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  • doc/html/classbdm_1_1Kalman.html

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    66</head><body> 
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    1253      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
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    … …  
    2565    </ul> 
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    27   <div class="navpath"><a class="el" href="namespacebdm.html">bdm</a>::<a class="el" href="classbdm_1_1Kalman.html">Kalman</a> 
     67  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1Kalman.html">Kalman</a> 
    2868  </div> 
    2969</div> 
    … …  
    3474Inheritance diagram for bdm::Kalman&lt; sq_T &gt;:</div> 
    3575<div class="dynsection"> 
    36 <p><center><img src="classbdm_1_1Kalman__inherit__graph.png" border="0" usemap="#bdm_1_1Kalman_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center> 
    37 <map name="bdm_1_1Kalman_3_01sq__T_01_4__inherit__map"> 
    38 <area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\&lt; ldmat \&gt;" alt="" coords="92,263,265,289"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\&lt; chmat \&gt;" alt="" coords="289,263,465,289"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\&lt; fsqmat \&gt;" alt="" coords="489,263,671,289"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities." alt="" coords="339,87,416,113"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="321,7,433,33"><area shape="rect" href="classbdm_1_1KFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="5,343,128,369"><area shape="rect" href="classbdm_1_1KFcondR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="152,343,264,369"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="316,343,439,369"><area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="328,423,427,449"><area shape="rect" href="classbdm_1_1EKFCh__cond.html" title="Extended Kalman filter with unknown parameters in IM." alt="" coords="231,503,367,529"><area shape="rect" href="classbdm_1_1EKFCh__unQ.html" title="Extended Kalman filter in Choleski form with unknown Q." alt="" coords="391,503,521,529"><area shape="rect" href="classbdm_1_1EKF.html" title="Extended Kalman Filter." alt="" coords="511,343,649,369"></map> 
    39 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
     76 
     77<p><center><img src="classbdm_1_1Kalman.png" usemap="#bdm::Kalman< sq_T >_map" border="0" alt=""></center> 
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     82</div> 
    4083 
    4184<p> 
    … …  
    63106 
    64107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr> 
    65 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="94eb8cc31731210089db0ba4e1a08a6c"></a><!-- doxytag: member="bdm::Kalman::set_parameters" ref="94eb8cc31731210089db0ba4e1a08a6c" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;R0, const sq_T &amp;Q0)" --> 
    66 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#94eb8cc31731210089db0ba4e1a08a6c">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;R0, const sq_T &amp;Q0)</td></tr> 
     108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3c7fb87fb6b87d08deb6a5a7862da957"></a><!-- doxytag: member="bdm::Kalman::set_parameters" ref="3c7fb87fb6b87d08deb6a5a7862da957" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;Q0, const sq_T &amp;R0)" --> 
     109void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#3c7fb87fb6b87d08deb6a5a7862da957">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;Q0, const sq_T &amp;R0)</td></tr> 
    67110 
    68111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr> 
    … …  
    75118 
    76119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
    77 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="93b5936ba397f13c05f52885c545f42d"></a><!-- doxytag: member="bdm::Kalman::_epdf" ref="93b5936ba397f13c05f52885c545f42d" args="() const " --> 
    78 const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#93b5936ba397f13c05f52885c545f42d">_epdf</a> () const </td></tr> 
     120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f75e487ff6c129d7012d702030f8c890"></a><!-- doxytag: member="bdm::Kalman::posterior" ref="f75e487ff6c129d7012d702030f8c890" args="() const " --> 
     121const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#f75e487ff6c129d7012d702030f8c890">posterior</a> () const </td></tr> 
    79122 
    80123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    … …  
    118161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::Kalman::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    119162void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     163 
     164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::Kalman::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     165void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    120166 
    121167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::Kalman::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    … …  
    254300<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> 
    255301 
    256 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00608">bdm::BM::logpred_m()</a>.</p> 
     302<p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p> 
    257303 
    258304</div> 
    … …  
    261307<li><a class="el" href="libKF_8h-source.html">libKF.h</a></ul> 
    262308</div> 
    263 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 11 23:34:02 2009 for mixpp by&nbsp; 
     309<hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 15 23:09:35 2009 for mixpp by&nbsp; 
    264310<a href="http://www.doxygen.org/index.html"> 
    265311<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>