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  • doc/html/classbdm_1_1KalmanCh.html

    r280 r287  
    113113        vec mu0 = zeros(dx); 
    114114        <span class="comment">// Estimator</span> 
    115         <a class="code" href="classbdm_1_1KalmanCh.html#830486554e1a2c7652541dbc9dcd3fb3" title="Default constructor.">KalmanCh</a> KF; 
     115        KalmanCh KF; 
    116116        KF.set_parameters(A,B,C,D,<span class="comment">/*covariances*/</span> Q,R); 
    117117        KF.set_statistics(mu0,P0); 
    … …  
    127127</pre></div> <table border="0" cellpadding="0" cellspacing="0"> 
    128128<tr><td></td></tr> 
     129<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
     130<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> 
     131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b5e8e016be16e4029c789063cb3f3b33"></a><!-- doxytag: member="bdm::KalmanCh::_rvc" ref="b5e8e016be16e4029c789063cb3f3b33" args="() const " --> 
     132const <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> 
     133 
     134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6799f4b16a6a59ed58b1d0d6e17116f4"></a><!-- doxytag: member="bdm::KalmanCh::condition" ref="6799f4b16a6a59ed58b1d0d6e17116f4" args="(const vec &amp;val)" --> 
     136virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#6799f4b16a6a59ed58b1d0d6e17116f4">condition</a> (const vec &amp;val)</td></tr> 
     137 
     138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 
     139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de95c590d650b2db423d53992f0906cb"></a><!-- doxytag: member="bdm::KalmanCh::rvc" ref="de95c590d650b2db423d53992f0906cb" args="" --> 
     140<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> 
     141 
     142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Name of extension variable. <br></td></tr> 
     143<tr><td colspan="2"><br><h2>Logging of results</h2></td></tr> 
     144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="224dd68a83c1472b43163763fa93c477"></a><!-- doxytag: member="bdm::KalmanCh::set_options" ref="224dd68a83c1472b43163763fa93c477" args="(const string &amp;opt)" --> 
     145void&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> 
     146 
     147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set boolean options from a string. <br></td></tr> 
     148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aa5d1f7e638db229403e3917bf155ee3"></a><!-- doxytag: member="bdm::KalmanCh::log_add" ref="aa5d1f7e638db229403e3917bf155ee3" args="(logger *L, const string &amp;name=&quot;&quot;)" --> 
     149void&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> 
     150 
     151<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> 
     152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0647606eefbf294623bf664971c7d461"></a><!-- doxytag: member="bdm::KalmanCh::logit" ref="0647606eefbf294623bf664971c7d461" args="(logger *L)" --> 
     153void&nbsp;</td><td class="memItemRight" valign="bottom"><b>logit</b> (<a class="el" href="classbdm_1_1logger.html">logger</a> *L)</td></tr> 
     154 
     155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="109c1a626a69031658e3a44e9e500cca"></a><!-- doxytag: member="bdm::KalmanCh::LIDs" ref="109c1a626a69031658e3a44e9e500cca" args="" --> 
     156ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#109c1a626a69031658e3a44e9e500cca">LIDs</a></td></tr> 
     157 
     158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">IDs of storages in loggers. <br></td></tr> 
     159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5e0000d2c9df99b029eceff222f7d77"></a><!-- doxytag: member="bdm::KalmanCh::opt_L_bounds" ref="a5e0000d2c9df99b029eceff222f7d77" args="" --> 
     160bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5e0000d2c9df99b029eceff222f7d77">opt_L_bounds</a></td></tr> 
     161 
     162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Option for logging bounds. <br></td></tr> 
    129163<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    130 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="830486554e1a2c7652541dbc9dcd3fb3"></a><!-- doxytag: member="bdm::KalmanCh::KalmanCh" ref="830486554e1a2c7652541dbc9dcd3fb3" args="()" --> 
    131 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#830486554e1a2c7652541dbc9dcd3fb3">KalmanCh</a> ()</td></tr> 
    132  
    133 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
     164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="24ce65bdaa538d4d5153d709a929b996"></a><!-- doxytag: member="bdm::KalmanCh::_copy_" ref="24ce65bdaa538d4d5153d709a929b996" args="() const " --> 
     165<a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">_copy_</a> () const </td></tr> 
     166 
     167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">copy constructor <br></td></tr> 
    134168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="20a4d4c664e8ac8a3f1bb7b0d11c6d87"></a><!-- doxytag: member="bdm::KalmanCh::set_parameters" ref="20a4d4c664e8ac8a3f1bb7b0d11c6d87" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const chmat &amp;Q0, const chmat &amp;R0)" --> 
    135169void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#20a4d4c664e8ac8a3f1bb7b0d11c6d87">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classchmat.html">chmat</a> &amp;Q0, const <a class="el" href="classchmat.html">chmat</a> &amp;R0)</td></tr> 
    … …  
    161195 
    162196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    163 <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    164 <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> 
    165  
    166197<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    167198<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::KalmanCh::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    … …  
    322353<p>Reimplemented in <a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>.</p> 
    323354 
    324 <p>References <a class="el" href="chmat_8h-source.html#l00067">chmat::_Ch()</a>, <a class="el" href="libKF_8h-source.html#l00095">bdm::Kalman&lt; chmat &gt;::_K</a>, <a class="el" href="libKF_8h-source.html#l00101">bdm::Kalman&lt; chmat &gt;::_mu</a>, <a class="el" href="libKF_8h-source.html#l00103">bdm::Kalman&lt; chmat &gt;::_P</a>, <a class="el" href="libKF_8h-source.html#l00099">bdm::Kalman&lt; chmat &gt;::_Ry</a>, <a class="el" href="libKF_8h-source.html#l00097">bdm::Kalman&lt; chmat &gt;::_yp</a>, <a class="el" href="libKF_8h-source.html#l00077">bdm::Kalman&lt; chmat &gt;::A</a>, <a class="el" href="libKF_8h-source.html#l00079">bdm::Kalman&lt; chmat &gt;::B</a>, <a class="el" href="libKF_8h-source.html#l00081">bdm::Kalman&lt; chmat &gt;::C</a>, <a class="el" href="libKF_8h-source.html#l00083">bdm::Kalman&lt; chmat &gt;::D</a>, <a class="el" href="libKF_8h-source.html#l00075">bdm::Kalman&lt; chmat &gt;::dimu</a>, <a class="el" href="libKF_8h-source.html#l00071">bdm::Kalman&lt; chmat &gt;::dimx</a>, <a class="el" href="libKF_8h-source.html#l00073">bdm::Kalman&lt; chmat &gt;::dimy</a>, <a class="el" href="libBM_8h-source.html#l00603">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00049">bdm::eEF::evallog()</a>, <a class="el" href="libKF_8h-source.html#l00092">bdm::Kalman&lt; chmat &gt;::fy</a>, <a class="el" href="libBM_8h-source.html#l00601">bdm::BM::ll</a>, <a class="el" href="libKF_8h-source.html#l00142">postA</a>, and <a class="el" href="libKF_8h-source.html#l00140">preA</a>.</p> 
    325  
    326 </div> 
    327 </div><p> 
    328 <a class="anchor" name="c0f027ff91d8459937c6f60ff8e553ff"></a><!-- doxytag: member="bdm::KalmanCh::_copy_" ref="c0f027ff91d8459937c6f60ff8e553ff" args="()" --> 
    329 <div class="memitem"> 
    330 <div class="memproto"> 
    331       <table class="memname"> 
    332         <tr> 
    333           <td class="memname">virtual <a class="el" href="classbdm_1_1BM.html">BM</a>* bdm::BM::_copy_           </td> 
    334           <td>(</td> 
    335           <td class="paramname">          </td> 
    336           <td>&nbsp;)&nbsp;</td> 
    337           <td><code> [inline, virtual, inherited]</code></td> 
    338         </tr> 
    339       </table> 
    340 </div> 
    341 <div class="memdoc"> 
    342  
    343 <p> 
    344 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>);}  
    345 </pre></div>  
    346 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#60c40b5c6abc4c7e464b4ccae64a5a61">bdm::ARX</a>.</p> 
     355<p>References <a class="el" href="chmat_8h-source.html#l00067">chmat::_Ch()</a>, <a class="el" href="libKF_8h-source.html#l00095">bdm::Kalman&lt; chmat &gt;::_K</a>, <a class="el" href="libKF_8h-source.html#l00101">bdm::Kalman&lt; chmat &gt;::_mu</a>, <a class="el" href="libKF_8h-source.html#l00103">bdm::Kalman&lt; chmat &gt;::_P</a>, <a class="el" href="libKF_8h-source.html#l00099">bdm::Kalman&lt; chmat &gt;::_Ry</a>, <a class="el" href="libKF_8h-source.html#l00097">bdm::Kalman&lt; chmat &gt;::_yp</a>, <a class="el" href="libKF_8h-source.html#l00077">bdm::Kalman&lt; chmat &gt;::A</a>, <a class="el" href="libKF_8h-source.html#l00079">bdm::Kalman&lt; chmat &gt;::B</a>, <a class="el" href="libKF_8h-source.html#l00081">bdm::Kalman&lt; chmat &gt;::C</a>, <a class="el" href="libKF_8h-source.html#l00083">bdm::Kalman&lt; chmat &gt;::D</a>, <a class="el" href="libKF_8h-source.html#l00075">bdm::Kalman&lt; chmat &gt;::dimu</a>, <a class="el" href="libKF_8h-source.html#l00071">bdm::Kalman&lt; chmat &gt;::dimx</a>, <a class="el" href="libKF_8h-source.html#l00073">bdm::Kalman&lt; chmat &gt;::dimy</a>, <a class="el" href="libBM_8h-source.html#l00625">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00049">bdm::eEF::evallog()</a>, <a class="el" href="libKF_8h-source.html#l00092">bdm::Kalman&lt; chmat &gt;::fy</a>, <a class="el" href="libBM_8h-source.html#l00623">bdm::BM::ll</a>, <a class="el" href="libKF_8h-source.html#l00142">postA</a>, and <a class="el" href="libKF_8h-source.html#l00140">preA</a>.</p> 
    347356 
    348357</div> 
    … …  
    368377<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> 
    369378 
    370 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00628">bdm::BM::logpred_m()</a>.</p> 
     379<p>Referenced by <a class="el" href="libBM_8h-source.html#l00650">bdm::BM::logpred_m()</a>.</p> 
    371380 
    372381</div> 
    … …  
    375384<li><a class="el" href="libKF_8h-source.html">libKF.h</a><li>libKF.cpp</ul> 
    376385</div> 
    377 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:39:02 2009 for mixpp by&nbsp; 
     386<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:19 2009 for mixpp by&nbsp; 
    378387<a href="http://www.doxygen.org/index.html"> 
    379388<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>