef>
      </sectiondef>
    <briefdescription>
<para>Extended <ref refid="classKalman" kindref="compound">Kalman</ref> Filter. </para>    </briefdescription>
    <detaileddescription>
<para>An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. </para>    </detaileddescription>
    <inheritancegraph>
      <node id="860">
        <label>EKF&lt; sq_T &gt;</label>
        <link refid="classEKF"/>
        <childnode refid="861" relation="public-inheritance">
        </childnode>
      </node>
      <node id="861">
        <label>Kalman&lt; fsqmat &gt;</label>
        <link refid="classKalman"/>
        <childnode refid="862" relation="public-inheritance">
        </childnode>
        <childnode refid="863" relation="template-instance">
          <edgelabel>&lt; fsqmat &gt;</edgelabel>
        </childnode>
      </node>
      <node id="862">
        <label>BM</label>
        <link refid="classBM"/>
      </node>
      <node id="863">
        <label>Kalman&lt; sq_T &gt;</label>
        <link refid="classKalman"/>
        <childnode refid="862" relation="public-inheritance">
        </childnode>
      </node>
    </inheritancegraph>
    <collaborationgraph>
      <node id="864">
        <label>EKF&lt; sq_T &gt;</label>
        <link refid="classEKF"/>
        <childnode refid="865" relation="public-inheritance">
        </childnode>
        <childnode refid="876" relation="usage">
          <edgelabel>pfxu
phxu</edgelabel>
        </childnode>
      </node>
      <node id="865">
        <label>Kalman&lt; fsqmat &gt;</label>
        <link refid="classKalman"/>
        <childnode refid="866" relation="public-inheritance">
        </childnode>
        <childnode refid="867" relation="usage">
          <edgelabel>rvu
rvy</edgelabel>
        </childnode>
        <childnode refid="868" relation="usage">
          <edgelabel>_P
Q
R
_Ry</edgelabel>
        </childnode>
        <childnode refid="870" relation="usage">
          <edgelabel>est
fy</edgelabel>
        </childnode>
        <childnode refid="875" relation="template-instance">
          <edgelabel>&lt; fsqmat &gt;</edgelabel>
        </childnode>
      </node>
      <node id="873">
        <label>enorm&lt; sq_T &gt;</label>
        <link refid="classenorm"/>
        <childnode refid="871" relation="public-inheritance">
        </childnode>
        <childnode refid="874" relation="usage">
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