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66 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab3a87ba1831e53f193a9dfbaf56a879"></a><!-- doxytag: member="EKFCh_du_kQ::set_parameters" ref="ab3a87ba1831e53f193a9dfbaf56a879" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const chmat &R0, const chmat &Q0)" --> |
67 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#ab3a87ba1831e53f193a9dfbaf56a879">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="classchmat.html">chmat</a> &R0, const <a class="el" href="classchmat.html">chmat</a> &Q0)</td></tr> |
| 105 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="20a4d4c664e8ac8a3f1bb7b0d11c6d87"></a><!-- doxytag: member="EKFCh_du_kQ::set_parameters" ref="20a4d4c664e8ac8a3f1bb7b0d11c6d87" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const chmat &Q0, const chmat &R0)" --> |
| 106 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#20a4d4c664e8ac8a3f1bb7b0d11c6d87">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="classchmat.html">chmat</a> &Q0, const <a class="el" href="classchmat.html">chmat</a> &R0)</td></tr> |
74 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f559387dd38bd6002be490cc62987290"></a><!-- doxytag: member="EKFCh_du_kQ::set_est" ref="f559387dd38bd6002be490cc62987290" args="(const vec &mu0, const chmat &P0)" --> |
75 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#f559387dd38bd6002be490cc62987290">set_est</a> (const vec &mu0, const <a class="el" href="classchmat.html">chmat</a> &P0)</td></tr> |
| 113 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e169272657ed101f3d128b49c59b890"></a><!-- doxytag: member="EKFCh_du_kQ::set_statistics" ref="6e169272657ed101f3d128b49c59b890" args="(const vec &mu0, const chmat &P0)" --> |
| 114 | void </td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &mu0, const <a class="el" href="classchmat.html">chmat</a> &P0)</td></tr> |
| 115 | |
| 116 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9264fc6b173ecb803d2684b883f32c68"></a><!-- doxytag: member="EKFCh_du_kQ::set_est" ref="9264fc6b173ecb803d2684b883f32c68" args="(const vec &mu0, const chmat &P0)" --> |
| 117 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#9264fc6b173ecb803d2684b883f32c68">set_est</a> (const vec &mu0, const <a class="el" href="classchmat.html">chmat</a> &P0)</td></tr> |
104 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="EKFCh_du_kQ::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &rv) const " --> |
105 | | virtual epdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#710e7d69c0d8791fb41a7cd4683cca2c">predictor</a> (const RV &<a class="el" href="classbdm_1_1BM.html#18d6db4af8ee42077741d9e3618153ca">rv</a>) const </td></tr> |
106 | | |
107 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> |
108 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="EKFCh_du_kQ::_rv" ref="40a3c891996391e3135518053a917793" args="() const " --> |
109 | | const RV & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr> |
110 | | |
111 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
| 153 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="EKFCh_du_kQ::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
| 154 | virtual epdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
| 155 | |
| 156 | <tr><td class="mdescLeft"> </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> |
| 157 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="EKFCh_du_kQ::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
| 158 | virtual mpdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
| 159 | |
| 160 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> |
| 161 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
| 162 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="EKFCh_du_kQ::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> |
| 163 | const RV & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> |
| 164 | |
| 165 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="EKFCh_du_kQ::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> |
| 166 | void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const RV &rv)</td></tr> |
| 167 | |
| 168 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="EKFCh_du_kQ::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> |
| 169 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const RV &rv)</td></tr> |
| 170 | |
232 | | <hr><a name="_details"></a><h2>Detailed Description</h2> |
233 | | Extended Kalman filter with unknown <code>Q</code> and delta u. <hr><h2>Member Function Documentation</h2> |
| 287 | <hr><h2>Member Function Documentation</h2> |
| 288 | <a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="EKFCh_du_kQ::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" --> |
| 289 | <div class="memitem"> |
| 290 | <div class="memproto"> |
| 291 | <table class="memname"> |
| 292 | <tr> |
| 293 | <td class="memname">virtual BM* bdm::BM::_copy_ </td> |
| 294 | <td>(</td> |
| 295 | <td class="paramname"> </td> |
| 296 | <td> ) </td> |
| 297 | <td><code> [inline, virtual, inherited]</code></td> |
| 298 | </tr> |
| 299 | </table> |
| 300 | </div> |
| 301 | <div class="memdoc"> |
| 302 | |
| 303 | <p> |
| 304 | Copy 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>);} |
| 305 | </pre></div> |
| 306 | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p> |
| 307 | |
| 308 | </div> |
| 309 | </div><p> |
254 | | <p>Referenced by <a class="el" href="libBM_8h-source.html#l00475">bdm::BM::logpred_m()</a>.</p> |
255 | | |
256 | | </div> |
257 | | </div><p> |
258 | | <a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="EKFCh_du_kQ::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" --> |
259 | | <div class="memitem"> |
260 | | <div class="memproto"> |
261 | | <table class="memname"> |
262 | | <tr> |
263 | | <td class="memname">virtual BM* bdm::BM::_copy_ </td> |
264 | | <td>(</td> |
265 | | <td class="paramtype">bool </td> |
266 | | <td class="paramname"> <em>changerv</em> = <code>false</code> </td> |
267 | | <td> ) </td> |
268 | | <td><code> [inline, virtual, inherited]</code></td> |
269 | | </tr> |
270 | | </table> |
271 | | </div> |
272 | | <div class="memdoc"> |
273 | | |
274 | | <p> |
275 | | 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; } |
276 | | <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> |
| 330 | <p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p> |