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| 37 | | <p><center><img src="classEKFfixed__inherit__graph.png" border="0" usemap="#EKFfixed__inherit__map" alt="Inheritance graph"></center> |
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| 42 | | Collaboration diagram for EKFfixed:</div> |
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| 47 | | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
| 48 | | |
| 49 | | <p> |
| 50 | | <a href="classEKFfixed-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
| | 74 | |
| | 75 | <p><center><img src="classEKFfixed.png" usemap="#EKFfixed_map" border="0" alt=""></center> |
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| | 82 | </div> |
| | 83 | |
| | 84 | <p> |
| | 85 | <a href="classEKFfixed-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> |
| | 86 | Extended Kalman Filter with full matrices in fixed point arithmetic. |
| | 87 | <p> |
| | 88 | An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <table border="0" cellpadding="0" cellspacing="0"> |
| 88 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="963258c4c2dd05be001003b19aceefef"></a><!-- doxytag: member="EKFfixed::_epdf" ref="963258c4c2dd05be001003b19aceefef" args="() const =0" --> |
| 89 | | virtual const epdf & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#963258c4c2dd05be001003b19aceefef">_epdf</a> () const =0</td></tr> |
| 90 | | |
| 91 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a reference to the <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. <br></td></tr> |
| 92 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="EKFfixed::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" --> |
| 93 | | virtual const epdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4ed0f8b880e606316ae800f3a011c3a6">_e</a> () const =0</td></tr> |
| 94 | | |
| 95 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns a pointer to the <a class="el" href="classbdm_1_1epdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr> |
| 102 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="710e7d69c0d8791fb41a7cd4683cca2c"></a><!-- doxytag: member="EKFfixed::predictor" ref="710e7d69c0d8791fb41a7cd4683cca2c" args="(const RV &rv) const " --> |
| 103 | | 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> |
| 104 | | |
| 105 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density (marginal density on data). <br></td></tr> |
| 106 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="40a3c891996391e3135518053a917793"></a><!-- doxytag: member="EKFfixed::_rv" ref="40a3c891996391e3135518053a917793" args="() const " --> |
| 107 | | const RV & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40a3c891996391e3135518053a917793">_rv</a> () const </td></tr> |
| 108 | | |
| 109 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
| | 140 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="EKFfixed::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
| | 141 | virtual epdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
| | 142 | |
| | 143 | <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> |
| | 144 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="EKFfixed::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
| | 145 | virtual mpdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
| | 146 | |
| | 147 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> |
| | 148 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
| | 149 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="EKFfixed::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> |
| | 150 | const RV & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> |
| | 151 | |
| | 152 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="EKFfixed::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &rv)" --> |
| | 153 | void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const RV &rv)</td></tr> |
| | 154 | |
| | 155 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="EKFfixed::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &rv)" --> |
| | 156 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const RV &rv)</td></tr> |
| | 157 | |
| 115 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> |
| 116 | | |
| 117 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
| 118 | | <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> |
| 119 | | |
| 120 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="EKFfixed::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " --> |
| 121 | | const RV & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr> |
| 122 | | |
| 123 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> |
| | 162 | void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> |
| | 163 | |
| | 164 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="EKFfixed::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" --> |
| | 165 | virtual const epdf & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr> |
| | 166 | |
| | 167 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="EKFfixed::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" --> |
| | 168 | virtual const epdf * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const =0</td></tr> |
| | 169 | |
| 200 | | <hr><a name="_details"></a><h2>Detailed Description</h2> |
| 201 | | Extended Kalman Filter with full matrices in fixed point arithmetic. |
| 202 | | <p> |
| 203 | | An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr><h2>Member Function Documentation</h2> |
| | 250 | <hr><h2>Member Function Documentation</h2> |
| | 251 | <a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="EKFfixed::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" --> |
| | 252 | <div class="memitem"> |
| | 253 | <div class="memproto"> |
| | 254 | <table class="memname"> |
| | 255 | <tr> |
| | 256 | <td class="memname">virtual BM* bdm::BM::_copy_ </td> |
| | 257 | <td>(</td> |
| | 258 | <td class="paramname"> </td> |
| | 259 | <td> ) </td> |
| | 260 | <td><code> [inline, virtual, inherited]</code></td> |
| | 261 | </tr> |
| | 262 | </table> |
| | 263 | </div> |
| | 264 | <div class="memdoc"> |
| | 265 | |
| | 266 | <p> |
| | 267 | 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>);} |
| | 268 | </pre></div> |
| | 269 | <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p> |
| | 270 | |
| | 271 | </div> |
| | 272 | </div><p> |
| 224 | | <p>Referenced by <a class="el" href="libBM_8h-source.html#l00475">bdm::BM::logpred_m()</a>.</p> |
| 225 | | |
| 226 | | </div> |
| 227 | | </div><p> |
| 228 | | <a class="anchor" name="3efb3098172f1f67564a312fe732473e"></a><!-- doxytag: member="EKFfixed::_copy_" ref="3efb3098172f1f67564a312fe732473e" args="(bool changerv=false)" --> |
| 229 | | <div class="memitem"> |
| 230 | | <div class="memproto"> |
| 231 | | <table class="memname"> |
| 232 | | <tr> |
| 233 | | <td class="memname">virtual BM* bdm::BM::_copy_ </td> |
| 234 | | <td>(</td> |
| 235 | | <td class="paramtype">bool </td> |
| 236 | | <td class="paramname"> <em>changerv</em> = <code>false</code> </td> |
| 237 | | <td> ) </td> |
| 238 | | <td><code> [inline, virtual, inherited]</code></td> |
| 239 | | </tr> |
| 240 | | </table> |
| 241 | | </div> |
| 242 | | <div class="memdoc"> |
| 243 | | |
| 244 | | <p> |
| 245 | | 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; } |
| 246 | | <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> |
| | 293 | <p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p> |
