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  <compounddef id="classKalman" kind="class" prot="public">
    <compoundname>Kalman</compoundname>
    <basecompoundref refid="classBM" prot="public" virt="non-virtual">BM</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="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; sq_T &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; sq_T &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; sq_T &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"/>
        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" prot="protected" static="no" mutable="no">
        <type>int</type>
        <definition>int Kalman&lt; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman&lt; fsqmat &gt;::set_est</referencedby>
        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1b0153795a1444b6968a86409c778d9ce" prot="protected" static="no" mutable="no">
        <type>int</type>
        <definition>int Kalman&lt; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&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; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&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; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&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; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
        <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman&lt; fsqmat &gt;::set_est</referencedby>
        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&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; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_19b69015c800eb93f3ee49da23a6f55d9" prot="protected" static="no" mutable="no">
        <type>sq_T</type>
        <definition>sq_T Kalman&lt; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" prot="protected" static="no" mutable="no">
        <type>sq_T</type>
        <definition>sq_T Kalman&lt; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
        <referencedby refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&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; sq_T &gt;</type>
        <definition>enorm&lt;sq_T&gt; Kalman&lt; sq_T &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"/>
        <referencedby refid="classKalman_1a213c57aef55b2645e550bed81cfc0d4" compoundref="libKF_8h" startline="123" endline="123">Kalman&lt; fsqmat &gt;::_epdf</referencedby>
        <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman&lt; fsqmat &gt;::set_est</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1e580ab06483952bd03f2e651763e184f" prot="protected" static="no" mutable="no">
        <type><ref refid="classenorm" kindref="compound">enorm</ref>&lt; sq_T &gt;</type>
        <definition>enorm&lt;sq_T&gt; Kalman&lt; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_180bcf29466d9a9dd2b8f74699807d0c0" compoundref="libKF_8h" startline="113" endline="118">Kalman&lt; fsqmat &gt;::set_est</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1d422f51467c7a06174af2476d2826132" prot="protected" static="no" mutable="no">
        <type>mat</type>
        <definition>mat Kalman&lt; sq_T &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="classKalman_1980fcd41c6c548c5da7b8b67c8e6da79" compoundref="libKF_8h" startline="125" endline="125">Kalman&lt; fsqmat &gt;::__K</referencedby>
        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&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; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_145c9f928d2d62e0c884900fb3380f904" prot="protected" static="no" mutable="no">
        <type>sq_T &amp;</type>
        <definition>sq_T&amp; Kalman&lt; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" prot="protected" static="no" mutable="no">
        <type>vec &amp;</type>
        <definition>vec&amp; Kalman&lt; sq_T &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="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
      </memberdef>
      <memberdef kind="variable" id="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" prot="protected" static="no" mutable="no">
        <type>sq_T &amp;</type>
        <definition>sq_T&amp; Kalman&lt; sq_T &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="classKalman_1ac9540f3850b74d89a5fe4db6fc358ce" compoundref="libKF_8h" startline="127" endline="127">Kalman&lt; fsqmat &gt;::_dP</referencedby>
        <referencedby refid="classKalman_17750ffd73f261828a32c18aaeb65c75c" compoundref="libKF_8h" startline="302" endline="337">Kalman&lt; sq_T &gt;::bayes</referencedby>
        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</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>
      <sectiondef kind="public-func">
      <memberdef kind="function" id="classKalman_13d56b0a97b8c1e25fdd3b10eef3c2ad3" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
        <type></type>
        <definition>Kalman&lt; sq_T &gt;::Kalman</definition>
        <argsstring>(RV rvx0, RV rvy0, RV rvu0)</argsstring>
        <name>Kalman</name>
        <param>
          <type><ref refid="classRV" kindref="compound">RV</ref></type>
          <declname>rvx0</declname>
        </param>
        <param>
          <type><ref refid="classRV" kindref="compound">RV</ref></type>
          <declname>rvy0</declname>
        </param>
        <param>
          <type><ref refid="classRV" kindref="compound">RV</ref></type>
          <declname>rvu0</declname>
        </param>
        <briefdescription>
<para>Default constructor. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="107" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="277" bodyend="282"/>
      </memberdef>
      <memberdef kind="function" id="classKalman_1ce38e31810aea4db45a83ad05eaba009" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
        <type></type>
        <definition>Kalman&lt; sq_T &gt;::Kalman</definition>
        <argsstring>(const Kalman&lt; sq_T &gt; &amp;K0)</argsstring>
        <name>Kalman</name>
        <param>
          <type>const <ref refid="classKalman" kindref="compound">Kalman</ref>&lt; sq_T &gt; &amp;</type>
          <declname>K0</declname>
        </param>
        <briefdescription>
<para>Copy constructor. </para>        </briefdescription>
        <detaileddescription>
        </detaileddescription>
        <inbodydescription>
        </inbodydescription>
        <location file="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" line="109" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="260" bodyend="274"/>
        <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman&lt; sq_T &gt;::_mu</references>
        <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman&lt; sq_T &gt;::_P</references>
        <references refid="classKalman_145c9f928d2d62e0c884900fb3380f904" compoundref="libKF_8h" startline="99">Kalman&lt; sq_T &gt;::_Ry</references>
        <references refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" compoundref="libKF_8h" startline="97">Kalman&lt; sq_T &gt;::_yp</references>
        <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman&lt; sq_T &gt;::A</references>
        <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman&lt; sq_T &gt;::B</references>
        <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman&lt; sq_T &gt;::C</references>
        <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman&lt; sq_T &gt;::D</references>
        <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman&lt; sq_T &gt;::Q</references>
        <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman&lt; sq_T &gt;::R</references>
        <references refid="classKalman_1239b28a0380946f5749b2f8d2807f93a" compoundref="libKF_8h" startline="285" endline="299">Kalman&lt; sq_T &gt;::set_parameters</references>
      </memberdef>
      <memberdef kind="function" id="classKalman_1239b28a0380946f5749b2f8d2807f93a" prot="public" static="no" const="no" explicit="no" inline="yes" virt="non-virtual">
        <type>void</type>
        <definition>void Kalman&lt; sq_T &gt;::set_parameters</definition>
        <argsstring>(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;R0, const sq_T &amp;Q0)</argsstring>
        <name>set_parameters</name>
        <reimplementedby refid="classKalmanCh_192fb227287af05c9f0078d523c7c9793">set_parameters</reimplementedby>
        <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 sq_T &amp;</type>
          <declname>R0</declname>
        </param>
        <param>
          <type>const sq_T &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" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="285" bodyend="299"/>
        <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman&lt; sq_T &gt;::A</references>
        <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman&lt; sq_T &gt;::B</references>
        <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman&lt; sq_T &gt;::C</references>
        <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman&lt; sq_T &gt;::D</references>
        <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman&lt; sq_T &gt;::dimu</references>
        <references refid="classKalman_139c8c403b46fa3b8c7da77cb2e3729eb" compoundref="libKF_8h" startline="71">Kalman&lt; sq_T &gt;::dimx</references>
        <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman&lt; sq_T &gt;::dimy</references>
        <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman&lt; sq_T &gt;::Q</references>
        <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman&lt; sq_T &gt;::R</references>
        <referencedby refid="classKalman_1ce38e31810aea4db45a83ad05eaba009" compoundref="libKF_8h" startline="260" endline="274">Kalman&lt; sq_T &gt;::Kalman</referencedby>
      </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; sq_T &gt;::set_est</definition>
        <argsstring>(const vec &amp;mu0, const sq_T &amp;P0)</argsstring>
        <name>set_est</name>
        <reimplementedby refid="classKalmanCh_1b261b20f6210d4c85131d33302df0adc">set_est</reimplementedby>
        <param>
          <type>const vec &amp;</type>
          <declname>mu0</declname>
        </param>
        <param>
          <type>const sq_T &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"/>
      </memberdef>
      <memberdef kind="function" id="classKalman_17750ffd73f261828a32c18aaeb65c75c" prot="public" static="no" const="no" explicit="no" inline="yes" virt="virtual">
        <type>void</type>
        <definition>void Kalman&lt; sq_T &gt;::bayes</definition>
        <argsstring>(const vec &amp;dt)</argsstring>
        <name>bayes</name>
        <reimplements refid="classBM_1a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</reimplements>
        <reimplementedby refid="classEKFCh_196f6edda324a0b7ef8b4e86cc7af60c1">bayes</reimplementedby>
        <reimplementedby refid="classEKF_1c79c62c9b3e0b56b3aaa1b6f1d9a7af7">bayes</reimplementedby>
        <reimplementedby refid="classKalmanCh_1cca758192846940409822b9bd778d4e1">bayes</reimplementedby>
        <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="121" bodyfile="/home/smidl/work/git/mixpp/bdm/estim/libKF.h" bodystart="302" bodyend="337"/>
        <references refid="classKalman_1d422f51467c7a06174af2476d2826132" compoundref="libKF_8h" startline="95">Kalman&lt; sq_T &gt;::_K</references>
        <references refid="classKalman_1fe803a81d2d847b0b1db3c6b29c18061" compoundref="libKF_8h" startline="101">Kalman&lt; sq_T &gt;::_mu</references>
        <references refid="classKalman_19fb808cc94a4c2652e1fb93be9bb7dcf" compoundref="libKF_8h" startline="103">Kalman&lt; sq_T &gt;::_P</references>
        <references refid="classKalman_145c9f928d2d62e0c884900fb3380f904" compoundref="libKF_8h" startline="99">Kalman&lt; sq_T &gt;::_Ry</references>
        <references refid="classKalman_1764bbc95238eda11fc81c5ebd0b1dcfd" compoundref="libKF_8h" startline="97">Kalman&lt; sq_T &gt;::_yp</references>
        <references refid="classKalman_15e02efe86ee91e9c74b93b425fe060b9" compoundref="libKF_8h" startline="77">Kalman&lt; sq_T &gt;::A</references>
        <references refid="classKalman_1dc87704284a6c0bca13bf51f4345a50a" compoundref="libKF_8h" startline="79">Kalman&lt; sq_T &gt;::B</references>
        <references refid="classKalman_186a805cd6515872d1132ad0d6eb5dc13" compoundref="libKF_8h" startline="81">Kalman&lt; sq_T &gt;::C</references>
        <references refid="classKalman_1d69f774ba3335c970c1c5b1d182f4dd1" compoundref="libKF_8h" startline="83">Kalman&lt; sq_T &gt;::D</references>
        <references refid="classKalman_1b0153795a1444b6968a86409c778d9ce" compoundref="libKF_8h" startline="75">Kalman&lt; sq_T &gt;::dimu</references>
        <references refid="classKalman_1ba17b956df1e38b31fbbc299c8213b6a" compoundref="libKF_8h" startline="73">Kalman&lt; sq_T &gt;::dimy</references>
        <references refid="classBM_1bf6fb59b30141074f8ee1e2f43d03129" compoundref="libBM_8h" startline="268">BM::evalll</references>
        <references refid="classKalman_1e580ab06483952bd03f2e651763e184f" compoundref="libKF_8h" startline="92">Kalman&lt; sq_T &gt;::fy</references>
        <references refid="classBM_15623fef6572a08c2b53b8c87b82dc979" compoundref="libBM_8h" startline="266">BM::ll</references>
        <references refid="classKalman_19b69015c800eb93f3ee49da23a6f55d9" compoundref="libKF_8h" startline="85">Kalman&lt; sq_T &gt;::Q</references>
        <references refid="classKalman_111d171dc0e0ab111c56a70f98b97b3ec" compoundref="libKF_8h" startline="87">Kalman&lt; sq_T &gt;::R</references>
      </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; sq_T &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"/>
      </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; sq_T &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"/>
      </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; sq_T &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"/>
      </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="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>
    <briefdescription>
<para><ref refid="classKalman" kindref="compound">Kalman</ref> filter with covariance matrices in square root form. </para>    </briefdescription>
    <detaileddescription>
<para>Parameter evolution model:<formula id="6">\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]</formula> Observation model: <formula id="7">\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]</formula> Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. </para>    </detaileddescription>
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Q
R
_Ry</edgelabel>
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rvy</edgelabel>
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    <listofallmembers>
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</doxygen>
