----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty
Using IT++ for numerical operations -----------------------------------
#include "../stat/libFN.h"
#include "../stat/libEF.h"
#include "../math/chmat.h"
Go to the source code of this file.
Namespaces | |
| namespace | bdm |
Classes | |
| class | bdm::KalmanFull |
| Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon! More... | |
| class | bdm::Kalman< sq_T > |
| Kalman filter with covariance matrices in square root form. More... | |
| class | bdm::KalmanCh |
| Kalman filter in square root form. More... | |
| class | bdm::EKFfull |
| Extended Kalman Filter in full matrices. More... | |
| class | bdm::EKF< sq_T > |
| Extended Kalman Filter. More... | |
| class | bdm::EKFCh |
| Extended Kalman Filter in Square root. More... | |
| class | bdm::KFcondQR |
| Kalman Filter with conditional diagonal matrices R and Q. More... | |
| class | bdm::KFcondR |
| Kalman Filter with conditional diagonal matrices R and Q. More... | |
1.5.6