Changeset 270 for doc/html/classbdm_1_1EKFCh__cond.html
- Timestamp:
- 02/16/09 10:02:08 (16 years ago)
- Files:
-
- 1 modified
Legend:
- Unmodified
- Added
- Removed
-
doc/html/classbdm_1_1EKFCh__cond.html
r269 r270 29 29 </div> 30 30 <div class="contents"> 31 <h1>bdm::EKFCh_cond Class Reference</h1><!-- doxytag: class="bdm::EKFCh_cond" --><!-- doxytag: inherits="bdm::EKFCh,bdm::BMcond" -->Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown parameters in <code>IM</code>. 32 <a href="#_details">More...</a> 33 <p> 34 <code>#include <<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>></code> 31 <h1>bdm::EKFCh_cond Class Reference</h1><!-- doxytag: class="bdm::EKFCh_cond" --><!-- doxytag: inherits="bdm::EKFCh,bdm::BMcond" --><code>#include <<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>></code> 35 32 <p> 36 33 <div class="dynheader"> … … 41 38 <area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="75,449,173,476"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="39,369,161,396"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\< chmat \>" alt="" coords="7,289,183,316"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="61,87,139,113"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="17,193,183,220"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="100,7,212,33"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="153,140,263,167"></map> 42 39 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 43 <div class="dynheader"> 44 Collaboration diagram for bdm::EKFCh_cond:</div> 45 <div class="dynsection"> 46 <p><center><img src="classbdm_1_1EKFCh__cond__coll__graph.png" border="0" usemap="#bdm_1_1EKFCh__cond__coll__map" alt="Collaboration graph"></center> 47 <map name="bdm_1_1EKFCh__cond__coll__map"> 48 <area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="359,871,457,897"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="347,791,469,817"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\< chmat \>" alt="" coords="320,711,496,737"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="481,201,559,228"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="448,351,613,377"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="300,7,412,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="319,87,393,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="128,201,213,228"><area shape="rect" href="classbdm_1_1fnc.html" title="Class representing function  of variable  represented by rv." alt="" coords="49,87,127,113"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="583,201,692,228"><area shape="rect" href="classbdm_1_1diffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="5,201,104,228"><area shape="rect" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky." alt="" coords="373,463,435,489"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\< chmat \>" alt="" coords="128,579,299,605"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="363,351,424,377"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="112,351,192,377"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="139,463,299,489"></map> 49 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 50 51 <p> 52 <a href="classbdm_1_1EKFCh__cond-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 40 41 <p> 42 <a href="classbdm_1_1EKFCh__cond-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 43 Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown parameters in <code>IM</code>. <table border="0" cellpadding="0" cellspacing="0"> 53 44 <tr><td></td></tr> 54 45 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> … … 82 73 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 83 74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c34989b1e53c7d4ecdaea63a95ddbd77"></a><!-- doxytag: member="bdm::EKFCh_cond::_e" ref="c34989b1e53c7d4ecdaea63a95ddbd77" args="() const " --> 84 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <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> 85 86 <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> 75 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classchmat.html">chmat</a> > * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 76 87 77 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c788ec6e6c6f5f5861ae8a56d8ede277"></a><!-- doxytag: member="bdm::EKFCh_cond::__K" ref="c788ec6e6c6f5f5861ae8a56d8ede277" args="()" --> 88 78 mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c788ec6e6c6f5f5861ae8a56d8ede277">__K</a> ()</td></tr> … … 93 83 94 84 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 85 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="bdm::EKFCh_cond::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " --> 86 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr> 87 88 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 89 <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 90 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr> 91 92 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 95 93 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::EKFCh_cond::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> 96 94 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> … … 103 101 104 102 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 105 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="bdm::EKFCh_cond::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &rv) const " --> 106 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#710e7d69c0d8791fb41a7cd4683cca2c">predictor</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr> 107 108 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> 109 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="bdm::EKFCh_cond::_rv" ref="40a3c891996391e3135518053a917793" args="() const " --> 110 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr> 111 112 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 103 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::EKFCh_cond::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 104 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 105 106 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_112.png">. <br></td></tr> 107 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::EKFCh_cond::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 108 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 109 110 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 111 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 113 112 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::EKFCh_cond::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 114 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ff2d8755ba0b3def927d31305c03b09c">_drv</a> () const </td></tr> 115 116 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 113 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 114 117 115 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::EKFCh_cond::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> 118 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#f135ae6dce7e9f30c9f88229c7930b96">set_drv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>)</td></tr> 119 120 <tr><td class="mdescLeft"> </td><td class="mdescRight">set drv <br></td></tr> 116 void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &rv)</td></tr> 117 121 118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::EKFCh_cond::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 122 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> 123 124 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 119 double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 120 125 121 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::EKFCh_cond::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 126 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> 127 128 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 129 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_</a> (bool changerv=false)</td></tr> 130 131 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="bdm::EKFCh_cond::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " --> 132 const <a class="el" href="classbdm_1_1RV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr> 133 134 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 122 void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 123 135 124 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 136 125 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1e895f994398a55bc425551fc275ba3"></a><!-- doxytag: member="bdm::EKFCh_cond::pfxu" ref="e1e895f994398a55bc425551fc275ba3" args="" --> … … 222 211 223 212 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.R <br></td></tr> 224 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="bdm::EKFCh_cond::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" -->225 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr>226 227 <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr>228 213 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::EKFCh_cond::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 229 214 <a class="el" href="classbdm_1_1RV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> … … 243 228 <tr><td class="mdescLeft"> </td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr> 244 229 </table> 245 <hr><a name="_details"></a><h2>Detailed Description</h2> 246 Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown parameters in <code>IM</code>. <hr><h2>Member Function Documentation</h2> 230 <hr><h2>Member Function Documentation</h2> 231 <a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::EKFCh_cond::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" --> 232 <div class="memitem"> 233 <div class="memproto"> 234 <table class="memname"> 235 <tr> 236 <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td> 237 <td>(</td> 238 <td class="paramname"> </td> 239 <td> ) </td> 240 <td><code> [inline, virtual, inherited]</code></td> 241 </tr> 242 </table> 243 </div> 244 <div class="memdoc"> 245 246 <p> 247 Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a>(){<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);} 248 </pre></div> 249 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p> 250 251 </div> 252 </div><p> 247 253 <a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::EKFCh_cond::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> 248 254 <div class="memitem"> … … 265 271 <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> 266 272 267 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00535">bdm::BM::logpred_m()</a>.</p> 268 269 </div> 270 </div><p> 271 <a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="bdm::EKFCh_cond::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" --> 272 <div class="memitem"> 273 <div class="memproto"> 274 <table class="memname"> 275 <tr> 276 <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_ </td> 277 <td>(</td> 278 <td class="paramtype">bool </td> 279 <td class="paramname"> <em>changerv</em> = <code>false</code> </td> 280 <td> ) </td> 281 <td><code> [inline, virtual, inherited]</code></td> 282 </tr> 283 </table> 284 </div> 285 <div class="memdoc"> 286 287 <p> 288 Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, 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 a system, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; } 289 <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> 273 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00608">bdm::BM::logpred_m()</a>.</p> 290 274 291 275 </div> … … 294 278 <li><a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a></ul> 295 279 </div> 296 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 10:20:31 2009 for mixpp by 280 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:01 2009 for mixpp by 297 281 <a href="http://www.doxygen.org/index.html"> 298 282 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>