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

Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. More...

`#include "libKF.h"`

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## Classes
class | EKFful_unQR
| Extended Kalman filter with unknown `Q` and `R`. More...
class | EKFCh_unQ
| Extended Kalman filter in Choleski form with unknown `Q`. More...
class | EKFCh_cond
| Extended Kalman filter with unknown parameters in `IM`. More...

## Detailed Description

Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.

Author:
  Vaclav Smidl.

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

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