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    6969</div> 
    7070<div class="contents"> 
    71 <h1>bdm::EKFCh_unQ Class Reference</h1><!-- doxytag: class="bdm::EKFCh_unQ" --><!-- doxytag: inherits="bdm::EKFCh,bdm::BMcond" --><code>#include &lt;<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>&gt;</code> 
     71<h1>bdm::EKFCh_unQ Class Reference</h1><!-- doxytag: class="bdm::EKFCh_unQ" --><!-- doxytag: inherits="bdm::EKFCh" --><code>#include &lt;<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>&gt;</code> 
    7272<p> 
    7373<div class="dynheader"> 
     
    7878<map name="bdm::EKFCh_unQ_map"> 
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    80 <area href="classbdm_1_1BMcond.html" alt="bdm::BMcond" shape="rect" coords="149,224,288,248"> 
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    9189Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in Choleski form with unknown <code>Q</code>. <table border="0" cellpadding="0" cellspacing="0"> 
    9290<tr><td></td></tr> 
     91<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
     92<tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed <br><br></td></tr> 
     93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::EKFCh_unQ::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
     94const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#b5e8e016be16e4029c789063cb3f3b33">_rvc</a> () const </td></tr> 
     95 
     96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::EKFCh_unQ::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> 
     98<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#de95c590d650b2db423d53992f0906cb">rvc</a></td></tr> 
     99 
     100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr> 
     101<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> 
     102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="224dd68a83c1472b43163763fa93c477"></a><!-- doxytag: member="bdm::EKFCh_unQ::set_options" ref="224dd68a83c1472b43163763fa93c477" args="(const string &amp;opt)" --> 
     103void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#224dd68a83c1472b43163763fa93c477">set_options</a> (const string &amp;opt)</td></tr> 
     104 
     105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string. <br></td></tr> 
     106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aa5d1f7e638db229403e3917bf155ee3"></a><!-- doxytag: member="bdm::EKFCh_unQ::log_add" ref="aa5d1f7e638db229403e3917bf155ee3" args="(logger *L, const string &amp;name=&quot;&quot;)" --> 
     107void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#aa5d1f7e638db229403e3917bf155ee3">log_add</a> (<a class="el" href="classbdm_1_1logger.html">logger</a> *L, const string &amp;name=&quot;&quot;)</td></tr> 
     108 
     109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Add all logged variables to a <a class="el" href="classbdm_1_1logger.html" title="Class for storing results (and semi-results) of an experiment.">logger</a>. <br></td></tr> 
     110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0647606eefbf294623bf664971c7d461"></a><!-- doxytag: member="bdm::EKFCh_unQ::logit" ref="0647606eefbf294623bf664971c7d461" args="(logger *L)" --> 
     111void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> *L)</td></tr> 
     112 
     113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::EKFCh_unQ::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> 
     114ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
     115 
     116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers. <br></td></tr> 
     117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5e0000d2c9df99b029eceff222f7d77"></a><!-- doxytag: member="bdm::EKFCh_unQ::opt_L_bounds" ref="a5e0000d2c9df99b029eceff222f7d77" args="" --> 
     118bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77">opt_L_bounds</a></td></tr> 
     119 
     120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Option for logging bounds. <br></td></tr> 
    93121<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    94 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b00134826b10bb93fc34336d6e0f9cd"></a><!-- doxytag: member="bdm::EKFCh_unQ::EKFCh_unQ" ref="9b00134826b10bb93fc34336d6e0f9cd" args="()" --> 
    95 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh__unQ.html#9b00134826b10bb93fc34336d6e0f9cd">EKFCh_unQ</a> ()</td></tr> 
    96  
    97 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
    98122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="701ae97d38e43b1660529868de90706c"></a><!-- doxytag: member="bdm::EKFCh_unQ::condition" ref="701ae97d38e43b1660529868de90706c" args="(const vec &amp;Q0)" --> 
    99123void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh__unQ.html#701ae97d38e43b1660529868de90706c">condition</a> (const vec &amp;Q0)</td></tr> 
    100124 
    101125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 
     126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d1d91400e3f177de9fe7962ea17adc4"></a><!-- doxytag: member="bdm::EKFCh_unQ::_copy_" ref="1d1d91400e3f177de9fe7962ea17adc4" args="() const " --> 
     127<a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">_copy_</a> () const </td></tr> 
     128 
     129<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">copy constructor duplicated - calls different set_parameters <br></td></tr> 
    102130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50f9fbffad721f35e5ccb75d0f6b842a"></a><!-- doxytag: member="bdm::EKFCh_unQ::set_parameters" ref="50f9fbffad721f35e5ccb75d0f6b842a" args="(diffbifn *pfxu, diffbifn *phxu, const chmat Q0, const chmat R0)" --> 
    103131void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#50f9fbffad721f35e5ccb75d0f6b842a">set_parameters</a> (<a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *<a class="el" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3">pfxu</a>, <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *<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> 
     
    134162 
    135163<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    136 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7506910f93250b44fea505ec4ffb19dc"></a><!-- doxytag: member="bdm::EKFCh_unQ::_rvc" ref="7506910f93250b44fea505ec4ffb19dc" args="() const " --> 
    137 const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#7506910f93250b44fea505ec4ffb19dc">_rvc</a> () const </td></tr> 
    138  
    139 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    140 <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    141 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c0f027ff91d8459937c6f60ff8e553ff">_copy_</a> ()</td></tr> 
    142  
    143164<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    144165<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::EKFCh_unQ::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
     
    277298 
    278299<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> 
    279 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1164a90f782a2a323b1ee17242100b39"></a><!-- doxytag: member="bdm::EKFCh_unQ::dimc" ref="1164a90f782a2a323b1ee17242100b39" args="" --> 
    280 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#1164a90f782a2a323b1ee17242100b39">dimc</a></td></tr> 
    281  
    282 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of the conditioning variable <br></td></tr> 
    283 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9a12750776d977408aada06a70093297"></a><!-- doxytag: member="bdm::EKFCh_unQ::rvc" ref="9a12750776d977408aada06a70093297" args="" --> 
    284 <a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BMcond.html#9a12750776d977408aada06a70093297">rvc</a></td></tr> 
    285  
    286 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr> 
    287300</table> 
    288301<hr><h2>Member Function Documentation</h2> 
    289 <a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::EKFCh_unQ::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" --> 
    290 <div class="memitem"> 
    291 <div class="memproto"> 
    292       <table class="memname"> 
    293         <tr> 
    294           <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td> 
    295           <td>(</td> 
    296           <td class="paramname">          </td> 
    297           <td>&nbsp;)&nbsp;</td> 
    298           <td><code> [inline, virtual, inherited]</code></td> 
    299         </tr> 
    300       </table> 
    301 </div> 
    302 <div class="memdoc"> 
    303  
    304 <p> 
    305 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>);}  
    306 </pre></div>  
    307 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p> 
    308  
    309 </div> 
    310 </div><p> 
    311302<a class="anchor" name="50257e0c1e5b5c73153ea6e716ad8ae0"></a><!-- doxytag: member="bdm::EKFCh_unQ::logpred" ref="50257e0c1e5b5c73153ea6e716ad8ae0" args="(const vec &amp;dt) const " --> 
    312303<div class="memitem"> 
     
    329320<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> 
    330321 
    331 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p> 
     322<p>Referenced by <a class="el" href="libBM_8h-source.html#l00650">bdm::BM::logpred_m()</a>.</p> 
    332323 
    333324</div> 
     
    336327<li><a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a></ul> 
    337328</div> 
    338 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:39:00 2009 for mixpp by&nbsp; 
     329<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:19 2009 for mixpp by&nbsp; 
    339330<a href="http://www.doxygen.org/index.html"> 
    340331<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>