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    r234 r255  
    2222<a name="l00016"></a>00016 <span class="preprocessor">#include "<a class="code" href="libKF_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">libKF.h</a>"</span> 
    2323<a name="l00017"></a>00017  
    24 <a name="l00018"></a>00018 <span class="keyword">using namespace </span>itpp; 
     24<a name="l00018"></a>00018 <span class="keyword">namespace </span>bdm{ 
    2525<a name="l00019"></a>00019  
    26 <a name="l00021"></a><a class="code" href="classEKFful__unQR.html">00021</a> <span class="keyword">class </span><a class="code" href="classEKFful__unQR.html" title="Extended Kalman filter with unknown Q and R.">EKFful_unQR</a> : <span class="keyword">public</span> <a class="code" href="classEKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> , <span class="keyword">public</span> <a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
     26<a name="l00021"></a><a class="code" href="classbdm_1_1EKFful__unQR.html">00021</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFful__unQR.html" title="Extended Kalman filter with unknown Q and R.">EKFful_unQR</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> , <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
    2727<a name="l00022"></a>00022 <span class="keyword">public</span>: 
    28 <a name="l00024"></a><a class="code" href="classEKFful__unQR.html#873e3a72264f6e777c4443220db15d79">00024</a>         <a class="code" href="classEKFful__unQR.html#873e3a72264f6e777c4443220db15d79" title="Default constructor.">EKFful_unQR</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rQR ) :<a class="code" href="classEKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> ( rx,ry,ru ),<a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rQR ) {}; 
    29 <a name="l00025"></a><a class="code" href="classEKFful__unQR.html#b586e534c8a8d219561b0c020329d412">00025</a>         <span class="keywordtype">void</span> <a class="code" href="classEKFful__unQR.html#b586e534c8a8d219561b0c020329d412" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;QR0 ) { 
     28<a name="l00024"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#58cd78b3bfcf989add9404de2982b281">00024</a>         <a class="code" href="classbdm_1_1EKFful__unQR.html#58cd78b3bfcf989add9404de2982b281" title="Default constructor.">EKFful_unQR</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rQR ) :<a class="code" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> ( rx,ry,ru ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rQR ) {}; 
     29<a name="l00025"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">00025</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;QR0 ) { 
    3030<a name="l00026"></a>00026                 Q=diag(QR0(0,dimx-1)); 
    3131<a name="l00027"></a>00027                 R=diag(QR0(dimx,dimx+dimy-1)); 
    … …  
    3333<a name="l00029"></a>00029 }; 
    3434<a name="l00030"></a>00030  
    35 <a name="l00032"></a><a class="code" href="classEKFCh__unQ.html">00032</a> <span class="keyword">class </span><a class="code" href="classEKFCh__unQ.html" title="Extended Kalman filter in Choleski form with unknown Q.">EKFCh_unQ</a> : <span class="keyword">public</span> <a class="code" href="classEKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> , <span class="keyword">public</span> <a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
     35<a name="l00032"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html">00032</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__unQ.html" title="Extended Kalman filter in Choleski form with unknown Q.">EKFCh_unQ</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> , <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
    3636<a name="l00033"></a>00033 <span class="keyword">public</span>: 
    37 <a name="l00035"></a><a class="code" href="classEKFCh__unQ.html#53936bd5a157cc210dccb56b5ef038b0">00035</a>         <a class="code" href="classEKFCh__unQ.html#53936bd5a157cc210dccb56b5ef038b0" title="Default constructor.">EKFCh_unQ</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rQ ) :<a class="code" href="classEKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( rx,ry,ru ),<a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rQ ) {}; 
    38 <a name="l00036"></a><a class="code" href="classEKFCh__unQ.html#dd27c8acf387887d477bf62bbaebe1ce">00036</a>         <span class="keywordtype">void</span> <a class="code" href="classEKFCh__unQ.html#dd27c8acf387887d477bf62bbaebe1ce" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;Q0 ) { 
    39 <a name="l00037"></a>00037                 <a class="code" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8" title="Access functions.">setD</a> ( Q0,0 ); 
     37<a name="l00035"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html#141a533cf50bb89ab93356908628bc0b">00035</a>         <a class="code" href="classbdm_1_1EKFCh__unQ.html#141a533cf50bb89ab93356908628bc0b" title="Default constructor.">EKFCh_unQ</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rQ ) :<a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( rx,ry,ru ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rQ ) {}; 
     38<a name="l00036"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html#701ae97d38e43b1660529868de90706c">00036</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__unQ.html#701ae97d38e43b1660529868de90706c" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;Q0 ) { 
     39<a name="l00037"></a>00037                 <a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8" title="Access functions.">setD</a> ( Q0,0 ); 
    4040<a name="l00038"></a>00038                 <span class="comment">//from EKF</span> 
    41 <a name="l00039"></a>00039                 <a class="code" href="classKalmanCh.html#94ee9da75b0e0f632e4a354988ca3798" title="pre array (triangular matrix)">preA</a>.set_submatrix ( <a class="code" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a" title="cache of rvy.count()">dimy</a>+<a class="code" href="classKalman.html#39c8c403b46fa3b8c7da77cb2e3729eb" title="cache of rv.count()">dimx</a>,<a class="code" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a" title="cache of rvy.count()">dimy</a>,<a class="code" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c" title="Access function.">_Ch</a>() ); 
     41<a name="l00039"></a>00039                 <a class="code" href="classbdm_1_1KalmanCh.html#48611c8582706cfa62e832be0972e75d" title="pre array (triangular matrix)">preA</a>.set_submatrix ( <a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>+<a class="code" href="classbdm_1_1Kalman.html#ba7699cdb3b1382a54d3e28b9b7517fa" title="cache of rv.count()">dimx</a>,<a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>,<a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c" title="Access function.">_Ch</a>() ); 
    4242<a name="l00040"></a>00040         }; 
    4343<a name="l00041"></a>00041 }; 
    4444<a name="l00042"></a>00042  
    45 <a name="l00044"></a><a class="code" href="classEKFCh__cond.html">00044</a> <span class="keyword">class </span><a class="code" href="classEKFCh__cond.html" title="Extended Kalman filter with unknown parameters in IM.">EKFCh_cond</a> : <span class="keyword">public</span> <a class="code" href="classEKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> , <span class="keyword">public</span> <a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
     45<a name="l00044"></a><a class="code" href="classbdm_1_1EKFCh__cond.html">00044</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__cond.html" title="Extended Kalman filter with unknown parameters in IM.">EKFCh_cond</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> , <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
    4646<a name="l00045"></a>00045         <span class="keyword">public</span>: 
    47 <a name="l00047"></a><a class="code" href="classEKFCh__cond.html#727af5503bba3063c115994dd6adb059">00047</a>                 <a class="code" href="classEKFCh__cond.html#727af5503bba3063c115994dd6adb059" title="Default constructor.">EKFCh_cond</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rC ) :<a class="code" href="classEKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( rx,ry,ru ),<a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rC ) {}; 
    48 <a name="l00048"></a><a class="code" href="classEKFCh__cond.html#93ccb6731b68f28e0fb43393d8c66e1d">00048</a>                 <span class="keywordtype">void</span> <a class="code" href="classEKFCh__cond.html#93ccb6731b68f28e0fb43393d8c66e1d" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) { 
    49 <a name="l00049"></a>00049                         <a class="code" href="classEKFCh.html#f4d595c2a674f8c6831eb1909bf21757" title="Internal Model f(x,u).">pfxu</a>-&gt;<a class="code" href="classfnc.html#d28babf615a7240c34ee57779250f602" title="function substitutes given value into an appropriate position">condition</a> ( val ); 
     47<a name="l00047"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#65598df9fec73a8aed6bef31187d3dc1">00047</a>                 <a class="code" href="classbdm_1_1EKFCh__cond.html#65598df9fec73a8aed6bef31187d3dc1" title="Default constructor.">EKFCh_cond</a> ( <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rx, <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ry,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> ru,<a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> rC ) :<a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( rx,ry,ru ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( rC ) {}; 
     48<a name="l00048"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52">00048</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) { 
     49<a name="l00049"></a>00049                         <a class="code" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3" title="Internal Model f(x,u).">pfxu</a>-&gt;<a class="code" href="classbdm_1_1fnc.html#0786e40fade2663a70d654c1dda5d73e" title="function substitutes given value into an appropriate position">condition</a> ( val ); 
    5050<a name="l00050"></a>00050                 }; 
    5151<a name="l00051"></a>00051 }; 
    5252<a name="l00052"></a>00052  
    53 <a name="l00053"></a>00053 <span class="preprocessor">#endif //EKF_TEMP_H</span> 
     53<a name="l00053"></a>00053 } 
     54<a name="l00054"></a>00054 <span class="preprocessor">#endif //EKF_TEMP_H</span> 
    5455</pre></div></div> 
    55 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Jan 15 10:50:25 2009 for mixpp by&nbsp; 
     56<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jan 27 16:29:52 2009 for mixpp by&nbsp; 
    5657<a href="http://www.doxygen.org/index.html"> 
    5758<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>