Changeset 270 for doc/latex/classbdm_1_1EKFfull.tex
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- 02/16/09 10:02:08 (16 years ago)
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doc/latex/classbdm_1_1EKFfull.tex
r269 r270 3 3 \label{classbdm_1_1EKFfull}\index{bdm::EKFfull@{bdm::EKFfull}} 4 4 } 5 Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in full matrices.6 7 8 5 {\tt \#include $<$libKF.h$>$} 9 6 … … 15 12 \end{center} 16 13 \end{figure} 17 Collaboration diagram for bdm::EKFfull:\nopagebreak 18 \begin{figure}[H] 19 \begin{center} 20 \leavevmode 21 \includegraphics[width=400pt]{classbdm_1_1EKFfull__coll__graph} 22 \end{center} 23 \end{figure} 24 \subsection*{Public Member Functions} 25 \begin{CompactItemize} 26 \item 27 \hypertarget{classbdm_1_1EKFfull_38c0465c9edac6cedfe611373b0cce01}{ 28 \hyperlink{classbdm_1_1EKFfull_38c0465c9edac6cedfe611373b0cce01}{EKFfull} (\hyperlink{classbdm_1_1RV}{RV} rvx, \hyperlink{classbdm_1_1RV}{RV} rvy, \hyperlink{classbdm_1_1RV}{RV} rvu)} 29 \label{classbdm_1_1EKFfull_38c0465c9edac6cedfe611373b0cce01} 14 15 16 \subsection{Detailed Description} 17 Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in full matrices. 18 19 An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. \subsection*{Public Member Functions} 20 \begin{CompactItemize} 21 \item 22 \hypertarget{classbdm_1_1EKFfull_6939c345389abb8b2481457b4cfe1165}{ 23 \hyperlink{classbdm_1_1EKFfull_6939c345389abb8b2481457b4cfe1165}{EKFfull} ()} 24 \label{classbdm_1_1EKFfull_6939c345389abb8b2481457b4cfe1165} 30 25 31 26 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item … … 51 46 \begin{CompactList}\small\item\em dummy! \item\end{CompactList}\item 52 47 \hypertarget{classbdm_1_1EKFfull_3d0e427d4d2fb7ac20358ce629f5d510}{ 53 const \hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classfsqmat}{fsqmat} $>$ $\ast$ \ hyperlink{classbdm_1_1EKFfull_3d0e427d4d2fb7ac20358ce629f5d510}{\_\-e} () const }48 const \hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classfsqmat}{fsqmat} $>$ $\ast$ \textbf{\_\-e} () const } 54 49 \label{classbdm_1_1EKFfull_3d0e427d4d2fb7ac20358ce629f5d510} 55 50 56 \ begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item51 \item 57 52 \hypertarget{classbdm_1_1EKFfull_d4f57cb8af64b06c530f528c32596d4d}{ 58 53 const mat \textbf{\_\-R} ()} 59 54 \label{classbdm_1_1EKFfull_d4f57cb8af64b06c530f528c32596d4d} 60 55 56 \end{CompactItemize} 57 \begin{Indent}{\bf Constructors}\par 58 \begin{CompactItemize} 59 \item 60 virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} () 61 \end{CompactItemize} 62 \end{Indent} 63 \begin{Indent}{\bf Mathematical operations}\par 64 \begin{CompactItemize} 61 65 \item 62 66 \hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ … … 72 76 73 77 \begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 74 \hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{ 75 virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{predictor} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}) const } 76 \label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c} 77 78 \begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item 79 \hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{ 80 const \hyperlink{classbdm_1_1RV}{RV} \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const } 81 \label{classbdm_1_1BM_40a3c891996391e3135518053a917793} 82 83 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 78 \hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{ 79 virtual \hyperlink{classbdm_1_1epdf}{epdf} $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const } 80 \label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba} 81 82 \begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item 83 \hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{ 84 virtual \hyperlink{classbdm_1_1mpdf}{mpdf} $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const } 85 \label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912} 86 87 \begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize} 88 \end{Indent} 89 \begin{Indent}{\bf Access to attributes}\par 90 \begin{CompactItemize} 91 \item 84 92 \hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ 85 const \hyperlink{classbdm_1_1RV}{RV} \& \ hyperlink{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{\_\-drv} () const }93 const \hyperlink{classbdm_1_1RV}{RV} \& \textbf{\_\-drv} () const } 86 94 \label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} 87 95 88 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item96 \item 89 97 \hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{ 90 void \ hyperlink{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv})}98 void \textbf{set\_\-drv} (const \hyperlink{classbdm_1_1RV}{RV} \&rv)} 91 99 \label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} 92 100 93 \ begin{CompactList}\small\item\em set drv \item\end{CompactList}\item101 \item 94 102 \hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 95 double \ hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const }103 double \textbf{\_\-ll} () const } 96 104 \label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} 97 105 98 \ begin{CompactList}\small\item\em access function \item\end{CompactList}\item106 \item 99 107 \hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ 100 void \ hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)}108 void \textbf{set\_\-evalll} (bool evl0)} 101 109 \label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} 102 110 103 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 104 virtual \hyperlink{classbdm_1_1BM}{BM} $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false) 105 \end{CompactItemize} 111 \end{CompactItemize} 112 \end{Indent} 106 113 \subsection*{Public Attributes} 107 114 \begin{CompactItemize} … … 195 202 196 203 \item 197 \hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{198 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}}199 \label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}200 201 \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item202 204 \hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ 203 205 \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} … … 225 227 226 228 227 \subsection{Detailed Description}228 Extended \hyperlink{classbdm_1_1Kalman}{Kalman} Filter in full matrices.229 230 An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.231 232 229 \subsection{Member Function Documentation} 233 \hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 230 \hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{ 231 \index{bdm::EKFfull@{bdm::EKFfull}!\_\-copy\_\-@{\_\-copy\_\-}} 232 \index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::EKFfull@{bdm::EKFfull}} 233 \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} 234 \label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff} 235 236 237 Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: 238 239 \begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);} 240 \end{verbatim} 241 \end{Code} 242 243 244 245 Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 234 246 \index{bdm::EKFfull@{bdm::EKFfull}!logpred@{logpred}} 235 247 \index{logpred@{logpred}!bdm::EKFfull@{bdm::EKFfull}} … … 242 254 Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}. 243 255 244 Referenced by bdm::BM::logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{ 245 \index{bdm::EKFfull@{bdm::EKFfull}!\_\-copy\_\-@{\_\-copy\_\-}} 246 \index{\_\-copy\_\-@{\_\-copy\_\-}!bdm::EKFfull@{bdm::EKFfull}} 247 \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual {\bf BM}$\ast$ bdm::BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt \mbox{[}inline, virtual, inherited\mbox{]}}}} 248 \label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e} 249 250 251 Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-()}\{\hyperlink{classbdm_1_1BM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \} 252 253 Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::BMEF}. 256 Referenced by bdm::BM::logpred\_\-m(). 254 257 255 258 The documentation for this class was generated from the following files:\begin{CompactItemize}