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  • doc/latex/classEKFfixed.tex

    r261 r280  
    33\label{classEKFfixed}\index{EKFfixed@{EKFfixed}} 
    44} 
    5 Extended Kalman Filter with full matrices in fixed point arithmetic.   
    6  
    7  
    85{\tt \#include $<$ekf\_\-obj.h$>$} 
    96 
    10 Inheritance diagram for EKFfixed:\nopagebreak 
    11 \begin{figure}[H] 
     7Inheritance diagram for EKFfixed::\begin{figure}[H] 
    128\begin{center} 
    139\leavevmode 
    14 \includegraphics[width=101pt]{classEKFfixed__inherit__graph} 
     10\includegraphics[height=3cm]{classEKFfixed} 
    1511\end{center} 
    1612\end{figure} 
    17 Collaboration diagram for EKFfixed:\nopagebreak 
    18 \begin{figure}[H] 
    19 \begin{center} 
    20 \leavevmode 
    21 \includegraphics[height=400pt]{classEKFfixed__coll__graph} 
    22 \end{center} 
    23 \end{figure} 
    24 \subsection*{Public Member Functions} 
     13 
     14 
     15\subsection{Detailed Description} 
     16Extended Kalman Filter with full matrices in fixed point arithmetic.  
     17 
     18An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. \subsection*{Public Member Functions} 
    2519\begin{CompactItemize} 
    2620\item  
    … …  
    5044 
    5145\item  
    52 \hypertarget{classEKFfixed_64d7b1a39c27b1846bcd5628928748ef}{ 
    53 \hyperlink{classEKFfixed_64d7b1a39c27b1846bcd5628928748ef}{EKFfixed} (\hyperlink{classbdm_1_1RV}{RV} rvx, \hyperlink{classbdm_1_1RV}{RV} \hyperlink{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{rvc})} 
    54 \label{classEKFfixed_64d7b1a39c27b1846bcd5628928748ef} 
     46\hypertarget{classEKFfixed_05d1f11bd56305420b56fe83ada6e586}{ 
     47\hyperlink{classEKFfixed_05d1f11bd56305420b56fe83ada6e586}{EKFfixed} ()} 
     48\label{classEKFfixed_05d1f11bd56305420b56fe83ada6e586} 
    5549 
    5650\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    … …  
    6054 
    6155\begin{CompactList}\small\item\em Here dt = \mbox{[}yt;ut\mbox{]} of appropriate dimensions. \item\end{CompactList}\item  
    62 \hypertarget{classEKFfixed_085cf16c573eda32d8d03619c6c4b518}{ 
    63 \hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classEKFfixed_085cf16c573eda32d8d03619c6c4b518}{\_\-epdf} ()} 
    64 \label{classEKFfixed_085cf16c573eda32d8d03619c6c4b518} 
     56\hypertarget{classEKFfixed_f3979e5514fe4278a519ba4481e287ac}{ 
     57\hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classEKFfixed_f3979e5514fe4278a519ba4481e287ac}{posterior} ()} 
     58\label{classEKFfixed_f3979e5514fe4278a519ba4481e287ac} 
    6559 
    6660\begin{CompactList}\small\item\em dummy! \item\end{CompactList}\item  
    … …  
    7064 
    7165\begin{CompactList}\small\item\em Substitute {\tt val} for {\tt rvc}. \item\end{CompactList}\item  
     66\hypertarget{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{ 
     67const RV \& \hyperlink{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{\_\-rvc} () const } 
     68\label{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc} 
     69 
     70\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
     71\begin{Indent}{\bf Constructors}\par 
     72\begin{CompactItemize} 
     73\item  
     74virtual BM $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} () 
     75\end{CompactItemize} 
     76\end{Indent} 
     77\begin{Indent}{\bf Mathematical operations}\par 
     78\begin{CompactItemize} 
     79\item  
    7280\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{ 
    7381virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)} 
    … …  
    7583 
    7684\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
    77 \hypertarget{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{ 
    78 virtual const epdf \& \hyperlink{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef}{\_\-epdf} () const =0} 
    79 \label{classbdm_1_1BM_963258c4c2dd05be001003b19aceefef} 
    80  
    81 \begin{CompactList}\small\item\em Returns a reference to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. \item\end{CompactList}\item  
    82 \hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{ 
    83 virtual const epdf $\ast$ \hyperlink{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{\_\-e} () const =0} 
    84 \label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6} 
    85  
    86 \begin{CompactList}\small\item\em Returns a pointer to the \hyperlink{classbdm_1_1epdf}{epdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item  
    8785virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const  
    8886\item  
    … …  
    9290 
    9391\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item  
    94 \hypertarget{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{ 
    95 virtual epdf $\ast$ \hyperlink{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c}{predictor} (const RV \&\hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}) const } 
    96 \label{classbdm_1_1BM_710e7d69c0d8791fb41a7cd4683cca2c} 
    97  
    98 \begin{CompactList}\small\item\em Constructs a predictive density (marginal density on data). \item\end{CompactList}\item  
    99 \hypertarget{classbdm_1_1BM_40a3c891996391e3135518053a917793}{ 
    100 const RV \& \hyperlink{classbdm_1_1BM_40a3c891996391e3135518053a917793}{\_\-rv} () const } 
    101 \label{classbdm_1_1BM_40a3c891996391e3135518053a917793} 
    102  
    103 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     92\hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{ 
     93virtual epdf $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const } 
     94\label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba} 
     95 
     96\begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item  
     97\hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{ 
     98virtual mpdf $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const } 
     99\label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912} 
     100 
     101\begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize} 
     102\end{Indent} 
     103\begin{Indent}{\bf Access to attributes}\par 
     104\begin{CompactItemize} 
     105\item  
     106\hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{ 
     107const RV \& \textbf{\_\-drv} () const } 
     108\label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c} 
     109 
     110\item  
     111\hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{ 
     112void \textbf{set\_\-drv} (const RV \&rv)} 
     113\label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96} 
     114 
     115\item  
     116\hypertarget{classbdm_1_1BM_b38d92f17620813ad872d86e01a26e5e}{ 
     117void \textbf{set\_\-rv} (const RV \&rv)} 
     118\label{classbdm_1_1BM_b38d92f17620813ad872d86e01a26e5e} 
     119 
     120\item  
    104121\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{ 
    105 double \hyperlink{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{\_\-ll} () const } 
     122double \textbf{\_\-ll} () const } 
    106123\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70} 
    107124 
    108 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     125\item  
    109126\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{ 
    110 void \hyperlink{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{set\_\-evalll} (bool evl0)} 
     127void \textbf{set\_\-evalll} (bool evl0)} 
    111128\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f} 
    112129 
    113 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    114 virtual BM $\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-} (bool changerv=false) 
    115 \item  
    116 \hypertarget{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{ 
    117 const RV \& \hyperlink{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{\_\-rvc} () const } 
    118 \label{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc} 
    119  
    120 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
     130\item  
     131\hypertarget{classbdm_1_1BM_bb7b0065d6cb722a66b371a8260121e1}{ 
     132virtual const epdf \& \textbf{posterior} () const =0} 
     133\label{classbdm_1_1BM_bb7b0065d6cb722a66b371a8260121e1} 
     134 
     135\item  
     136\hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{ 
     137virtual const epdf $\ast$ \textbf{\_\-e} () const =0} 
     138\label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6} 
     139 
     140\end{CompactItemize} 
     141\end{Indent} 
    121142\subsection*{Public Attributes} 
    122143\begin{CompactItemize} 
    … …  
    220241\begin{CompactItemize} 
    221242\item  
    222 \hypertarget{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{ 
    223 RV \hyperlink{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca}{rv}} 
    224 \label{classbdm_1_1BM_18d6db4af8ee42077741d9e3618153ca} 
    225  
    226 \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item  
     243\hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{ 
     244RV \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}} 
     245\label{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed} 
     246 
     247\begin{CompactList}\small\item\em Random variable of the data (optional). \item\end{CompactList}\item  
    227248\hypertarget{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ 
    228249double \hyperlink{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ll}} 
    … …  
    235256 
    236257\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save computational time. \item\end{CompactList}\item  
     258\hypertarget{classbdm_1_1BMcond_1164a90f782a2a323b1ee17242100b39}{ 
     259int \hyperlink{classbdm_1_1BMcond_1164a90f782a2a323b1ee17242100b39}{dimc}} 
     260\label{classbdm_1_1BMcond_1164a90f782a2a323b1ee17242100b39} 
     261 
     262\begin{CompactList}\small\item\em dimension of the conditioning variable \item\end{CompactList}\item  
    237263\hypertarget{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{ 
    238264RV \hyperlink{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{rvc}} 
    … …  
    242268 
    243269 
    244 \subsection{Detailed Description} 
    245 Extended Kalman Filter with full matrices in fixed point arithmetic.  
    246  
    247 An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.  
    248  
    249270\subsection{Member Function Documentation} 
    250 \hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 
     271\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{ 
     272\index{EKFfixed@{EKFfixed}!\_\-copy\_\-@{\_\-copy\_\-}} 
     273\index{\_\-copy\_\-@{\_\-copy\_\-}!EKFfixed@{EKFfixed}} 
     274\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual BM$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}} 
     275\label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff} 
     276 
     277 
     278Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype:  
     279 
     280\begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);}  
     281\end{verbatim} 
     282\end{Code} 
     283 
     284  
     285 
     286Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{ 
    251287\index{EKFfixed@{EKFfixed}!logpred@{logpred}} 
    252288\index{logpred@{logpred}!EKFfixed@{EKFfixed}} 
    … …  
    259295Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}. 
    260296 
    261 Referenced by bdm::BM::logpred\_\-m().\hypertarget{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{ 
    262 \index{EKFfixed@{EKFfixed}!\_\-copy\_\-@{\_\-copy\_\-}} 
    263 \index{\_\-copy\_\-@{\_\-copy\_\-}!EKFfixed@{EKFfixed}} 
    264 \subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual BM$\ast$ bdm::BM::\_\-copy\_\- (bool {\em changerv} = {\tt false})\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}} 
    265 \label{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e} 
    266  
    267  
    268 Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: BM$\ast$ \hyperlink{classbdm_1_1BM_3efb3098172f1f67564a312fe732473e}{\_\-copy\_\-()}\{\hyperlink{classbdm_1_1BM}{BM} Tmp$\ast$=new Tmp(this$\ast$); return Tmp; \}  
    269  
    270 Reimplemented in \hyperlink{classbdm_1_1ARX_20ff2de8d862f28de7da83444d65bcdb}{bdm::ARX}, and \hyperlink{classbdm_1_1BMEF_5912dbcf28ae711e30b08c2fa766a3e6}{bdm::BMEF}. 
     297Referenced by bdm::BM::logpred\_\-m(). 
    271298 
    272299The documentation for this class was generated from the following files:\begin{CompactItemize}