| 78 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
| 79 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cece920bbf58fc72b25a6417b3ef0259"></a><!-- doxytag: member="EKFfixed::init_ekf" ref="cece920bbf58fc72b25a6417b3ef0259" args="(double Tv)" --> |
| 80 | void </td><td class="memItemRight" valign="bottom"><b>init_ekf</b> (double Tv)</td></tr> |
| 81 | |
| 82 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="491e636b259dda3b876b7bd492df6b7c"></a><!-- doxytag: member="EKFfixed::ekf" ref="491e636b259dda3b876b7bd492df6b7c" args="(double ux, double uy, double isxd, double isyd)" --> |
| 83 | void </td><td class="memItemRight" valign="bottom"><b>ekf</b> (double ux, double uy, double isxd, double isyd)</td></tr> |
| 84 | |
| 85 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e77b35e1a11356dbfb1fdfa3017f60d3"></a><!-- doxytag: member="EKFfixed::prediction" ref="e77b35e1a11356dbfb1fdfa3017f60d3" args="(int *ux)" --> |
| 86 | void </td><td class="memItemRight" valign="bottom"><b>prediction</b> (int *ux)</td></tr> |
| 87 | |
| 88 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="83ed56b86a056d7dbdd6ce44145fa5f3"></a><!-- doxytag: member="EKFfixed::correction" ref="83ed56b86a056d7dbdd6ce44145fa5f3" args="(void)" --> |
| 89 | void </td><td class="memItemRight" valign="bottom"><b>correction</b> (void)</td></tr> |
| 90 | |
| 91 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dce43355681cfe8f1905db207b4dde8d"></a><!-- doxytag: member="EKFfixed::update_psi" ref="dce43355681cfe8f1905db207b4dde8d" args="(void)" --> |
| 92 | void </td><td class="memItemRight" valign="bottom"><b>update_psi</b> (void)</td></tr> |
| 93 | |
| 94 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05d1f11bd56305420b56fe83ada6e586"></a><!-- doxytag: member="EKFfixed::EKFfixed" ref="05d1f11bd56305420b56fe83ada6e586" args="()" --> |
| 95 | </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#05d1f11bd56305420b56fe83ada6e586">EKFfixed</a> ()</td></tr> |
| 96 | |
| 97 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
| 98 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ddf5334bc1207658fd53698fffbac028"></a><!-- doxytag: member="EKFfixed::bayes" ref="ddf5334bc1207658fd53698fffbac028" args="(const vec &dt)" --> |
| 99 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#ddf5334bc1207658fd53698fffbac028">bayes</a> (const vec &dt)</td></tr> |
| 100 | |
| 101 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> |
| 102 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3979e5514fe4278a519ba4481e287ac"></a><!-- doxytag: member="EKFfixed::posterior" ref="f3979e5514fe4278a519ba4481e287ac" args="()" --> |
| 103 | <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#f3979e5514fe4278a519ba4481e287ac">posterior</a> ()</td></tr> |
| 104 | |
| 105 | <tr><td class="mdescLeft"> </td><td class="mdescRight">dummy! <br></td></tr> |
| 106 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7fee79e75ad7f0c0e96c5a322cbf44e"></a><!-- doxytag: member="EKFfixed::condition" ref="c7fee79e75ad7f0c0e96c5a322cbf44e" args="(const vec &Q0)" --> |
| 107 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#c7fee79e75ad7f0c0e96c5a322cbf44e">condition</a> (const vec &Q0)</td></tr> |
| 108 | |
| 109 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> |
| 110 | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
| 111 | <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#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> |
| 112 | |
| 113 | <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> |
| 114 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="EKFfixed::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
| 115 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
| 116 | |
| 117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
| 118 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
| 119 | |
| 120 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="EKFfixed::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
| 121 | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
| 122 | |
| 123 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
| 124 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="EKFfixed::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
| 125 | virtual epdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
| 126 | |
| 127 | <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> |
| 128 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="EKFfixed::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
| 129 | virtual mpdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
| 130 | |
| 131 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> |
| 132 | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
| 133 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="EKFfixed::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> |
| 134 | const RV & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> |
| 135 | |
| 136 | <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)" --> |
| 137 | void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const RV &rv)</td></tr> |
| 138 | |
| 139 | <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)" --> |
| 140 | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const RV &rv)</td></tr> |
| 141 | |
| 142 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="EKFfixed::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> |
| 143 | double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> |
| 144 | |
| 145 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="EKFfixed::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> |
| 146 | void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> |
| 147 | |
| 148 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="EKFfixed::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" --> |
| 149 | virtual const epdf & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr> |
| 150 | |
| 151 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="EKFfixed::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" --> |
| 152 | virtual const epdf * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const =0</td></tr> |
| 153 | |
| 154 | <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> |
| 155 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d04ddf049475a15e1ba93161aa5586ab"></a><!-- doxytag: member="EKFfixed::Q" ref="d04ddf049475a15e1ba93161aa5586ab" args="[16]" --> |
| 156 | int </td><td class="memItemRight" valign="bottom"><b>Q</b> [16]</td></tr> |
| 157 | |
| 158 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d914213d413b4d8f8d7bb728c5063d5e"></a><!-- doxytag: member="EKFfixed::R" ref="d914213d413b4d8f8d7bb728c5063d5e" args="[4]" --> |
| 159 | int </td><td class="memItemRight" valign="bottom"><b>R</b> [4]</td></tr> |
| 160 | |
| 161 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fd20a80b00e9782da676e48eb5b54b3"></a><!-- doxytag: member="EKFfixed::x_est" ref="7fd20a80b00e9782da676e48eb5b54b3" args="[4]" --> |
| 162 | int </td><td class="memItemRight" valign="bottom"><b>x_est</b> [4]</td></tr> |
| 163 | |
| 164 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9518fa723d7324f75df7822a589ee196"></a><!-- doxytag: member="EKFfixed::x_pred" ref="9518fa723d7324f75df7822a589ee196" args="[4]" --> |
| 165 | int </td><td class="memItemRight" valign="bottom"><b>x_pred</b> [4]</td></tr> |
| 166 | |
| 167 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b731c546a474433c1ea6f36f0125774"></a><!-- doxytag: member="EKFfixed::P_pred" ref="0b731c546a474433c1ea6f36f0125774" args="[16]" --> |
| 168 | int </td><td class="memItemRight" valign="bottom"><b>P_pred</b> [16]</td></tr> |
| 169 | |
| 170 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b9ec9cb2d092ca3f4ad2a3b4420867ac"></a><!-- doxytag: member="EKFfixed::P_est" ref="b9ec9cb2d092ca3f4ad2a3b4420867ac" args="[16]" --> |
| 171 | int </td><td class="memItemRight" valign="bottom"><b>P_est</b> [16]</td></tr> |
| 172 | |
| 173 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a8040cdb8bb5dca753485dc67db3287"></a><!-- doxytag: member="EKFfixed::Y_mes" ref="5a8040cdb8bb5dca753485dc67db3287" args="[2]" --> |
| 174 | int </td><td class="memItemRight" valign="bottom"><b>Y_mes</b> [2]</td></tr> |
| 175 | |
| 176 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9292e43fb8e6fedfabb3a9b3c2118e33"></a><!-- doxytag: member="EKFfixed::ukalm" ref="9292e43fb8e6fedfabb3a9b3c2118e33" args="[2]" --> |
| 177 | int </td><td class="memItemRight" valign="bottom"><b>ukalm</b> [2]</td></tr> |
| 178 | |
| 179 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f754902bb769d3b58b89108c76d9a394"></a><!-- doxytag: member="EKFfixed::Kalm" ref="f754902bb769d3b58b89108c76d9a394" args="[8]" --> |
| 180 | int </td><td class="memItemRight" valign="bottom"><b>Kalm</b> [8]</td></tr> |
| 181 | |
| 182 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf4b3d55c8d277673bf77f37f6590217"></a><!-- doxytag: member="EKFfixed::PSI" ref="bf4b3d55c8d277673bf77f37f6590217" args="[16]" --> |
| 183 | int </td><td class="memItemRight" valign="bottom"><b>PSI</b> [16]</td></tr> |
| 184 | |
| 185 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8a677b253b54696701c1ca0cb6f7a622"></a><!-- doxytag: member="EKFfixed::temp15a" ref="8a677b253b54696701c1ca0cb6f7a622" args="[16]" --> |
| 186 | int </td><td class="memItemRight" valign="bottom"><b>temp15a</b> [16]</td></tr> |
| 187 | |
| 188 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6d4354dad09286a7a209983732853c5b"></a><!-- doxytag: member="EKFfixed::cA" ref="6d4354dad09286a7a209983732853c5b" args="" --> |
| 189 | int </td><td class="memItemRight" valign="bottom"><b>cA</b></td></tr> |
| 190 | |
| 191 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eac752adfb921c1c525f8c3b3fd15dad"></a><!-- doxytag: member="EKFfixed::cB" ref="eac752adfb921c1c525f8c3b3fd15dad" args="" --> |
| 192 | int </td><td class="memItemRight" valign="bottom"><b>cB</b></td></tr> |
| 193 | |
| 194 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2f35ef3dce13131ae9b4427309a1d005"></a><!-- doxytag: member="EKFfixed::cC" ref="2f35ef3dce13131ae9b4427309a1d005" args="" --> |
| 195 | int </td><td class="memItemRight" valign="bottom"><b>cC</b></td></tr> |
| 196 | |
| 197 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50b31e70bb17cbdde2e28c83b9612c47"></a><!-- doxytag: member="EKFfixed::cG" ref="50b31e70bb17cbdde2e28c83b9612c47" args="" --> |
| 198 | int </td><td class="memItemRight" valign="bottom"><b>cG</b></td></tr> |
| 199 | |
| 200 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="086e18ad28d139b0a2c0f77badc77a9a"></a><!-- doxytag: member="EKFfixed::cH" ref="086e18ad28d139b0a2c0f77badc77a9a" args="" --> |
| 201 | int </td><td class="memItemRight" valign="bottom"><b>cH</b></td></tr> |
| 202 | |
| 203 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="540046e3ab4d0bed4791f397062a626f"></a><!-- doxytag: member="EKFfixed::temp30a" ref="540046e3ab4d0bed4791f397062a626f" args="[4]" --> |
| 204 | long </td><td class="memItemRight" valign="bottom"><b>temp30a</b> [4]</td></tr> |
| 205 | |
| 206 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea92b06e2b66c6771828e689bb727b76"></a><!-- doxytag: member="EKFfixed::E" ref="ea92b06e2b66c6771828e689bb727b76" args="" --> |
| 207 | <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classfsqmat.html">fsqmat</a> > </td><td class="memItemRight" valign="bottom"><b>E</b></td></tr> |
| 208 | |
| 209 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e5552506214757d24e59e508f91c8aa"></a><!-- doxytag: member="EKFfixed::Ry" ref="6e5552506214757d24e59e508f91c8aa" args="" --> |
| 210 | mat </td><td class="memItemRight" valign="bottom"><b>Ry</b></td></tr> |
| 211 | |
| 212 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
| 213 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="EKFfixed::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> |
| 214 | RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
| 215 | |
| 216 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> |
| 217 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="EKFfixed::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
| 218 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
| 219 | |
| 220 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
| 221 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="EKFfixed::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
| 222 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
| 223 | |
| 224 | <tr><td class="mdescLeft"> </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> |
118 | | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
119 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cece920bbf58fc72b25a6417b3ef0259"></a><!-- doxytag: member="EKFfixed::init_ekf" ref="cece920bbf58fc72b25a6417b3ef0259" args="(double Tv)" --> |
120 | | void </td><td class="memItemRight" valign="bottom"><b>init_ekf</b> (double Tv)</td></tr> |
121 | | |
122 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="491e636b259dda3b876b7bd492df6b7c"></a><!-- doxytag: member="EKFfixed::ekf" ref="491e636b259dda3b876b7bd492df6b7c" args="(double ux, double uy, double isxd, double isyd)" --> |
123 | | void </td><td class="memItemRight" valign="bottom"><b>ekf</b> (double ux, double uy, double isxd, double isyd)</td></tr> |
124 | | |
125 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e77b35e1a11356dbfb1fdfa3017f60d3"></a><!-- doxytag: member="EKFfixed::prediction" ref="e77b35e1a11356dbfb1fdfa3017f60d3" args="(int *ux)" --> |
126 | | void </td><td class="memItemRight" valign="bottom"><b>prediction</b> (int *ux)</td></tr> |
127 | | |
128 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="83ed56b86a056d7dbdd6ce44145fa5f3"></a><!-- doxytag: member="EKFfixed::correction" ref="83ed56b86a056d7dbdd6ce44145fa5f3" args="(void)" --> |
129 | | void </td><td class="memItemRight" valign="bottom"><b>correction</b> (void)</td></tr> |
130 | | |
131 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dce43355681cfe8f1905db207b4dde8d"></a><!-- doxytag: member="EKFfixed::update_psi" ref="dce43355681cfe8f1905db207b4dde8d" args="(void)" --> |
132 | | void </td><td class="memItemRight" valign="bottom"><b>update_psi</b> (void)</td></tr> |
133 | | |
134 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="05d1f11bd56305420b56fe83ada6e586"></a><!-- doxytag: member="EKFfixed::EKFfixed" ref="05d1f11bd56305420b56fe83ada6e586" args="()" --> |
135 | | </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#05d1f11bd56305420b56fe83ada6e586">EKFfixed</a> ()</td></tr> |
136 | | |
137 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> |
138 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ddf5334bc1207658fd53698fffbac028"></a><!-- doxytag: member="EKFfixed::bayes" ref="ddf5334bc1207658fd53698fffbac028" args="(const vec &dt)" --> |
139 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#ddf5334bc1207658fd53698fffbac028">bayes</a> (const vec &dt)</td></tr> |
140 | | |
141 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> |
142 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3979e5514fe4278a519ba4481e287ac"></a><!-- doxytag: member="EKFfixed::posterior" ref="f3979e5514fe4278a519ba4481e287ac" args="()" --> |
143 | | <a class="el" href="classbdm_1_1epdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#f3979e5514fe4278a519ba4481e287ac">posterior</a> ()</td></tr> |
144 | | |
145 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">dummy! <br></td></tr> |
146 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7fee79e75ad7f0c0e96c5a322cbf44e"></a><!-- doxytag: member="EKFfixed::condition" ref="c7fee79e75ad7f0c0e96c5a322cbf44e" args="(const vec &Q0)" --> |
147 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFfixed.html#c7fee79e75ad7f0c0e96c5a322cbf44e">condition</a> (const vec &Q0)</td></tr> |
148 | | |
149 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> |
150 | | <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> |
151 | | <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#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> |
152 | | |
153 | | <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> |
154 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="EKFfixed::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &Dt)" --> |
155 | | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &Dt)</td></tr> |
156 | | |
157 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
158 | | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &dt) const </td></tr> |
159 | | |
160 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="EKFfixed::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &dt) const " --> |
161 | | vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &dt) const </td></tr> |
162 | | |
163 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix version of logpred. <br></td></tr> |
164 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="EKFfixed::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> |
165 | | virtual epdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> |
166 | | |
167 | | <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> |
168 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="EKFfixed::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> |
169 | | virtual mpdf * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> |
170 | | |
171 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> |
172 | | <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> |
173 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="EKFfixed::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> |
174 | | const RV & </td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> |
175 | | |
176 | | <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)" --> |
177 | | void </td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const RV &rv)</td></tr> |
178 | | |
179 | | <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)" --> |
180 | | void </td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const RV &rv)</td></tr> |
181 | | |
182 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="EKFfixed::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> |
183 | | double </td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> |
184 | | |
185 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="EKFfixed::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> |
186 | | void </td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> |
187 | | |
188 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bb7b0065d6cb722a66b371a8260121e1"></a><!-- doxytag: member="EKFfixed::posterior" ref="bb7b0065d6cb722a66b371a8260121e1" args="() const =0" --> |
189 | | virtual const epdf & </td><td class="memItemRight" valign="bottom"><b>posterior</b> () const =0</td></tr> |
190 | | |
191 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4ed0f8b880e606316ae800f3a011c3a6"></a><!-- doxytag: member="EKFfixed::_e" ref="4ed0f8b880e606316ae800f3a011c3a6" args="() const =0" --> |
192 | | virtual const epdf * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const =0</td></tr> |
193 | | |
194 | | <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> |
195 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d04ddf049475a15e1ba93161aa5586ab"></a><!-- doxytag: member="EKFfixed::Q" ref="d04ddf049475a15e1ba93161aa5586ab" args="[16]" --> |
196 | | int </td><td class="memItemRight" valign="bottom"><b>Q</b> [16]</td></tr> |
197 | | |
198 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d914213d413b4d8f8d7bb728c5063d5e"></a><!-- doxytag: member="EKFfixed::R" ref="d914213d413b4d8f8d7bb728c5063d5e" args="[4]" --> |
199 | | int </td><td class="memItemRight" valign="bottom"><b>R</b> [4]</td></tr> |
200 | | |
201 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fd20a80b00e9782da676e48eb5b54b3"></a><!-- doxytag: member="EKFfixed::x_est" ref="7fd20a80b00e9782da676e48eb5b54b3" args="[4]" --> |
202 | | int </td><td class="memItemRight" valign="bottom"><b>x_est</b> [4]</td></tr> |
203 | | |
204 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9518fa723d7324f75df7822a589ee196"></a><!-- doxytag: member="EKFfixed::x_pred" ref="9518fa723d7324f75df7822a589ee196" args="[4]" --> |
205 | | int </td><td class="memItemRight" valign="bottom"><b>x_pred</b> [4]</td></tr> |
206 | | |
207 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0b731c546a474433c1ea6f36f0125774"></a><!-- doxytag: member="EKFfixed::P_pred" ref="0b731c546a474433c1ea6f36f0125774" args="[16]" --> |
208 | | int </td><td class="memItemRight" valign="bottom"><b>P_pred</b> [16]</td></tr> |
209 | | |
210 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b9ec9cb2d092ca3f4ad2a3b4420867ac"></a><!-- doxytag: member="EKFfixed::P_est" ref="b9ec9cb2d092ca3f4ad2a3b4420867ac" args="[16]" --> |
211 | | int </td><td class="memItemRight" valign="bottom"><b>P_est</b> [16]</td></tr> |
212 | | |
213 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5a8040cdb8bb5dca753485dc67db3287"></a><!-- doxytag: member="EKFfixed::Y_mes" ref="5a8040cdb8bb5dca753485dc67db3287" args="[2]" --> |
214 | | int </td><td class="memItemRight" valign="bottom"><b>Y_mes</b> [2]</td></tr> |
215 | | |
216 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9292e43fb8e6fedfabb3a9b3c2118e33"></a><!-- doxytag: member="EKFfixed::ukalm" ref="9292e43fb8e6fedfabb3a9b3c2118e33" args="[2]" --> |
217 | | int </td><td class="memItemRight" valign="bottom"><b>ukalm</b> [2]</td></tr> |
218 | | |
219 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f754902bb769d3b58b89108c76d9a394"></a><!-- doxytag: member="EKFfixed::Kalm" ref="f754902bb769d3b58b89108c76d9a394" args="[8]" --> |
220 | | int </td><td class="memItemRight" valign="bottom"><b>Kalm</b> [8]</td></tr> |
221 | | |
222 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf4b3d55c8d277673bf77f37f6590217"></a><!-- doxytag: member="EKFfixed::PSI" ref="bf4b3d55c8d277673bf77f37f6590217" args="[16]" --> |
223 | | int </td><td class="memItemRight" valign="bottom"><b>PSI</b> [16]</td></tr> |
224 | | |
225 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8a677b253b54696701c1ca0cb6f7a622"></a><!-- doxytag: member="EKFfixed::temp15a" ref="8a677b253b54696701c1ca0cb6f7a622" args="[16]" --> |
226 | | int </td><td class="memItemRight" valign="bottom"><b>temp15a</b> [16]</td></tr> |
227 | | |
228 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6d4354dad09286a7a209983732853c5b"></a><!-- doxytag: member="EKFfixed::cA" ref="6d4354dad09286a7a209983732853c5b" args="" --> |
229 | | int </td><td class="memItemRight" valign="bottom"><b>cA</b></td></tr> |
230 | | |
231 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eac752adfb921c1c525f8c3b3fd15dad"></a><!-- doxytag: member="EKFfixed::cB" ref="eac752adfb921c1c525f8c3b3fd15dad" args="" --> |
232 | | int </td><td class="memItemRight" valign="bottom"><b>cB</b></td></tr> |
233 | | |
234 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2f35ef3dce13131ae9b4427309a1d005"></a><!-- doxytag: member="EKFfixed::cC" ref="2f35ef3dce13131ae9b4427309a1d005" args="" --> |
235 | | int </td><td class="memItemRight" valign="bottom"><b>cC</b></td></tr> |
236 | | |
237 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50b31e70bb17cbdde2e28c83b9612c47"></a><!-- doxytag: member="EKFfixed::cG" ref="50b31e70bb17cbdde2e28c83b9612c47" args="" --> |
238 | | int </td><td class="memItemRight" valign="bottom"><b>cG</b></td></tr> |
239 | | |
240 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="086e18ad28d139b0a2c0f77badc77a9a"></a><!-- doxytag: member="EKFfixed::cH" ref="086e18ad28d139b0a2c0f77badc77a9a" args="" --> |
241 | | int </td><td class="memItemRight" valign="bottom"><b>cH</b></td></tr> |
242 | | |
243 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="540046e3ab4d0bed4791f397062a626f"></a><!-- doxytag: member="EKFfixed::temp30a" ref="540046e3ab4d0bed4791f397062a626f" args="[4]" --> |
244 | | long </td><td class="memItemRight" valign="bottom"><b>temp30a</b> [4]</td></tr> |
245 | | |
246 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea92b06e2b66c6771828e689bb727b76"></a><!-- doxytag: member="EKFfixed::E" ref="ea92b06e2b66c6771828e689bb727b76" args="" --> |
247 | | <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classfsqmat.html">fsqmat</a> > </td><td class="memItemRight" valign="bottom"><b>E</b></td></tr> |
248 | | |
249 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e5552506214757d24e59e508f91c8aa"></a><!-- doxytag: member="EKFfixed::Ry" ref="6e5552506214757d24e59e508f91c8aa" args="" --> |
250 | | mat </td><td class="memItemRight" valign="bottom"><b>Ry</b></td></tr> |
251 | | |
252 | | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
253 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="EKFfixed::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> |
254 | | RV </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> |
255 | | |
256 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> |
257 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="EKFfixed::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> |
258 | | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> |
259 | | |
260 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
261 | | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="EKFfixed::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> |
262 | | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> |
263 | | |
264 | | <tr><td class="mdescLeft"> </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> |