bdm::KalmanFull Class Reference
#include <libKF.h>
List of all members.
Detailed Description
Basic
Kalman filter with full matrices (education purpose only)! Will be deleted soon!
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Public Member Functions |
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| KalmanFull (mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0) |
| | Full constructor.
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void | bayes (const vec &dt) |
| | Here dt = [yt;ut] of appropriate dimensions.
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| KalmanFull () |
| | For EKFfull;.
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Public Attributes |
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vec | mu |
| | Mean value of the posterior density.
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mat | P |
| | Variance of the posterior density.
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bool | evalll |
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double | ll |
Protected Attributes |
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int | dimx |
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int | dimy |
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int | dimu |
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mat | A |
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mat | B |
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mat | C |
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mat | D |
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mat | R |
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mat | Q |
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mat | _Pp |
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mat | _Ry |
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mat | _iRy |
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mat | _K |
Friends |
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std::ostream & | operator<< (std::ostream &os, const KalmanFull &kf) |
| | print elements of KF
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The documentation for this class was generated from the following files: