Changeset 255 for doc/html/classEKF__unQ.html
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doc/html/classEKF__unQ.html
r234 r255 25 25 </div> 26 26 <div class="contents"> 27 <h1>EKF_unQ Class Reference</h1><!-- doxytag: class="EKF_unQ" --><!-- doxytag: inherits=" EKFCh,BMcond,EKFCh,BMcond,EKFCh,BMcond" -->Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a>filter with unknown <code>Q</code>.27 <h1>EKF_unQ Class Reference</h1><!-- doxytag: class="EKF_unQ" --><!-- doxytag: inherits="bdm::EKFCh,bdm::BMcond,bdm::EKFCh,bdm::BMcond,bdm::EKFCh,bdm::BMcond" -->Extended Kalman filter with unknown <code>Q</code>. 28 28 <a href="#_details">More...</a> 29 29 <p> … … 33 33 <p><center><img src="classEKF__unQ__inherit__graph.png" border="0" usemap="#EKF__unQ__inherit__map" alt="Inheritance graph"></center> 34 34 <map name="EKF__unQ__inherit__map"> 35 <area shape="rect" href="class EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="44,343,105,369"><area shape="rect" href="classKalmanCh.html" title="Kalman filter in square root form." alt="" coords="32,263,117,289"><area shape="rect" href="classKalman.html" title="Kalman\< chmat \>" alt="" coords="5,183,144,209"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="67,7,107,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="91,87,219,113"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="129,343,201,369"></map>35 <area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="45,343,144,369"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="32,263,155,289"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\< chmat \>" alt="" coords="5,183,181,209"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="71,7,148,33"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="109,87,275,113"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="168,343,277,369"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="179,263,267,289"></map> 36 36 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 37 37 <div class="dynheader"> … … 40 40 <p><center><img src="classEKF__unQ__coll__graph.png" border="0" usemap="#EKF__unQ__coll__map" alt="Collaboration graph"></center> 41 41 <map name="EKF__unQ__coll__map"> 42 <area shape="rect" href="class EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="519,785,580,812"><area shape="rect" href="classKalmanCh.html" title="Kalman filter in square root form." alt="" coords="376,705,461,732"><area shape="rect" href="classKalman.html" title="Kalman\< chmat \>" alt="" coords="313,625,452,652"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="147,231,187,257"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="5,377,133,404"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="452,7,489,33"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="387,119,435,145"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="539,119,603,145"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="604,785,676,812"><area shape="rect" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky." alt="" coords="405,377,467,404"><area shape="rect" href="classenorm.html" title="enorm\< chmat \>" alt="" coords="252,493,385,520"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="405,231,467,257"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="303,231,345,257"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="259,377,381,404"><area shape="rect" href="classfnc.html" title="Class representing function  of variable  represented by rv." alt="" coords="653,7,693,33"></map>42 <area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="511,865,609,892"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="463,785,585,812"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\< chmat \>" alt="" coords="324,705,500,732"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="213,311,291,337"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="215,457,380,484"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="291,87,365,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="492,199,577,225"><area shape="rect" href="classbdm_1_1diffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="5,199,104,225"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="633,865,743,892"><area shape="rect" href="classbdm_1_1base.html" title="Root class of BDM objects." alt="" coords="580,7,668,33"><area shape="rect" href="classbdm_1_1fnc.html" title="Class representing function  of variable  represented by rv." alt="" coords="104,87,181,113"><area shape="rect" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky." alt="" coords="639,457,700,484"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\< chmat \>" alt="" coords="433,573,604,600"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="639,311,700,337"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="495,311,575,337"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="404,457,564,484"></map> 43 43 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 44 44 … … 48 48 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 49 49 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="159eaaa5a05c5ceecdaa20956a307244"></a><!-- doxytag: member="EKF_unQ::EKF_unQ" ref="159eaaa5a05c5ceecdaa20956a307244" args="(RV rx, RV ry, RV ru, RV rQ)" --> 50 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</a> (<a class="el" href="class RV.html">RV</a> rx, <a class="el" href="classRV.html">RV</a> ry, <a class="el" href="classRV.html">RV</a> ru, <a class="el" href="classRV.html">RV</a> rQ)</td></tr>50 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> rx, <a class="el" href="classbdm_1_1RV.html">RV</a> ry, <a class="el" href="classbdm_1_1RV.html">RV</a> ru, <a class="el" href="classbdm_1_1RV.html">RV</a> rQ)</td></tr> 51 51 52 52 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> … … 56 56 <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 57 57 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="159eaaa5a05c5ceecdaa20956a307244"></a><!-- doxytag: member="EKF_unQ::EKF_unQ" ref="159eaaa5a05c5ceecdaa20956a307244" args="(RV rx, RV ry, RV ru, RV rQ)" --> 58 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</a> (<a class="el" href="class RV.html">RV</a> rx, <a class="el" href="classRV.html">RV</a> ry, <a class="el" href="classRV.html">RV</a> ru, <a class="el" href="classRV.html">RV</a> rQ)</td></tr>58 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> rx, <a class="el" href="classbdm_1_1RV.html">RV</a> ry, <a class="el" href="classbdm_1_1RV.html">RV</a> ru, <a class="el" href="classbdm_1_1RV.html">RV</a> rQ)</td></tr> 59 59 60 60 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> … … 67 67 68 68 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="159eaaa5a05c5ceecdaa20956a307244"></a><!-- doxytag: member="EKF_unQ::EKF_unQ" ref="159eaaa5a05c5ceecdaa20956a307244" args="(RV rx, RV ry, RV ru, RV rQ)" --> 69 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</a> (<a class="el" href="class RV.html">RV</a> rx, <a class="el" href="classRV.html">RV</a> ry, <a class="el" href="classRV.html">RV</a> ru, <a class="el" href="classRV.html">RV</a> rQ)</td></tr>69 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> rx, <a class="el" href="classbdm_1_1RV.html">RV</a> ry, <a class="el" href="classbdm_1_1RV.html">RV</a> ru, <a class="el" href="classbdm_1_1RV.html">RV</a> rQ)</td></tr> 70 70 71 71 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> … … 74 74 75 75 <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 76 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 0216bed270df59fe65d0d62d41f8257c"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="0216bed270df59fe65d0d62d41f8257c" args="(diffbifn *pfxu, diffbifn *phxu, const chmat Q0, const chmat R0)" -->77 void </td><td class="memItemRight" valign="bottom"><a class="el" href="class EKFCh.html#0216bed270df59fe65d0d62d41f8257c">set_parameters</a> (<a class="el" href="classdiffbifn.html">diffbifn</a> *<a class="el" href="classEKFCh.html#f4d595c2a674f8c6831eb1909bf21757">pfxu</a>, <a class="el" href="classdiffbifn.html">diffbifn</a> *<a class="el" href="classEKFCh.html#02503fee942fb63bfbe27354cdf8e734">phxu</a>, const <a class="el" href="classchmat.html">chmat</a> Q0, const <a class="el" href="classchmat.html">chmat</a> R0)</td></tr>76 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50f9fbffad721f35e5ccb75d0f6b842a"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="50f9fbffad721f35e5ccb75d0f6b842a" args="(diffbifn *pfxu, diffbifn *phxu, const chmat Q0, const chmat R0)" --> 77 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#50f9fbffad721f35e5ccb75d0f6b842a">set_parameters</a> (diffbifn *<a class="el" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3">pfxu</a>, diffbifn *<a class="el" href="classbdm_1_1EKFCh.html#6b34c69641826322467b704e8252f317">phxu</a>, const <a class="el" href="classchmat.html">chmat</a> Q0, const <a class="el" href="classchmat.html">chmat</a> R0)</td></tr> 78 78 79 79 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> 80 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 92fb227287af05c9f0078d523c7c9793"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="92fb227287af05c9f0078d523c7c9793" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const chmat &R0, const chmat &Q0)" -->81 void </td><td class="memItemRight" valign="bottom"><a class="el" href="class KalmanCh.html#92fb227287af05c9f0078d523c7c9793">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="classchmat.html">chmat</a> &R0, const <a class="el" href="classchmat.html">chmat</a> &Q0)</td></tr>80 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab3a87ba1831e53f193a9dfbaf56a879"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="ab3a87ba1831e53f193a9dfbaf56a879" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const chmat &R0, const chmat &Q0)" --> 81 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#ab3a87ba1831e53f193a9dfbaf56a879">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="classchmat.html">chmat</a> &R0, const <a class="el" href="classchmat.html">chmat</a> &Q0)</td></tr> 82 82 83 83 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr> 84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 96f6edda324a0b7ef8b4e86cc7af60c1"></a><!-- doxytag: member="EKF_unQ::bayes" ref="96f6edda324a0b7ef8b4e86cc7af60c1" args="(const vec &dt)" -->85 void </td><td class="memItemRight" valign="bottom"><a class="el" href="class EKFCh.html#96f6edda324a0b7ef8b4e86cc7af60c1">bayes</a> (const vec &dt)</td></tr>84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c8609c37290b158f88a31dae4047225"></a><!-- doxytag: member="EKF_unQ::bayes" ref="4c8609c37290b158f88a31dae4047225" args="(const vec &dt)" --> 85 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bayes</a> (const vec &dt)</td></tr> 86 86 87 87 <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 88 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" b261b20f6210d4c85131d33302df0adc"></a><!-- doxytag: member="EKF_unQ::set_est" ref="b261b20f6210d4c85131d33302df0adc" args="(const vec &mu0, const chmat &P0)" -->89 void </td><td class="memItemRight" valign="bottom"><a class="el" href="class KalmanCh.html#b261b20f6210d4c85131d33302df0adc">set_est</a> (const vec &mu0, const <a class="el" href="classchmat.html">chmat</a> &P0)</td></tr>88 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f559387dd38bd6002be490cc62987290"></a><!-- doxytag: member="EKF_unQ::set_est" ref="f559387dd38bd6002be490cc62987290" args="(const vec &mu0, const chmat &P0)" --> 89 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#f559387dd38bd6002be490cc62987290">set_est</a> (const vec &mu0, const <a class="el" href="classchmat.html">chmat</a> &P0)</td></tr> 90 90 91 91 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr> 92 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 67cccaf1c4dcdcd1df110e15ef326bfe"></a><!-- doxytag: member="EKF_unQ::_epdf" ref="67cccaf1c4dcdcd1df110e15ef326bfe" args="() const " -->93 const <a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#67cccaf1c4dcdcd1df110e15ef326bfe">_epdf</a> () const </td></tr>94 95 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 96 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 11f82ef04e3dbc54bd1d3d89edb6aa07"></a><!-- doxytag: member="EKF_unQ::_e" ref="11f82ef04e3dbc54bd1d3d89edb6aa07" args="() const " -->97 const <a class="el" href="classenorm.html">enorm</a>< <a class="el" href="classchmat.html">chmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#11f82ef04e3dbc54bd1d3d89edb6aa07">_e</a> () const </td></tr>98 99 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>representing posterior density on parameters. Use with care! <br></td></tr>100 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 980fcd41c6c548c5da7b8b67c8e6da79"></a><!-- doxytag: member="EKF_unQ::__K" ref="980fcd41c6c548c5da7b8b67c8e6da79" args="()" -->101 mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#980fcd41c6c548c5da7b8b67c8e6da79">__K</a> ()</td></tr>102 103 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 104 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a c9540f3850b74d89a5fe4db6fc358ce"></a><!-- doxytag: member="EKF_unQ::_dP" ref="ac9540f3850b74d89a5fe4db6fc358ce" args="()" -->105 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#ac9540f3850b74d89a5fe4db6fc358ce">_dP</a> ()</td></tr>106 107 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 108 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 0186270f75189677f390fe088a9947e9"></a><!-- doxytag: member="EKF_unQ::bayesB" ref="0186270f75189677f390fe088a9947e9" args="(const mat &Dt)" -->109 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class BM.html#0186270f75189677f390fe088a9947e9">bayesB</a> (const mat &Dt)</td></tr>92 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="93b5936ba397f13c05f52885c545f42d"></a><!-- doxytag: member="EKF_unQ::_epdf" ref="93b5936ba397f13c05f52885c545f42d" args="() const " --> 93 const epdf & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#93b5936ba397f13c05f52885c545f42d">_epdf</a> () const </td></tr> 94 95 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 96 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c34989b1e53c7d4ecdaea63a95ddbd77"></a><!-- doxytag: member="EKF_unQ::_e" ref="c34989b1e53c7d4ecdaea63a95ddbd77" args="() const " --> 97 const enorm< <a class="el" href="classchmat.html">chmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c34989b1e53c7d4ecdaea63a95ddbd77">_e</a> () const </td></tr> 98 99 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the epdf representing posterior density on parameters. Use with care! <br></td></tr> 100 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c788ec6e6c6f5f5861ae8a56d8ede277"></a><!-- doxytag: member="EKF_unQ::__K" ref="c788ec6e6c6f5f5861ae8a56d8ede277" args="()" --> 101 mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c788ec6e6c6f5f5861ae8a56d8ede277">__K</a> ()</td></tr> 102 103 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 104 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a250d1dbe7bba861dba2a324520cfa48"></a><!-- doxytag: member="EKF_unQ::_dP" ref="a250d1dbe7bba861dba2a324520cfa48" args="()" --> 105 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a250d1dbe7bba861dba2a324520cfa48">_dP</a> ()</td></tr> 106 107 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 108 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="EKF_unQ::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> 109 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> 110 110 111 111 <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 112 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="class BM.html#8a8ce6df431689964c41cc6c849cfd06">logpred</a> (const vec &dt) const </td></tr>113 114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" cd0660f2a1a344b56ac39802708ff165"></a><!-- doxytag: member="EKF_unQ::logpred_m" ref="cd0660f2a1a344b56ac39802708ff165" args="(const mat &dt) const " -->115 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="class BM.html#cd0660f2a1a344b56ac39802708ff165">logpred_m</a> (const mat &dt) const </td></tr>112 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> 113 114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="EKF_unQ::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> 115 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> 116 116 117 117 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 5594d68ee9aa6fc8c1e79019da5c9d56"></a><!-- doxytag: member="EKF_unQ::predictor" ref="5594d68ee9aa6fc8c1e79019da5c9d56" args="(const RV &rv) const " -->119 virtual <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5594d68ee9aa6fc8c1e79019da5c9d56">predictor</a> (const <a class="el" href="classRV.html">RV</a> &<a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a>) const </td></tr>118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="EKF_unQ::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &rv) const " --> 119 virtual epdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#710e7d69c0d8791fb41a7cd4683cca2c">predictor</a> (const RV &<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr> 120 120 121 121 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> 122 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKF_unQ::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->123 const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr>124 125 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 126 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="EKF_unQ::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->127 double </td><td class="memItemRight" valign="bottom"><a class="el" href="class BM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>128 129 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 130 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 1ffa9f23669aabecc3760c06c6987522"></a><!-- doxytag: member="EKF_unQ::set_evalll" ref="1ffa9f23669aabecc3760c06c6987522" args="(bool evl0)" -->131 void </td><td class="memItemRight" valign="bottom"><a class="el" href="class BM.html#1ffa9f23669aabecc3760c06c6987522">set_evalll</a> (bool evl0)</td></tr>132 133 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 134 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classBM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_</a> (bool changerv=false)</td></tr>135 136 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 3fa60348b2da6b4208bb95b8d146900a"></a><!-- doxytag: member="EKF_unQ::_rvc" ref="3fa60348b2da6b4208bb95b8d146900a" args="() const " -->137 const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">_rvc</a> () const </td></tr>122 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="EKF_unQ::_rv" ref="40a3c891996391e3135518053a917793" args="() const " --> 123 const RV & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr> 124 125 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 126 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="EKF_unQ::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 127 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> 128 129 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 130 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="EKF_unQ::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 131 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> 132 133 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 134 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual BM * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_</a> (bool changerv=false)</td></tr> 135 136 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="EKF_unQ::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " --> 137 const RV & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr> 138 138 139 139 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 140 140 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 141 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" f4d595c2a674f8c6831eb1909bf21757"></a><!-- doxytag: member="EKF_unQ::pfxu" ref="f4d595c2a674f8c6831eb1909bf21757" args="" -->142 <a class="el" href="classdiffbifn.html">diffbifn</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh.html#f4d595c2a674f8c6831eb1909bf21757">pfxu</a></td></tr>141 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1e895f994398a55bc425551fc275ba3"></a><!-- doxytag: member="EKF_unQ::pfxu" ref="e1e895f994398a55bc425551fc275ba3" args="" --> 142 diffbifn * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3">pfxu</a></td></tr> 143 143 144 144 <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal Model f(x,u). <br></td></tr> 145 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 02503fee942fb63bfbe27354cdf8e734"></a><!-- doxytag: member="EKF_unQ::phxu" ref="02503fee942fb63bfbe27354cdf8e734" args="" -->146 <a class="el" href="classdiffbifn.html">diffbifn</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh.html#02503fee942fb63bfbe27354cdf8e734">phxu</a></td></tr>145 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6b34c69641826322467b704e8252f317"></a><!-- doxytag: member="EKF_unQ::phxu" ref="6b34c69641826322467b704e8252f317" args="" --> 146 diffbifn * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#6b34c69641826322467b704e8252f317">phxu</a></td></tr> 147 147 148 148 <tr><td class="mdescLeft"> </td><td class="mdescRight">Observation Model h(x,u). <br></td></tr> 149 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 94ee9da75b0e0f632e4a354988ca3798"></a><!-- doxytag: member="EKF_unQ::preA" ref="94ee9da75b0e0f632e4a354988ca3798" args="" -->150 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="class KalmanCh.html#94ee9da75b0e0f632e4a354988ca3798">preA</a></td></tr>149 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="48611c8582706cfa62e832be0972e75d"></a><!-- doxytag: member="EKF_unQ::preA" ref="48611c8582706cfa62e832be0972e75d" args="" --> 150 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#48611c8582706cfa62e832be0972e75d">preA</a></td></tr> 151 151 152 152 <tr><td class="mdescLeft"> </td><td class="mdescRight">pre array (triangular matrix) <br></td></tr> 153 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 0d31a26dc72b5846cfe5af3ccb63ac87"></a><!-- doxytag: member="EKF_unQ::postA" ref="0d31a26dc72b5846cfe5af3ccb63ac87" args="" -->154 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="class KalmanCh.html#0d31a26dc72b5846cfe5af3ccb63ac87">postA</a></td></tr>153 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bcbd68f51d4b57246e7784ca5900171f"></a><!-- doxytag: member="EKF_unQ::postA" ref="bcbd68f51d4b57246e7784ca5900171f" args="" --> 154 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#bcbd68f51d4b57246e7784ca5900171f">postA</a></td></tr> 155 155 156 156 <tr><td class="mdescLeft"> </td><td class="mdescRight">post array (triangular matrix) <br></td></tr> 157 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 7501230c2fafa3655887d2da23b3184c"></a><!-- doxytag: member="EKF_unQ::rvy" ref="7501230c2fafa3655887d2da23b3184c" args="" -->158 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#7501230c2fafa3655887d2da23b3184c">rvy</a></td></tr>157 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fe475a1e920b20b63bb342c0e1571f7"></a><!-- doxytag: member="EKF_unQ::rvy" ref="3fe475a1e920b20b63bb342c0e1571f7" args="" --> 158 RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#3fe475a1e920b20b63bb342c0e1571f7">rvy</a></td></tr> 159 159 160 160 <tr><td class="mdescLeft"> </td><td class="mdescRight">Indetifier of output rv. <br></td></tr> 161 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 44a16ffd5ac1e6e39bae34fea9e1e498"></a><!-- doxytag: member="EKF_unQ::rvu" ref="44a16ffd5ac1e6e39bae34fea9e1e498" args="" -->162 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#44a16ffd5ac1e6e39bae34fea9e1e498">rvu</a></td></tr>161 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="149e27424fd1a7cc1c998ea088618a94"></a><!-- doxytag: member="EKF_unQ::rvu" ref="149e27424fd1a7cc1c998ea088618a94" args="" --> 162 RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#149e27424fd1a7cc1c998ea088618a94">rvu</a></td></tr> 163 163 164 164 <tr><td class="mdescLeft"> </td><td class="mdescRight">Indetifier of exogeneous rv. <br></td></tr> 165 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="EKF_unQ::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" -->166 int </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#39c8c403b46fa3b8c7da77cb2e3729eb">dimx</a></td></tr>165 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba7699cdb3b1382a54d3e28b9b7517fa"></a><!-- doxytag: member="EKF_unQ::dimx" ref="ba7699cdb3b1382a54d3e28b9b7517fa" args="" --> 166 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba7699cdb3b1382a54d3e28b9b7517fa">dimx</a></td></tr> 167 167 168 168 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rv.count() <br></td></tr> 169 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" ba17b956df1e38b31fbbc299c8213b6a"></a><!-- doxytag: member="EKF_unQ::dimy" ref="ba17b956df1e38b31fbbc299c8213b6a" args="" -->170 int </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#ba17b956df1e38b31fbbc299c8213b6a">dimy</a></td></tr>169 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2c36ba01760bf207b985bf321b7817f"></a><!-- doxytag: member="EKF_unQ::dimy" ref="d2c36ba01760bf207b985bf321b7817f" args="" --> 170 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f">dimy</a></td></tr> 171 171 172 172 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rvy.count() <br></td></tr> 173 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" b0153795a1444b6968a86409c778d9ce"></a><!-- doxytag: member="EKF_unQ::dimu" ref="b0153795a1444b6968a86409c778d9ce" args="" -->174 int </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#b0153795a1444b6968a86409c778d9ce">dimu</a></td></tr>173 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5136ef617f6ac0e426bea222755d92b"></a><!-- doxytag: member="EKF_unQ::dimu" ref="c5136ef617f6ac0e426bea222755d92b" args="" --> 174 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c5136ef617f6ac0e426bea222755d92b">dimu</a></td></tr> 175 175 176 176 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rvu.count() <br></td></tr> 177 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 5e02efe86ee91e9c74b93b425fe060b9"></a><!-- doxytag: member="EKF_unQ::A" ref="5e02efe86ee91e9c74b93b425fe060b9" args="" -->178 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#5e02efe86ee91e9c74b93b425fe060b9">A</a></td></tr>177 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a2072e2090c10fac74ad30a023a4ace"></a><!-- doxytag: member="EKF_unQ::A" ref="0a2072e2090c10fac74ad30a023a4ace" args="" --> 178 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#0a2072e2090c10fac74ad30a023a4ace">A</a></td></tr> 179 179 180 180 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix A. <br></td></tr> 181 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" dc87704284a6c0bca13bf51f4345a50a"></a><!-- doxytag: member="EKF_unQ::B" ref="dc87704284a6c0bca13bf51f4345a50a" args="" -->182 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#dc87704284a6c0bca13bf51f4345a50a">B</a></td></tr>181 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5977b2c81857948a35105f0e7840203c"></a><!-- doxytag: member="EKF_unQ::B" ref="5977b2c81857948a35105f0e7840203c" args="" --> 182 mat </td><td 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class="mdescRight">Matrix C. <br></td></tr> 189 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" d69f774ba3335c970c1c5b1d182f4dd1"></a><!-- doxytag: member="EKF_unQ::D" ref="d69f774ba3335c970c1c5b1d182f4dd1" args="" -->190 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#d69f774ba3335c970c1c5b1d182f4dd1">D</a></td></tr>189 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b56ac423d0654b5755e4f852a870456"></a><!-- doxytag: member="EKF_unQ::D" ref="7b56ac423d0654b5755e4f852a870456" args="" --> 190 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#7b56ac423d0654b5755e4f852a870456">D</a></td></tr> 191 191 192 192 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix D. <br></td></tr> 193 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 9b69015c800eb93f3ee49da23a6f55d9"></a><!-- doxytag: member="EKF_unQ::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" -->194 <a class="el" href="classchmat.html">chmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#9b69015c800eb93f3ee49da23a6f55d9">Q</a></td></tr>193 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70f8bf19e81b532c60fd3a7a152425ee"></a><!-- doxytag: member="EKF_unQ::Q" ref="70f8bf19e81b532c60fd3a7a152425ee" args="" --> 194 <a class="el" href="classchmat.html">chmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee">Q</a></td></tr> 195 195 196 196 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 197 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 11d171dc0e0ab111c56a70f98b97b3ec"></a><!-- doxytag: member="EKF_unQ::R" ref="11d171dc0e0ab111c56a70f98b97b3ec" args="" -->198 <a class="el" href="classchmat.html">chmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#11d171dc0e0ab111c56a70f98b97b3ec">R</a></td></tr>197 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="475b088287cdfbba4dc60a3d027728b7"></a><!-- doxytag: member="EKF_unQ::R" ref="475b088287cdfbba4dc60a3d027728b7" args="" --> 198 <a class="el" href="classchmat.html">chmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#475b088287cdfbba4dc60a3d027728b7">R</a></td></tr> 199 199 200 200 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 201 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 5568c74bac67ae6d3b1061dba60c9424"></a><!-- doxytag: member="EKF_unQ::est" ref="5568c74bac67ae6d3b1061dba60c9424" args="" -->202 <a class="el" href="classenorm.html">enorm</a>< <a class="el" href="classchmat.html">chmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr>201 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="383f329ff18bbe219254c8b3b916f40d"></a><!-- doxytag: member="EKF_unQ::est" ref="383f329ff18bbe219254c8b3b916f40d" args="" --> 202 enorm< <a class="el" href="classchmat.html">chmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#383f329ff18bbe219254c8b3b916f40d">est</a></td></tr> 203 203 204 204 <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density on $x_t$ <br></td></tr> 205 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" e580ab06483952bd03f2e651763e184f"></a><!-- doxytag: member="EKF_unQ::fy" ref="e580ab06483952bd03f2e651763e184f" args="" -->206 <a class="el" href="classenorm.html">enorm</a>< <a class="el" href="classchmat.html">chmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td></tr>205 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba555c394c429f6831c9bbabfa2c944c"></a><!-- doxytag: member="EKF_unQ::fy" ref="ba555c394c429f6831c9bbabfa2c944c" args="" --> 206 enorm< <a class="el" href="classchmat.html">chmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba555c394c429f6831c9bbabfa2c944c">fy</a></td></tr> 207 207 208 208 <tr><td class="mdescLeft"> </td><td class="mdescRight">preditive density on $y_t$ <br></td></tr> 209 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" d422f51467c7a06174af2476d2826132"></a><!-- doxytag: member="EKF_unQ::_K" ref="d422f51467c7a06174af2476d2826132" args="" -->210 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="class 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211 212 <tr><td class="mdescLeft"> </td><td class="mdescRight">placeholder for Kalman gain <br></td></tr> 213 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c249d45258c8578b13858ad3e7b729b1"></a><!-- doxytag: member="EKF_unQ::_yp" ref="c249d45258c8578b13858ad3e7b729b1" args="" --> 214 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c249d45258c8578b13858ad3e7b729b1">_yp</a></td></tr> 215 215 216 216 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of fy.mu <br></td></tr> 217 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 45c9f928d2d62e0c884900fb3380f904"></a><!-- doxytag: member="EKF_unQ::_Ry" ref="45c9f928d2d62e0c884900fb3380f904" args="" -->218 <a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#45c9f928d2d62e0c884900fb3380f904">_Ry</a></td></tr>217 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2dd268f2d7fbe6382cb8825a1114192a"></a><!-- doxytag: member="EKF_unQ::_Ry" ref="2dd268f2d7fbe6382cb8825a1114192a" args="" --> 218 <a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#2dd268f2d7fbe6382cb8825a1114192a">_Ry</a></td></tr> 219 219 220 220 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of fy.R <br></td></tr> 221 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f e803a81d2d847b0b1db3c6b29c18061"></a><!-- doxytag: member="EKF_unQ::_mu" ref="fe803a81d2d847b0b1db3c6b29c18061" args="" -->222 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#fe803a81d2d847b0b1db3c6b29c18061">_mu</a></td></tr>221 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fa172078091e45561343fa513dd573b0"></a><!-- doxytag: member="EKF_unQ::_mu" ref="fa172078091e45561343fa513dd573b0" args="" --> 222 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#fa172078091e45561343fa513dd573b0">_mu</a></td></tr> 223 223 224 224 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.mu <br></td></tr> 225 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 9fb808cc94a4c2652e1fb93be9bb7dcf"></a><!-- doxytag: member="EKF_unQ::_P" ref="9fb808cc94a4c2652e1fb93be9bb7dcf" args="" -->226 <a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class Kalman.html#9fb808cc94a4c2652e1fb93be9bb7dcf">_P</a></td></tr>225 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="00c27b0bf324f0018497921ca23c71ed"></a><!-- doxytag: member="EKF_unQ::_P" ref="00c27b0bf324f0018497921ca23c71ed" args="" --> 226 <a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#00c27b0bf324f0018497921ca23c71ed">_P</a></td></tr> 227 227 228 228 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.R <br></td></tr> 229 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="EKF_unQ::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->230 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>229 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="EKF_unQ::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" --> 230 RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr> 231 231 232 232 <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr> 233 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="EKF_unQ::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->234 double </td><td class="memItemRight" valign="bottom"><a class="el" href="class BM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>233 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="EKF_unQ::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 234 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 235 235 236 236 <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 237 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="EKF_unQ::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->238 bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class BM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>237 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="EKF_unQ::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 238 bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 239 239 240 240 <tr><td class="mdescLeft"> </td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr> 241 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9 ba793c8ec453f04d372d17195ed8dec"></a><!-- doxytag: member="EKF_unQ::rvc" ref="9ba793c8ec453f04d372d17195ed8dec" args="" -->242 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec">rvc</a></td></tr>241 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a12750776d977408aada06a70093297"></a><!-- doxytag: member="EKF_unQ::rvc" ref="9a12750776d977408aada06a70093297" args="" --> 242 RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">rvc</a></td></tr> 243 243 244 244 <tr><td class="mdescLeft"> </td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr> 245 245 </table> 246 246 <hr><a name="_details"></a><h2>Detailed Description</h2> 247 Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a>filter with unknown <code>Q</code>. <hr><h2>Member Function Documentation</h2>248 <a class="anchor" name=" 8a8ce6df431689964c41cc6c849cfd06"></a><!-- doxytag: member="EKF_unQ::logpred" ref="8a8ce6df431689964c41cc6c849cfd06" args="(const vec &dt) const " -->247 Extended Kalman filter with unknown <code>Q</code>. <hr><h2>Member Function Documentation</h2> 248 <a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="EKF_unQ::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> 249 249 <div class="memitem"> 250 250 <div class="memproto"> 251 251 <table class="memname"> 252 252 <tr> 253 <td class="memname">virtual double BM::logpred </td>253 <td class="memname">virtual double bdm::BM::logpred </td> 254 254 <td>(</td> 255 255 <td class="paramtype">const vec & </td> … … 264 264 <p> 265 265 Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. 266 <p>Reimplemented in <a class="el" href="class ARX.html#e7f9e7823aec9bf7ddc3b42d9b3304c4">ARX</a>, <a class="el" href="classMixEF.html#424ca64f36d4e41de7a7e7ae921d35ea">MixEF</a>, and <a class="el" href="classmultiBM.html#13e26a61757278981fd8cac9a7ef91eb">multiBM</a>.</p>267 268 <p>Referenced by <a class="el" href="libBM_8h-source.html#l0044 2">BM::logpred_m()</a>.</p>266 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p> 267 268 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00447">bdm::BM::logpred_m()</a>.</p> 269 269 270 270 </div> 271 271 </div><p> 272 <a class="anchor" name=" eb58c81d6a7b75b05fc6f276eed78887"></a><!-- doxytag: member="EKF_unQ::_copy_" ref="eb58c81d6a7b75b05fc6f276eed78887" args="(bool changerv=false)" -->272 <a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="EKF_unQ::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" --> 273 273 <div class="memitem"> 274 274 <div class="memproto"> 275 275 <table class="memname"> 276 276 <tr> 277 <td class="memname">virtual <a class="el" href="classBM.html">BM</a>*BM::_copy_ </td>277 <td class="memname">virtual BM* bdm::BM::_copy_ </td> 278 278 <td>(</td> 279 279 <td class="paramtype">bool </td> … … 287 287 288 288 <p> 289 Copy function required in vectors, Arrays of <a class="el" href="class BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: BM* <a class="el" href="classBM.html#eb58c81d6a7b75b05fc6f276eed78887">_copy_()</a>{<a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; }290 <p>Reimplemented in <a class="el" href="class ARX.html#5de61fbd4f97fa3216760b1f733f5af0">ARX</a>, and <a class="el" href="classBMEF.html#97f5312efe4a5bedb86d2daec59d8651">BMEF</a>.</p>289 Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: BM* <a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_()</a>{<a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; } 290 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#20ff2de8d862f28de7da83444d65bcdb">bdm::ARX</a>, and <a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">bdm::BMEF</a>.</p> 291 291 292 292 </div> … … 295 295 <li>work/git/mixpp/pmsm/pmsm_sim.cpp<li>work/git/mixpp/pmsm/pmsm_sim2.cpp<li>work/git/mixpp/pmsm/<a class="el" href="pmsm__unkQpf_8cpp.html">pmsm_unkQpf.cpp</a></ul> 296 296 </div> 297 <hr size="1"><address style="text-align: right;"><small>Generated on T hu Jan 15 10:51:002009 for mixpp by 297 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:30:16 2009 for mixpp by 298 298 <a href="http://www.doxygen.org/index.html"> 299 299 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>