Changeset 279 for bdm

Timestamp:

02/24/09 14:12:19 (15 years ago)

Author:

smidl

Message:

Transition of pmsm and libKF

Location:

bdm

Files:

• estim/ekf_templ.h (modified) (3 diffs)
• estim/libKF.cpp (modified) (2 diffs)
• estim/libKF.h (modified) (1 diff)
• estim/libPF.h (modified) (3 diffs)
• math/chmat.cpp (modified) (1 diff)
• stat/libBM.h (modified) (1 diff)

bdm/estim/ekf_templ.h

@@ -22 +22 @@
 public:
         //! Default constructor
-        EKFful_unQR ( RV rx, RV ry,RV ru,RV rQR ) :EKFfull ( rx,ry,ru ),BMcond ( rQR ) {};
+        EKFful_unQR ( ) :EKFfull ( ),BMcond ( ) {};
         void condition ( const vec &QR0 ) {
                 Q=diag(QR0(0,dimx-1));
@@ -33 +33 @@
 public:
         //! Default constructor
-        EKFCh_unQ ( RV rx, RV ry,RV ru,RV rQ ) :EKFCh ( rx,ry,ru ),BMcond ( rQ ) {};
+        EKFCh_unQ (  ) :EKFCh ( ),BMcond ( ) {};
         void condition ( const vec &Q0 ) {
                 Q.setD ( Q0,0 );
@@ -45 +45 @@
         public:
         //! Default constructor
-                EKFCh_cond ( RV rx, RV ry,RV ru,RV rC ) :EKFCh ( rx,ry,ru ),BMcond ( rC ) {};
+                EKFCh_cond ( ) :EKFCh ( ),BMcond ( ) {};
                 void condition ( const vec &val ) {
                         pfxu->condition ( val );

bdm/estim/libKF.cpp

@@ -164 +164 @@
 
 
-EKFCh::EKFCh ( ) : KalmanCh (  ) {}
 
 void EKFCh::set_parameters ( diffbifn* pfxu0,  diffbifn* phxu0,const chmat Q0,const chmat R0 ) {
@@ -170 +169 @@
         phxu = phxu0;
 
+        dimx = pfxu0->_dimy();
+        dimy = phxu0->_dimy();
+        dimu = pfxu0->_dimu();
+        // set size of mu - just for constant terms of A and C 
+        _mu=zeros(dimx);
+        A=zeros(dimx,dimx);
+        C=zeros(dimy,dimx);
+        preA=zeros(dimy+dimx+dimx, dimy+dimx);
+        
         //initialize matrices A C, later, these will be only updated!
         pfxu->dfdx_cond ( _mu,zeros ( dimu ),A,true );

bdm/estim/libKF.h

@@ -229 +229 @@
         diffbifn* phxu;
 public:
-        //! Default constructor
-        EKFCh ();
         //! Set nonlinear functions for mean values and covariance matrices.
         void set_parameters ( diffbifn* pfxu, diffbifn* phxu, const chmat Q0, const chmat R0 );

bdm/estim/libPF.h

@@ -47 +47 @@
                         { par = par0; obs=obs0; est.set_parameters ( ones(n0),epdf0 ); };
         void set_parameters ( mpdf *par0, mpdf *obs0, int n0 ) 
-                        { par = par0; obs=obs0; n=n0; };
+                        { par = par0; obs=obs0; n=n0; est.set_n(n);};
         void set_statistics (const vec w0, epdf *epdf0){est.set_parameters ( w0,epdf0 );};
         //!@}
@@ -80 +80 @@
                                 Coms ( _w.length() ) {
                 };
-
                 void set_elements ( int &i, double wi, const epdf* ep )
                 {_w ( i ) =wi; Coms ( i ) =ep;};
 
+                void set_n(int n){E.set_n(n); Coms.set_length(n);}
                 vec mean() const {
                         // ugly
@@ -113 +113 @@
         MPF ( mpdf *par0, mpdf *obs0, int n, const BM_T &BMcond0 ) : PF (), jest ( est ) {
                 PF::set_parameters(par0,obs0,n);
+                jest.set_n(n);
                 //
                 //TODO test if rv and BMcond.rv are compatible.

bdm/math/chmat.cpp

@@ -20 +20 @@
 };
 void chmat::mult_sym ( const mat &C , chmat &U ) const {
-        it_error ( "not implemented" );
+        mat Z=C*Ch;
+        U.Ch= chol(Z*Z.T());
 };
 void chmat::mult_sym_t ( const mat &C ) {

bdm/stat/libBM.h

@@ -659 +659 @@
 class BMcond :public bdmroot {
 protected:
+        //!dimension of the conditioning variable
+        int dimc;
         //! Identificator of the conditioning variable
         RV rvc;