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    r280 r287  
    6565<a name="l00018"></a>00018 <span class="keyword">namespace </span>bdm{ 
    6666<a name="l00019"></a>00019  
    67 <a name="l00021"></a><a class="code" href="classbdm_1_1EKFful__unQR.html">00021</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFful__unQR.html" title="Extended Kalman filter with unknown Q and R.">EKFful_unQR</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> , <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
     67<a name="l00021"></a><a class="code" href="classbdm_1_1EKFful__unQR.html">00021</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFful__unQR.html" title="Extended Kalman filter with unknown Q and R.">EKFful_unQR</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> { 
    6868<a name="l00022"></a>00022 <span class="keyword">public</span>: 
    69 <a name="l00024"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#538923d568db236bf5cd7120ae35b22d">00024</a>         <a class="code" href="classbdm_1_1EKFful__unQR.html#538923d568db236bf5cd7120ae35b22d" title="Default constructor.">EKFful_unQR</a> ( ) :<a class="code" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> ( ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( ) {}; 
    70 <a name="l00025"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">00025</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;QR0 ) { 
    71 <a name="l00026"></a>00026                 Q=diag(QR0(0,dimx-1)); 
    72 <a name="l00027"></a>00027                 R=diag(QR0(dimx,dimx+dimy-1)); 
    73 <a name="l00028"></a>00028         }; 
    74 <a name="l00029"></a>00029 }; 
    75 <a name="l00030"></a>00030  
    76 <a name="l00032"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html">00032</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__unQ.html" title="Extended Kalman filter in Choleski form with unknown Q.">EKFCh_unQ</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> , <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
    77 <a name="l00033"></a>00033 <span class="keyword">public</span>: 
    78 <a name="l00035"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html#9b00134826b10bb93fc34336d6e0f9cd">00035</a>         <a class="code" href="classbdm_1_1EKFCh__unQ.html#9b00134826b10bb93fc34336d6e0f9cd" title="Default constructor.">EKFCh_unQ</a> (  ) :<a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( ) {}; 
    79 <a name="l00036"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html#701ae97d38e43b1660529868de90706c">00036</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__unQ.html#701ae97d38e43b1660529868de90706c" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;Q0 ) { 
    80 <a name="l00037"></a>00037                 <a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8" title="Access functions.">setD</a> ( Q0,0 ); 
    81 <a name="l00038"></a>00038                 <span class="comment">//from EKF</span> 
    82 <a name="l00039"></a>00039                 <a class="code" href="classbdm_1_1KalmanCh.html#48611c8582706cfa62e832be0972e75d" title="pre array (triangular matrix)">preA</a>.set_submatrix ( <a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>+<a class="code" href="classbdm_1_1Kalman.html#ba7699cdb3b1382a54d3e28b9b7517fa" title="cache of rv.count()">dimx</a>,<a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>,<a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c" title="Access function.">_Ch</a>() ); 
    83 <a name="l00040"></a>00040         }; 
    84 <a name="l00041"></a>00041 }; 
    85 <a name="l00042"></a>00042  
    86 <a name="l00044"></a><a class="code" href="classbdm_1_1EKFCh__cond.html">00044</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__cond.html" title="Extended Kalman filter with unknown parameters in IM.">EKFCh_cond</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> , <span class="keyword">public</span> <a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
    87 <a name="l00045"></a>00045         <span class="keyword">public</span>: 
    88 <a name="l00047"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#fafaf98b79f892fa3fd832e2d89fb11e">00047</a>                 <a class="code" href="classbdm_1_1EKFCh__cond.html#fafaf98b79f892fa3fd832e2d89fb11e" title="Default constructor.">EKFCh_cond</a> ( ) :<a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> ( ),<a class="code" href="classbdm_1_1BMcond.html" title="Conditional Bayesian Filter.">BMcond</a> ( ) {}; 
    89 <a name="l00048"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52">00048</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) { 
    90 <a name="l00049"></a>00049                         <a class="code" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3" title="Internal Model f(x,u).">pfxu</a>-&gt;<a class="code" href="classbdm_1_1fnc.html#0786e40fade2663a70d654c1dda5d73e" title="function substitutes given value into an appropriate position">condition</a> ( val ); 
    91 <a name="l00050"></a>00050                 }; 
    92 <a name="l00051"></a>00051 }; 
    93 <a name="l00052"></a>00052  
    94 <a name="l00053"></a>00053 } 
    95 <a name="l00054"></a>00054 <span class="preprocessor">#endif //EKF_TEMP_H</span> 
     69<a name="l00023"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">00023</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;QR0 ) { 
     70<a name="l00024"></a>00024                 Q=diag(QR0(0,dimx-1)); 
     71<a name="l00025"></a>00025                 R=diag(QR0(dimx,dimx+dimy-1)); 
     72<a name="l00026"></a>00026         }; 
     73<a name="l00027"></a>00027 }; 
     74<a name="l00028"></a>00028  
     75<a name="l00030"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html">00030</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__unQ.html" title="Extended Kalman filter in Choleski form with unknown Q.">EKFCh_unQ</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> { 
     76<a name="l00031"></a>00031 <span class="keyword">public</span>: 
     77<a name="l00032"></a><a class="code" href="classbdm_1_1EKFCh__unQ.html#701ae97d38e43b1660529868de90706c">00032</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__unQ.html#701ae97d38e43b1660529868de90706c" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;Q0 ) { 
     78<a name="l00033"></a>00033                 <a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8" title="Access functions.">setD</a> ( Q0,0 ); 
     79<a name="l00034"></a>00034                 <span class="comment">//from EKF</span> 
     80<a name="l00035"></a>00035                 <a class="code" href="classbdm_1_1KalmanCh.html#48611c8582706cfa62e832be0972e75d" title="pre array (triangular matrix)">preA</a>.set_submatrix ( <a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>+<a class="code" href="classbdm_1_1Kalman.html#ba7699cdb3b1382a54d3e28b9b7517fa" title="cache of rv.count()">dimx</a>,<a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>,<a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c" title="Access function.">_Ch</a>() ); 
     81<a name="l00036"></a>00036         }; 
     82<a name="l00037"></a>00037 }; 
     83<a name="l00038"></a>00038  
     84<a name="l00040"></a><a class="code" href="classbdm_1_1EKFCh__cond.html">00040</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__cond.html" title="Extended Kalman filter with unknown parameters in IM.">EKFCh_cond</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a>  { 
     85<a name="l00041"></a>00041         <span class="keyword">public</span>: 
     86<a name="l00042"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52">00042</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) { 
     87<a name="l00043"></a>00043                         <a class="code" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3" title="Internal Model f(x,u).">pfxu</a>-&gt;<a class="code" href="classbdm_1_1fnc.html#0786e40fade2663a70d654c1dda5d73e" title="function substitutes given value into an appropriate position">condition</a> ( val ); 
     88<a name="l00044"></a>00044                 }; 
     89<a name="l00045"></a>00045 }; 
     90<a name="l00046"></a>00046  
     91<a name="l00047"></a>00047 } 
     92<a name="l00048"></a>00048 <span class="preprocessor">#endif //EKF_TEMP_H</span> 
    9693</pre></div></div> 
    97 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Feb 18 17:38:39 2009 for mixpp by&nbsp; 
     94<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:10 2009 for mixpp by&nbsp; 
    9895<a href="http://www.doxygen.org/index.html"> 
    9996<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address>