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    29 <h1>EKFCh_cond Class Reference</h1><!-- doxytag: class="EKFCh_cond" --><!-- doxytag: inherits="bdm::EKFCh,bdm::BMcond" -->Extended Kalman filter with unknown <code>Q</code>.   
    30 <a href="#_details">More...</a> 
    31 <p> 
    32 <div class="dynheader"> 
     69<h1>EKFCh_cond Class Reference</h1><!-- doxytag: class="EKFCh_cond" --><!-- doxytag: inherits="bdm::EKFCh,bdm::BMcond" --><div class="dynheader"> 
    3370Inheritance diagram for EKFCh_cond:</div> 
    3471<div class="dynsection"> 
    35 <p><center><img src="classEKFCh__cond__inherit__graph.png" border="0" usemap="#EKFCh__cond__inherit__map" alt="Inheritance graph"></center> 
    36 <map name="EKFCh__cond__inherit__map"> 
    37 <area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="75,449,173,476"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="39,369,161,396"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\&lt; chmat \&gt;" alt="" coords="7,289,183,316"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="61,87,139,113"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="17,193,183,220"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="100,7,212,33"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="153,140,263,167"></map> 
    38 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    39 <div class="dynheader"> 
    40 Collaboration diagram for EKFCh_cond:</div> 
    41 <div class="dynsection"> 
    42 <p><center><img src="classEKFCh__cond__coll__graph.png" border="0" usemap="#EKFCh__cond__coll__map" alt="Collaboration graph"></center> 
    43 <map name="EKFCh__cond__coll__map"> 
    44 <area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="356,871,455,897"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="344,791,467,817"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\&lt; chmat \&gt;" alt="" coords="317,711,493,737"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="473,201,551,228"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="448,351,613,377"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="300,7,412,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="319,87,393,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="128,201,213,228"><area shape="rect" href="classbdm_1_1fnc.html" title="Class representing function &#160;of variable &#160;represented by rv." alt="" coords="49,87,127,113"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="575,201,684,228"><area shape="rect" href="classbdm_1_1diffbifn.html" title="Class representing a differentiable function of two variables ." alt="" coords="5,201,104,228"><area shape="rect" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky." alt="" coords="371,463,432,489"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\&lt; chmat \&gt;" alt="" coords="125,579,296,605"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="363,351,424,377"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="112,351,192,377"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="136,463,296,489"></map> 
    45 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
     72 
     73<p><center><img src="classEKFCh__cond.png" usemap="#EKFCh_cond_map" border="0" alt=""></center> 
     74<map name="EKFCh_cond_map"> 
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     80<area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="0,56,139,80"> 
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     82</map> 
     83</div> 
    4684 
    4785<p> 
    48 <a href="classEKFCh__cond-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
     86<a href="classEKFCh__cond-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 
     87Extended Kalman filter with unknown <code>Q</code>. <table border="0" cellpadding="0" cellspacing="0"> 
    4988<tr><td></td></tr> 
    5089<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    51 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="727af5503bba3063c115994dd6adb059"></a><!-- doxytag: member="EKFCh_cond::EKFCh_cond" ref="727af5503bba3063c115994dd6adb059" args="(RV rx, RV ry, RV ru, RV rC)" --> 
    52 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh__cond.html#727af5503bba3063c115994dd6adb059">EKFCh_cond</a> (<a class="el" href="classbdm_1_1RV.html">RV</a> rx, <a class="el" href="classbdm_1_1RV.html">RV</a> ry, <a class="el" href="classbdm_1_1RV.html">RV</a> ru, <a class="el" href="classbdm_1_1RV.html">RV</a> rC)</td></tr> 
    53  
    54 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
    5590<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="93ccb6731b68f28e0fb43393d8c66e1d"></a><!-- doxytag: member="EKFCh_cond::condition" ref="93ccb6731b68f28e0fb43393d8c66e1d" args="(const vec &amp;val)" --> 
    5691void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh__cond.html#93ccb6731b68f28e0fb43393d8c66e1d">condition</a> (const vec &amp;val)</td></tr> 
    5792 
    58 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 
     93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">condition on value of pfxu <br></td></tr> 
    5994<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50f9fbffad721f35e5ccb75d0f6b842a"></a><!-- doxytag: member="EKFCh_cond::set_parameters" ref="50f9fbffad721f35e5ccb75d0f6b842a" args="(diffbifn *pfxu, diffbifn *phxu, const chmat Q0, const chmat R0)" --> 
    6095void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#50f9fbffad721f35e5ccb75d0f6b842a">set_parameters</a> (diffbifn *<a class="el" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3">pfxu</a>, diffbifn *<a class="el" href="classbdm_1_1EKFCh.html#6b34c69641826322467b704e8252f317">phxu</a>, const <a class="el" href="classchmat.html">chmat</a> Q0, const <a class="el" href="classchmat.html">chmat</a> R0)</td></tr> 
    6196 
    6297<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> 
    63 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab3a87ba1831e53f193a9dfbaf56a879"></a><!-- doxytag: member="EKFCh_cond::set_parameters" ref="ab3a87ba1831e53f193a9dfbaf56a879" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const chmat &amp;R0, const chmat &amp;Q0)" --> 
    64 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#ab3a87ba1831e53f193a9dfbaf56a879">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classchmat.html">chmat</a> &amp;R0, const <a class="el" href="classchmat.html">chmat</a> &amp;Q0)</td></tr> 
     98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="20a4d4c664e8ac8a3f1bb7b0d11c6d87"></a><!-- doxytag: member="EKFCh_cond::set_parameters" ref="20a4d4c664e8ac8a3f1bb7b0d11c6d87" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const chmat &amp;Q0, const chmat &amp;R0)" --> 
     99void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#20a4d4c664e8ac8a3f1bb7b0d11c6d87">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classchmat.html">chmat</a> &amp;Q0, const <a class="el" href="classchmat.html">chmat</a> &amp;R0)</td></tr> 
    65100 
    66101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr> 
    … …  
    69104 
    70105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
    71 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f559387dd38bd6002be490cc62987290"></a><!-- doxytag: member="EKFCh_cond::set_est" ref="f559387dd38bd6002be490cc62987290" args="(const vec &amp;mu0, const chmat &amp;P0)" --> 
    72 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#f559387dd38bd6002be490cc62987290">set_est</a> (const vec &amp;mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;P0)</td></tr> 
     106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e169272657ed101f3d128b49c59b890"></a><!-- doxytag: member="EKFCh_cond::set_statistics" ref="6e169272657ed101f3d128b49c59b890" args="(const vec &amp;mu0, const chmat &amp;P0)" --> 
     107void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;P0)</td></tr> 
     108 
     109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9264fc6b173ecb803d2684b883f32c68"></a><!-- doxytag: member="EKFCh_cond::set_est" ref="9264fc6b173ecb803d2684b883f32c68" args="(const vec &amp;mu0, const chmat &amp;P0)" --> 
     110void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#9264fc6b173ecb803d2684b883f32c68">set_est</a> (const vec &amp;mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;P0)</td></tr> 
    73111 
    74112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr> 
    75 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="93b5936ba397f13c05f52885c545f42d"></a><!-- doxytag: member="EKFCh_cond::_epdf" ref="93b5936ba397f13c05f52885c545f42d" args="() const " --> 
    76 const epdf &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#93b5936ba397f13c05f52885c545f42d">_epdf</a> () const </td></tr> 
     113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f75e487ff6c129d7012d702030f8c890"></a><!-- doxytag: member="EKFCh_cond::posterior" ref="f75e487ff6c129d7012d702030f8c890" args="() const " --> 
     114const epdf &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#f75e487ff6c129d7012d702030f8c890">posterior</a> () const </td></tr> 
    77115 
    78116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    79117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c34989b1e53c7d4ecdaea63a95ddbd77"></a><!-- doxytag: member="EKFCh_cond::_e" ref="c34989b1e53c7d4ecdaea63a95ddbd77" args="() const " --> 
    80 const enorm&lt; <a class="el" href="classchmat.html">chmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c34989b1e53c7d4ecdaea63a95ddbd77">_e</a> () const </td></tr> 
    81  
    82 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the epdf representing posterior density on parameters. Use with care! <br></td></tr> 
     118const enorm&lt; <a class="el" href="classchmat.html">chmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 
     119 
    83120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c788ec6e6c6f5f5861ae8a56d8ede277"></a><!-- doxytag: member="EKFCh_cond::__K" ref="c788ec6e6c6f5f5861ae8a56d8ede277" args="()" --> 
    84121mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c788ec6e6c6f5f5861ae8a56d8ede277">__K</a> ()</td></tr> 
    … …  
    89126 
    90127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="EKFCh_cond::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " --> 
     129const RV &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr> 
     130 
     131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     132<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
     133<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual BM *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr> 
     134 
     135<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    91136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="EKFCh_cond::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    92137virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
    … …  
    99144 
    100145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
    101 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="EKFCh_cond::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &amp;rv) const " --> 
    102 virtual epdf *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#710e7d69c0d8791fb41a7cd4683cca2c">predictor</a> (const RV &amp;<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr> 
    103  
    104 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> 
    105 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="EKFCh_cond::_rv" ref="40a3c891996391e3135518053a917793" args="() const " --> 
    106 const RV &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr> 
    107  
    108 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="EKFCh_cond::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
     147virtual epdf *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 
     148 
     149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_49.png">. <br></td></tr> 
     150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="EKFCh_cond::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
     151virtual mpdf *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
     152 
     153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
     154<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
     155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="EKFCh_cond::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     156const RV &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
     157 
     158<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="EKFCh_cond::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
     159void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const RV &amp;rv)</td></tr> 
     160 
     161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="EKFCh_cond::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     162void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const RV &amp;rv)</td></tr> 
     163 
    109164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="EKFCh_cond::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    110 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> 
    111  
    112 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     165double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
     166 
    113167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="EKFCh_cond::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    114 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> 
    115  
    116 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    117 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual BM *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_</a> (bool changerv=false)</td></tr> 
    118  
    119 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="EKFCh_cond::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " --> 
    120 const RV &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr> 
    121  
    122 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     168void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
     169 
    123170<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    124171<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1e895f994398a55bc425551fc275ba3"></a><!-- doxytag: member="EKFCh_cond::pfxu" ref="e1e895f994398a55bc425551fc275ba3" args="" --> 
    … …  
    210257 
    211258<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.R <br></td></tr> 
    212 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="EKFCh_cond::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" --> 
    213 RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr> 
    214  
    215 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr> 
     259<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="EKFCh_cond::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
     260RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
     261 
     262<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
    216263<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="EKFCh_cond::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
    217264double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    … …  
    222269 
    223270<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr> 
     271<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1164a90f782a2a323b1ee17242100b39"></a><!-- doxytag: member="EKFCh_cond::dimc" ref="1164a90f782a2a323b1ee17242100b39" args="" --> 
     272int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#1164a90f782a2a323b1ee17242100b39">dimc</a></td></tr> 
     273 
     274<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the conditioning variable <br></td></tr> 
    224275<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a12750776d977408aada06a70093297"></a><!-- doxytag: member="EKFCh_cond::rvc" ref="9a12750776d977408aada06a70093297" args="" --> 
    225276RV&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">rvc</a></td></tr> 
    … …  
    227278<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr> 
    228279</table> 
    229 <hr><a name="_details"></a><h2>Detailed Description</h2> 
    230 Extended Kalman filter with unknown <code>Q</code>. <hr><h2>Member Function Documentation</h2> 
     280<hr><h2>Member Function Documentation</h2> 
     281<a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="EKFCh_cond::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" --> 
     282<div class="memitem"> 
     283<div class="memproto"> 
     284      <table class="memname"> 
     285        <tr> 
     286          <td class="memname">virtual BM* bdm::BM::_copy_           </td> 
     287          <td>(</td> 
     288          <td class="paramname">          </td> 
     289          <td>&nbsp;)&nbsp;</td> 
     290          <td><code> [inline, virtual, inherited]</code></td> 
     291        </tr> 
     292      </table> 
     293</div> 
     294<div class="memdoc"> 
     295 
     296<p> 
     297Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a>(){<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
     298</pre></div>  
     299<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p> 
     300 
     301</div> 
     302</div><p> 
    231303<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="EKFCh_cond::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " --> 
    232304<div class="memitem"> 
    … …  
    249321<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> 
    250322 
    251 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00475">bdm::BM::logpred_m()</a>.</p> 
    252  
    253 </div> 
    254 </div><p> 
    255 <a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="EKFCh_cond::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" --> 
    256 <div class="memitem"> 
    257 <div class="memproto"> 
    258       <table class="memname"> 
    259         <tr> 
    260           <td class="memname">virtual BM* bdm::BM::_copy_           </td> 
    261           <td>(</td> 
    262           <td class="paramtype">bool&nbsp;</td> 
    263           <td class="paramname"> <em>changerv</em> = <code>false</code>          </td> 
    264           <td>&nbsp;)&nbsp;</td> 
    265           <td><code> [inline, virtual, inherited]</code></td> 
    266         </tr> 
    267       </table> 
    268 </div> 
    269 <div class="memdoc"> 
    270  
    271 <p> 
    272 Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: BM* <a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_()</a>{<a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> Tmp*=new Tmp(this*); return Tmp; }  
    273 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#20ff2de8d862f28de7da83444d65bcdb">bdm::ARX</a>, and <a class="el" href="classbdm_1_1BMEF.html#5912dbcf28ae711e30b08c2fa766a3e6">bdm::BMEF</a>.</p> 
     323<p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p> 
    274324 
    275325</div> 
    … …  
    278328<li><a class="el" href="mpf__u__weight_8cpp.html">mpf_u_weight.cpp</a></ul> 
    279329</div> 
    280 <hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 12:16:58 2009 for mixpp by&nbsp; 
     330<hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:38:50 2009 for mixpp by&nbsp; 
    281331<a href="http://www.doxygen.org/index.html"> 
    282332<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>