Changeset 280 for doc/html/classEKF__unQ.html
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r261 r280 6 6 </head><body> 7 7 <!-- Generated by Doxygen 1.5.6 --> 8 <script type="text/javascript"> 9 <!-- 10 function changeDisplayState (e){ 11 var num=this.id.replace(/[^[0-9]/g,''); 12 var button=this.firstChild; 13 var sectionDiv=document.getElementById('dynsection'+num); 14 if (sectionDiv.style.display=='none'||sectionDiv.style.display==''){ 15 sectionDiv.style.display='block'; 16 button.src='open.gif'; 17 }else{ 18 sectionDiv.style.display='none'; 19 button.src='closed.gif'; 20 } 21 } 22 function initDynSections(){ 23 var divs=document.getElementsByTagName('div'); 24 var sectionCounter=1; 25 for(var i=0;i<divs.length-1;i++){ 26 if(divs[i].className=='dynheader'&&divs[i+1].className=='dynsection'){ 27 var header=divs[i]; 28 var section=divs[i+1]; 29 var button=header.firstChild; 30 if (button!='IMG'){ 31 divs[i].insertBefore(document.createTextNode(' '),divs[i].firstChild); 32 button=document.createElement('img'); 33 divs[i].insertBefore(button,divs[i].firstChild); 34 } 35 header.style.cursor='pointer'; 36 header.onclick=changeDisplayState; 37 header.id='dynheader'+sectionCounter; 38 button.src='closed.gif'; 39 section.id='dynsection'+sectionCounter; 40 section.style.display='none'; 41 section.style.marginLeft='14px'; 42 sectionCounter++; 43 } 44 } 45 } 46 window.onload = initDynSections; 47 --> 48 </script> 8 49 <div class="navigation" id="top"> 9 50 <div class="tabs"> 10 51 <ul> 11 <li><a href=" index.html"><span>Main Page</span></a></li>52 <li><a href="main.html"><span>Main Page</span></a></li> 12 53 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 54 <li><a href="modules.html"><span>Modules</span></a></li> 14 <li><a href="namespaces.html"><span>Namespaces</span></a></li>15 55 <li class="current"><a href="classes.html"><span>Classes</span></a></li> 16 56 <li><a href="files.html"><span>Files</span></a></li> … … 27 67 </div> 28 68 <div class="contents"> 29 <h1>EKF_unQ Class Reference</h1><!-- doxytag: class="EKF_unQ" --><!-- doxytag: inherits="bdm::EKFCh,bdm::BMcond,bdm::EKFCh,bdm::BMcond,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>EKF_unQ Class Reference</h1><!-- doxytag: class="EKF_unQ" --><!-- doxytag: inherits="bdm::EKFCh,bdm::BMcond,bdm::EKFCh,bdm::BMcond,bdm::EKFCh,bdm::BMcond" --><div class="dynheader"> 33 70 Inheritance diagram for EKF_unQ:</div> 34 71 <div class="dynsection"> 35 <p><center><img src="classEKF__unQ__inherit__graph.png" border="0" usemap="#EKF__unQ__inherit__map" alt="Inheritance graph"></center> 36 <map name="EKF__unQ__inherit__map"> 37 <area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="44,423,143,449"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="32,343,155,369"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\< chmat \>" alt="" coords="5,263,181,289"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="63,87,140,113"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="19,167,184,193"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="127,7,239,33"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="167,423,276,449"></map> 38 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 39 <div class="dynheader"> 40 Collaboration diagram for EKF_unQ:</div> 41 <div class="dynsection"> 42 <p><center><img src="classEKF__unQ__coll__graph.png" border="0" usemap="#EKF__unQ__coll__map" alt="Collaboration graph"></center> 43 <map name="EKF__unQ__coll__map"> 44 <area shape="rect" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="464,871,563,897"><area shape="rect" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form." alt="" coords="440,791,563,817"><area shape="rect" href="classbdm_1_1Kalman.html" title="bdm::Kalman\< chmat \>" alt="" coords="375,711,551,737"><area shape="rect" href="classbdm_1_1BM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="512,201,589,228"><area shape="rect" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="405,351,571,377"><area shape="rect" href="classbdm_1_1bdmroot.html" title="Root class of BDM objects." alt="" coords="337,7,449,33"><area shape="rect" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables." alt="" coords="356,87,431,113"><area shape="rect" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="179,201,264,228"><area shape="rect" href="classbdm_1_1fnc.html" title="Class representing function  of variable  represented by rv." alt="" coords="20,87,97,113"><area shape="rect" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter." alt="" coords="587,871,696,897"><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="395,463,456,489"><area shape="rect" href="classbdm_1_1enorm.html" title="bdm::enorm\< chmat \>" alt="" coords="212,579,383,605"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="320,351,381,377"><area shape="rect" href="classbdm_1_1eEF.html" title="General conjugate exponential family posterior density." alt="" coords="160,351,240,377"><area shape="rect" href="classbdm_1_1enorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="211,463,371,489"></map> 45 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 72 73 <p><center><img src="classEKF__unQ.png" usemap="#EKF_unQ_map" border="0" alt=""></center> 74 <map name="EKF_unQ_map"> 75 <area href="classbdm_1_1EKFCh.html" alt="bdm::EKFCh" shape="rect" coords="0,224,139,248"> 76 <area href="classbdm_1_1BMcond.html" alt="bdm::BMcond" shape="rect" coords="149,224,288,248"> 77 <area href="classbdm_1_1EKFCh.html" alt="bdm::EKFCh" shape="rect" coords="298,224,437,248"> 78 <area href="classbdm_1_1BMcond.html" alt="bdm::BMcond" shape="rect" coords="447,224,586,248"> 79 <area href="classbdm_1_1EKFCh.html" alt="bdm::EKFCh" shape="rect" coords="596,224,735,248"> 80 <area href="classbdm_1_1BMcond.html" alt="bdm::BMcond" shape="rect" coords="745,224,884,248"> 81 <area href="classbdm_1_1KalmanCh.html" alt="bdm::KalmanCh" shape="rect" coords="0,168,139,192"> 82 <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="149,168,288,192"> 83 <area href="classbdm_1_1KalmanCh.html" alt="bdm::KalmanCh" shape="rect" coords="298,168,437,192"> 84 <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="447,168,586,192"> 85 <area href="classbdm_1_1KalmanCh.html" alt="bdm::KalmanCh" shape="rect" coords="596,168,735,192"> 86 <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="745,168,884,192"> 87 <area href="classbdm_1_1Kalman.html" alt="bdm::Kalman< chmat >" shape="rect" coords="0,112,139,136"> 88 <area href="classbdm_1_1Kalman.html" alt="bdm::Kalman< chmat >" shape="rect" coords="298,112,437,136"> 89 <area href="classbdm_1_1Kalman.html" alt="bdm::Kalman< chmat >" shape="rect" coords="596,112,735,136"> 90 <area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="0,56,139,80"> 91 <area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="298,56,437,80"> 92 <area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="596,56,735,80"> 93 <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="0,0,139,24"> 94 <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="298,0,437,24"> 95 <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="596,0,735,24"> 96 </map> 97 </div> 46 98 47 99 <p> 48 <a href="classEKF__unQ-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 100 <a href="classEKF__unQ-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 101 Extended Kalman filter with unknown <code>Q</code>. <table border="0" cellpadding="0" cellspacing="0"> 49 102 <tr><td></td></tr> 50 103 <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=" 159eaaa5a05c5ceecdaa20956a307244"></a><!-- doxytag: member="EKF_unQ::EKF_unQ" ref="159eaaa5a05c5ceecdaa20956a307244" args="(RV rx, RV ry, RV ru, RV rQ)" -->52 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</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> rQ)</td></tr>104 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd06a8c662da244cf61bb5bd39688c99"></a><!-- doxytag: member="EKF_unQ::condition" ref="cd06a8c662da244cf61bb5bd39688c99" args="(const vec &Q0)" --> 105 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#cd06a8c662da244cf61bb5bd39688c99">condition</a> (const vec &Q0)</td></tr> 53 106 54 107 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> … … 56 109 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#cd06a8c662da244cf61bb5bd39688c99">condition</a> (const vec &Q0)</td></tr> 57 110 58 <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>59 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="159eaaa5a05c5ceecdaa20956a307244"></a><!-- doxytag: member="EKF_unQ::EKF_unQ" ref="159eaaa5a05c5ceecdaa20956a307244" args="(RV rx, RV ry, RV ru, RV rQ)" -->60 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</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> rQ)</td></tr>61 62 111 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> 112 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44b49058c8eb27c7910ae31a1dfd3d21"></a><!-- doxytag: member="EKF_unQ::bayes" ref="44b49058c8eb27c7910ae31a1dfd3d21" args="(const vec dt)" --> 113 void </td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec dt)</td></tr> 114 63 115 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd06a8c662da244cf61bb5bd39688c99"></a><!-- doxytag: member="EKF_unQ::condition" ref="cd06a8c662da244cf61bb5bd39688c99" args="(const vec &Q0)" --> 64 116 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#cd06a8c662da244cf61bb5bd39688c99">condition</a> (const vec &Q0)</td></tr> 65 117 66 <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>67 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44b49058c8eb27c7910ae31a1dfd3d21"></a><!-- doxytag: member="EKF_unQ::bayes" ref="44b49058c8eb27c7910ae31a1dfd3d21" args="(const vec dt)" -->68 void </td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec dt)</td></tr>69 70 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="159eaaa5a05c5ceecdaa20956a307244"></a><!-- doxytag: member="EKF_unQ::EKF_unQ" ref="159eaaa5a05c5ceecdaa20956a307244" args="(RV rx, RV ry, RV ru, RV rQ)" -->71 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</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> rQ)</td></tr>72 73 118 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> 74 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd06a8c662da244cf61bb5bd39688c99"></a><!-- doxytag: member="EKF_unQ::condition" ref="cd06a8c662da244cf61bb5bd39688c99" args="(const vec &Q0)" -->75 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#cd06a8c662da244cf61bb5bd39688c99">condition</a> (const vec &Q0)</td></tr>76 77 <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>78 119 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50f9fbffad721f35e5ccb75d0f6b842a"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="50f9fbffad721f35e5ccb75d0f6b842a" args="(diffbifn *pfxu, diffbifn *phxu, const chmat Q0, const chmat R0)" --> 79 120 void </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> 80 121 81 122 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> 82 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" ab3a87ba1831e53f193a9dfbaf56a879"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="ab3a87ba1831e53f193a9dfbaf56a879" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const chmat &R0, const chmat &Q0)" -->83 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>123 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="20a4d4c664e8ac8a3f1bb7b0d11c6d87"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="20a4d4c664e8ac8a3f1bb7b0d11c6d87" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const chmat &Q0, const chmat &R0)" --> 124 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> 84 125 85 126 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr> … … 88 129 89 130 <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 90 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f559387dd38bd6002be490cc62987290"></a><!-- doxytag: member="EKF_unQ::set_est" ref="f559387dd38bd6002be490cc62987290" args="(const vec &mu0, const chmat &P0)" --> 91 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> 131 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e169272657ed101f3d128b49c59b890"></a><!-- doxytag: member="EKF_unQ::set_statistics" ref="6e169272657ed101f3d128b49c59b890" args="(const vec &mu0, const chmat &P0)" --> 132 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> 133 134 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9264fc6b173ecb803d2684b883f32c68"></a><!-- doxytag: member="EKF_unQ::set_est" ref="9264fc6b173ecb803d2684b883f32c68" args="(const vec &mu0, const chmat &P0)" --> 135 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> 92 136 93 137 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr> 94 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 93b5936ba397f13c05f52885c545f42d"></a><!-- doxytag: member="EKF_unQ::_epdf" ref="93b5936ba397f13c05f52885c545f42d" args="() const " -->95 const epdf & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html# 93b5936ba397f13c05f52885c545f42d">_epdf</a> () const </td></tr>138 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f75e487ff6c129d7012d702030f8c890"></a><!-- doxytag: member="EKF_unQ::posterior" ref="f75e487ff6c129d7012d702030f8c890" args="() const " --> 139 const epdf & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#f75e487ff6c129d7012d702030f8c890">posterior</a> () const </td></tr> 96 140 97 141 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 98 142 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c34989b1e53c7d4ecdaea63a95ddbd77"></a><!-- doxytag: member="EKF_unQ::_e" ref="c34989b1e53c7d4ecdaea63a95ddbd77" args="() const " --> 99 const enorm< <a class="el" href="classchmat.html">chmat</a> > * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c34989b1e53c7d4ecdaea63a95ddbd77">_e</a> () const </td></tr> 100 101 <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the epdf representing posterior density on parameters. Use with care! <br></td></tr> 143 const enorm< <a class="el" href="classchmat.html">chmat</a> > * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 144 102 145 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c788ec6e6c6f5f5861ae8a56d8ede277"></a><!-- doxytag: member="EKF_unQ::__K" ref="c788ec6e6c6f5f5861ae8a56d8ede277" args="()" --> 103 146 mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c788ec6e6c6f5f5861ae8a56d8ede277">__K</a> ()</td></tr> … … 108 151 109 152 <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="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="EKF_unQ::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " --> 154 const RV & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr> 155 156 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 157 <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 158 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual BM * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr> 159 160 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 110 161 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="EKF_unQ::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> 111 162 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> … … 118 169 119 170 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 120 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="EKF_unQ::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &rv) const " --> 121 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> 122 123 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> 124 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="EKF_unQ::_rv" ref="40a3c891996391e3135518053a917793" args="() const " --> 125 const RV & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr> 126 127 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 171 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="EKF_unQ::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 172 virtual epdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 173 174 <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> 175 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="EKF_unQ::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 176 virtual mpdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 177 178 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 179 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 180 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="EKF_unQ::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 181 const RV & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 182 183 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="EKF_unQ::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> 184 void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const RV &rv)</td></tr> 185 186 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="EKF_unQ::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> 187 void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const RV &rv)</td></tr> 188 128 189 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="EKF_unQ::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 129 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> 130 131 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 190 double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 191 132 192 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="EKF_unQ::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 133 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> 134 135 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 136 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual BM * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#3efb3098172f1f67564a312fe732473e">_copy_</a> (bool changerv=false)</td></tr> 137 138 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="EKF_unQ::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " --> 139 const RV & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr> 140 141 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 193 void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 194 142 195 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 143 196 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1e895f994398a55bc425551fc275ba3"></a><!-- doxytag: member="EKF_unQ::pfxu" ref="e1e895f994398a55bc425551fc275ba3" args="" --> … … 229 282 230 283 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.R <br></td></tr> 231 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 18d6db4af8ee42077741d9e3618153ca"></a><!-- doxytag: member="EKF_unQ::rv" ref="18d6db4af8ee42077741d9e3618153ca" args="" -->232 RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html# 18d6db4af8ee42077741d9e3618153ca">rv</a></td></tr>233 234 <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the posterior. <br></td></tr>284 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="EKF_unQ::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 285 RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 286 287 <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 235 288 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="EKF_unQ::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 236 289 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> … … 241 294 242 295 <tr><td class="mdescLeft"> </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> 296 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1164a90f782a2a323b1ee17242100b39"></a><!-- doxytag: member="EKF_unQ::dimc" ref="1164a90f782a2a323b1ee17242100b39" args="" --> 297 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#1164a90f782a2a323b1ee17242100b39">dimc</a></td></tr> 298 299 <tr><td class="mdescLeft"> </td><td class="mdescRight">dimension of the conditioning variable <br></td></tr> 243 300 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a12750776d977408aada06a70093297"></a><!-- doxytag: member="EKF_unQ::rvc" ref="9a12750776d977408aada06a70093297" args="" --> 244 301 RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">rvc</a></td></tr> … … 246 303 <tr><td class="mdescLeft"> </td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr> 247 304 </table> 248 <hr><a name="_details"></a><h2>Detailed Description</h2> 249 Extended Kalman filter with unknown <code>Q</code>. <hr><h2>Member Function Documentation</h2> 305 <hr><h2>Member Function Documentation</h2> 306 <a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="EKF_unQ::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" --> 307 <div class="memitem"> 308 <div class="memproto"> 309 <table class="memname"> 310 <tr> 311 <td class="memname">virtual BM* bdm::BM::_copy_ </td> 312 <td>(</td> 313 <td class="paramname"> </td> 314 <td> ) </td> 315 <td><code> [inline, virtual, inherited]</code></td> 316 </tr> 317 </table> 318 </div> 319 <div class="memdoc"> 320 321 <p> 322 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>);} 323 </pre></div> 324 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p> 325 326 </div> 327 </div><p> 250 328 <a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="EKF_unQ::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &dt) const " --> 251 329 <div class="memitem"> … … 268 346 <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> 269 347 270 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00475">bdm::BM::logpred_m()</a>.</p> 271 272 </div> 273 </div><p> 274 <a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="EKF_unQ::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" --> 275 <div class="memitem"> 276 <div class="memproto"> 277 <table class="memname"> 278 <tr> 279 <td class="memname">virtual BM* bdm::BM::_copy_ </td> 280 <td>(</td> 281 <td class="paramtype">bool </td> 282 <td class="paramname"> <em>changerv</em> = <code>false</code> </td> 283 <td> ) </td> 284 <td><code> [inline, virtual, inherited]</code></td> 285 </tr> 286 </table> 287 </div> 288 <div class="memdoc"> 289 290 <p> 291 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; } 292 <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> 348 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p> 293 349 294 350 </div> … … 297 353 <li>pmsm_sim.cpp<li>pmsm_sim2.cpp<li><a class="el" href="pmsm__unkQpf_8cpp.html">pmsm_unkQpf.cpp</a></ul> 298 354 </div> 299 <hr size="1"><address style="text-align: right;"><small>Generated on Fri Feb 6 12:16:582009 for mixpp by 355 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:38:50 2009 for mixpp by 300 356 <a href="http://www.doxygen.org/index.html"> 301 357 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>
