Show
Ignore:
Timestamp:
03/06/09 15:03:45 (17 years ago)
Author:
smidl
Message:

correction of ARX tutorial

Files:
1 modified

Legend:

Unmodified
Added
Removed

  • doc/html/classbdm_1_1EKFful__unQR.html

    r287 r290  
    22<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"> 
    33<title>mixpp: bdm::EKFful_unQR Class Reference</title> 
     4<link href="tabs.css" rel="stylesheet" type="text/css"> 
    45<link href="doxygen.css" rel="stylesheet" type="text/css"> 
    5 <link href="tabs.css" rel="stylesheet" type="text/css"> 
    66</head><body> 
    7 <!-- Generated by Doxygen 1.5.6 --> 
     7<!-- Generated by Doxygen 1.5.8 --> 
    88<script type="text/javascript"> 
    99<!-- 
    … …  
    5353      <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li> 
    5454      <li><a href="modules.html"><span>Modules</span></a></li> 
    55       <li class="current"><a href="classes.html"><span>Classes</span></a></li> 
     55      <li class="current"><a href="annotated.html"><span>Classes</span></a></li> 
    5656      <li><a href="files.html"><span>Files</span></a></li> 
    5757    </ul> 
    … …  
    5959  <div class="tabs"> 
    6060    <ul> 
    61       <li><a href="classes.html"><span>Alphabetical&nbsp;List</span></a></li> 
    6261      <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li> 
     62      <li><a href="classes.html"><span>Class&nbsp;Index</span></a></li> 
    6363      <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li> 
    6464      <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li> 
    … …  
    6969</div> 
    7070<div class="contents"> 
    71 <h1>bdm::EKFful_unQR Class Reference</h1><!-- doxytag: class="bdm::EKFful_unQR" --><!-- doxytag: inherits="bdm::EKFfull" --><code>#include &lt;<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>&gt;</code> 
    72 <p> 
    73 <div class="dynheader"> 
    74 Inheritance diagram for bdm::EKFful_unQR:</div> 
    75 <div class="dynsection"> 
    76  
    77 <p><center><img src="classbdm_1_1EKFful__unQR.png" usemap="#bdm::EKFful_unQR_map" border="0" alt=""></center> 
    78 <map name="bdm::EKFful_unQR_map"> 
    79 <area href="classbdm_1_1EKFfull.html" alt="bdm::EKFfull" shape="rect" coords="64,112,182,136"> 
    80 <area href="classbdm_1_1KalmanFull.html" alt="bdm::KalmanFull" shape="rect" coords="0,56,118,80"> 
    81 <area href="classbdm_1_1BM.html" alt="bdm::BM" shape="rect" coords="128,56,246,80"> 
    82 <area href="classbdm_1_1bdmroot.html" alt="bdm::bdmroot" shape="rect" coords="128,0,246,24"> 
    83 </map> 
    84 </div> 
    85  
    86 <p> 
    87 <a href="classbdm_1_1EKFful__unQR-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2> 
    88 Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. <table border="0" cellpadding="0" cellspacing="0"> 
     71<h1>bdm::EKFful_unQR Class Reference</h1><!-- doxytag: class="bdm::EKFful_unQR" --><!-- doxytag: inherits="bdm::EKFfull" -->Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>.   
     72<a href="#_details">More...</a> 
     73<p> 
     74<code>#include &lt;<a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a>&gt;</code> 
     75<p> 
     76 
     77<p> 
     78<a href="classbdm_1_1EKFful__unQR-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
    8979<tr><td></td></tr> 
     80<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
     81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17a98c06f5efe38e0da0beb96d6f9584"></a><!-- doxytag: member="bdm::EKFful_unQR::condition" ref="17a98c06f5efe38e0da0beb96d6f9584" args="(const vec &amp;QR0)" --> 
     82void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">condition</a> (const vec &amp;QR0)</td></tr> 
     83 
     84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 
     85<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78748da361ba61fef162b0d8956d1743"></a><!-- doxytag: member="bdm::EKFful_unQR::set_parameters" ref="78748da361ba61fef162b0d8956d1743" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" --> 
     86void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#78748da361ba61fef162b0d8956d1743">set_parameters</a> (<a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *phxu, const mat Q0, const mat R0)</td></tr> 
     87 
     88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> 
     89<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f149ae8e9ce14d9931a7bb2850736699"></a><!-- doxytag: member="bdm::EKFful_unQR::bayes" ref="f149ae8e9ce14d9931a7bb2850736699" args="(const vec &amp;dt)" --> 
     90void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bayes</a> (const vec &amp;dt)</td></tr> 
     91 
     92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
     93<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7562b3d3c17241dab3baf70258742eb2"></a><!-- doxytag: member="bdm::EKFful_unQR::set_est" ref="7562b3d3c17241dab3baf70258742eb2" args="(vec mu0, mat P0)" --> 
     94void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7562b3d3c17241dab3baf70258742eb2">set_est</a> (vec mu0, mat P0)</td></tr> 
     95 
     96<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr> 
     97<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e9a69f36a0a0615c9abb806772ef36d"></a><!-- doxytag: member="bdm::EKFful_unQR::posterior" ref="7e9a69f36a0a0615c9abb806772ef36d" args="() const " --> 
     98const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7e9a69f36a0a0615c9abb806772ef36d">posterior</a> () const </td></tr> 
     99 
     100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr> 
     101<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d0e427d4d2fb7ac20358ce629f5d510"></a><!-- doxytag: member="bdm::EKFful_unQR::_e" ref="3d0e427d4d2fb7ac20358ce629f5d510" args="() const " --> 
     102const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classfsqmat.html">fsqmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 
     103 
     104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFful_unQR::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" --> 
     105const mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr> 
     106 
     107<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
     108<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#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> 
     109 
     110<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
     111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::EKFful_unQR::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
     112virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
     113 
     114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
     115<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr> 
     116 
     117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::EKFful_unQR::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
     118vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr> 
     119 
     120<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
     121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::EKFful_unQR::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
     122virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 
     123 
     124<tr><td class="mdescLeft">&nbsp;</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> 
     125<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::EKFful_unQR::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
     126virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
     127 
     128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
     129<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
     130<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::EKFful_unQR::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
     131const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
     132 
     133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::EKFful_unQR::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
     134void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     135 
     136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::EKFful_unQR::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
     137void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     138 
     139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::EKFful_unQR::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
     140double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
     141 
     142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::EKFful_unQR::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
     143void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
     144 
     145<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 
     146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="bdm::EKFful_unQR::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" --> 
     147vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr> 
     148 
     149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> 
     150<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="bdm::EKFful_unQR::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" --> 
     151mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr> 
     152 
     153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr> 
     154<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" --> 
     155bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr> 
     156 
     157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" --> 
     158double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr> 
     159 
     160<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFful_unQR::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" --> 
     162int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> 
     163 
     164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="bdm::EKFful_unQR::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" --> 
     165int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 
     166 
     167<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="bdm::EKFful_unQR::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" --> 
     168int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> 
     169 
     170<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="bdm::EKFful_unQR::A" ref="a24914cfc0297b9f3885df86e5011733" args="" --> 
     171mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr> 
     172 
     173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="bdm::EKFful_unQR::B" ref="ef28133db32cc60b710925266c37376d" args="" --> 
     174mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr> 
     175 
     176<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="bdm::EKFful_unQR::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" --> 
     177mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr> 
     178 
     179<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="bdm::EKFful_unQR::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" --> 
     180mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr> 
     181 
     182<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="bdm::EKFful_unQR::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" --> 
     183mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr> 
     184 
     185<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="bdm::EKFful_unQR::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" --> 
     186mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> 
     187 
     188<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="bdm::EKFful_unQR::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" --> 
     189mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr> 
     190 
     191<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="bdm::EKFful_unQR::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" --> 
     192mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> 
     193 
     194<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="bdm::EKFful_unQR::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" --> 
     195mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> 
     196 
     197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="bdm::EKFful_unQR::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" --> 
     198mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr> 
     199 
     200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
     201bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
     202 
     203<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> 
     204<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
     205double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
     206 
     207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     208<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::EKFful_unQR::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
     209<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#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
     210 
     211<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
     212<tr><td colspan="2"><br><h2>Friends</h2></td></tr> 
     213<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="bdm::EKFful_unQR::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" --> 
     214std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classbdm_1_1KalmanFull.html">KalmanFull</a> &amp;kf)</td></tr> 
     215 
     216<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr> 
    90217<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
    91218<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> 
    … …  
    118245 
    119246<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Option for logging bounds. <br></td></tr> 
    120 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    121 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17a98c06f5efe38e0da0beb96d6f9584"></a><!-- doxytag: member="bdm::EKFful_unQR::condition" ref="17a98c06f5efe38e0da0beb96d6f9584" args="(const vec &amp;QR0)" --> 
    122 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">condition</a> (const vec &amp;QR0)</td></tr> 
    123  
    124 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 
    125 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78748da361ba61fef162b0d8956d1743"></a><!-- doxytag: member="bdm::EKFful_unQR::set_parameters" ref="78748da361ba61fef162b0d8956d1743" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" --> 
    126 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#78748da361ba61fef162b0d8956d1743">set_parameters</a> (<a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *phxu, const mat Q0, const mat R0)</td></tr> 
    127  
    128 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> 
    129 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f149ae8e9ce14d9931a7bb2850736699"></a><!-- doxytag: member="bdm::EKFful_unQR::bayes" ref="f149ae8e9ce14d9931a7bb2850736699" args="(const vec &amp;dt)" --> 
    130 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f149ae8e9ce14d9931a7bb2850736699">bayes</a> (const vec &amp;dt)</td></tr> 
    131  
    132 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
    133 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7562b3d3c17241dab3baf70258742eb2"></a><!-- doxytag: member="bdm::EKFful_unQR::set_est" ref="7562b3d3c17241dab3baf70258742eb2" args="(vec mu0, mat P0)" --> 
    134 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7562b3d3c17241dab3baf70258742eb2">set_est</a> (vec mu0, mat P0)</td></tr> 
    135  
    136 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr> 
    137 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e9a69f36a0a0615c9abb806772ef36d"></a><!-- doxytag: member="bdm::EKFful_unQR::posterior" ref="7e9a69f36a0a0615c9abb806772ef36d" args="() const " --> 
    138 const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7e9a69f36a0a0615c9abb806772ef36d">posterior</a> () const </td></tr> 
    139  
    140 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr> 
    141 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d0e427d4d2fb7ac20358ce629f5d510"></a><!-- doxytag: member="bdm::EKFful_unQR::_e" ref="3d0e427d4d2fb7ac20358ce629f5d510" args="() const " --> 
    142 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classfsqmat.html">fsqmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 
    143  
    144 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFful_unQR::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" --> 
    145 const mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr> 
    146  
    147 <tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    148 <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#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> 
    149  
    150 <tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    151 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::EKFful_unQR::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    152 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#1dee3fddaf021e62d925289660a707dc">bayesB</a> (const mat &amp;Dt)</td></tr> 
    153  
    154 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
    155 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#50257e0c1e5b5c73153ea6e716ad8ae0">logpred</a> (const vec &amp;dt) const </td></tr> 
    156  
    157 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0e8ebe61fb14990abe1254bd3dda5fae"></a><!-- doxytag: member="bdm::EKFful_unQR::logpred_m" ref="0e8ebe61fb14990abe1254bd3dda5fae" args="(const mat &amp;dt) const " --> 
    158 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#0e8ebe61fb14990abe1254bd3dda5fae">logpred_m</a> (const mat &amp;dt) const </td></tr> 
    159  
    160 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix version of logpred. <br></td></tr> 
    161 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="688d7a2aced1e06aa1c468d73a9e5eba"></a><!-- doxytag: member="bdm::EKFful_unQR::epredictor" ref="688d7a2aced1e06aa1c468d73a9e5eba" args="() const " --> 
    162 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 
    163  
    164 <tr><td class="mdescLeft">&nbsp;</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> 
    165 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::EKFful_unQR::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 
    166 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
    167  
    168 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
    169 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    170 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::EKFful_unQR::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    171 const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
    172  
    173 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::EKFful_unQR::set_drv" ref="f135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    174 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    175  
    176 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::EKFful_unQR::set_rv" ref="b38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    177 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
    178  
    179 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::EKFful_unQR::_ll" ref="5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    180 double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
    181  
    182 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::EKFful_unQR::set_evalll" ref="236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    183 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    184  
    185 <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 
    186 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="bdm::EKFful_unQR::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" --> 
    187 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr> 
    188  
    189 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> 
    190 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="bdm::EKFful_unQR::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" --> 
    191 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr> 
    192  
    193 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr> 
    194 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" --> 
    195 bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr> 
    196  
    197 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" --> 
    198 double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr> 
    199  
    200 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    201 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFful_unQR::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" --> 
    202 int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> 
    203  
    204 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="bdm::EKFful_unQR::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" --> 
    205 int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 
    206  
    207 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="bdm::EKFful_unQR::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" --> 
    208 int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> 
    209  
    210 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="bdm::EKFful_unQR::A" ref="a24914cfc0297b9f3885df86e5011733" args="" --> 
    211 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr> 
    212  
    213 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="bdm::EKFful_unQR::B" ref="ef28133db32cc60b710925266c37376d" args="" --> 
    214 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr> 
    215  
    216 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="bdm::EKFful_unQR::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" --> 
    217 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr> 
    218  
    219 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="bdm::EKFful_unQR::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" --> 
    220 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr> 
    221  
    222 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="bdm::EKFful_unQR::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" --> 
    223 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr> 
    224  
    225 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="bdm::EKFful_unQR::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" --> 
    226 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> 
    227  
    228 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="bdm::EKFful_unQR::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" --> 
    229 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr> 
    230  
    231 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="bdm::EKFful_unQR::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" --> 
    232 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> 
    233  
    234 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="bdm::EKFful_unQR::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" --> 
    235 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> 
    236  
    237 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="bdm::EKFful_unQR::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" --> 
    238 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr> 
    239  
    240 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faff0ad12556fe7dc0e2807d4fd938ee"></a><!-- doxytag: member="bdm::EKFful_unQR::evalll" ref="faff0ad12556fe7dc0e2807d4fd938ee" args="" --> 
    241 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#faff0ad12556fe7dc0e2807d4fd938ee">evalll</a></td></tr> 
    242  
    243 <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> 
    244 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4064b6559d962633e4372b12f4cd204a"></a><!-- doxytag: member="bdm::EKFful_unQR::ll" ref="4064b6559d962633e4372b12f4cd204a" args="" --> 
    245 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#4064b6559d962633e4372b12f4cd204a">ll</a></td></tr> 
    246  
    247 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
    248 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::EKFful_unQR::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
    249 <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#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
    250  
    251 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the data (optional). <br></td></tr> 
    252 <tr><td colspan="2"><br><h2>Friends</h2></td></tr> 
    253 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="bdm::EKFful_unQR::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" --> 
    254 std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classbdm_1_1KalmanFull.html">KalmanFull</a> &amp;kf)</td></tr> 
    255  
    256 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr> 
    257247</table> 
    258 <hr><h2>Member Function Documentation</h2> 
     248<hr><a name="_details"></a><h2>Detailed Description</h2> 
     249Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code> and <code>R</code>. <hr><h2>Member Function Documentation</h2> 
    259250<a class="anchor" name="40f01563651c1e4fe926189e41a6b8ab"></a><!-- doxytag: member="bdm::EKFful_unQR::_copy_" ref="40f01563651c1e4fe926189e41a6b8ab" args="() const " --> 
    260251<div class="memitem"> 
    … …  
    275266Copy 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#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
    276267</pre></div>  
    277 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKF.html#fe9b2e227255ad32dc73df316b7318f4">bdm::EKF&lt; sq_T &gt;</a>, and <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>.</p> 
     268<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKF.html#fe9b2e227255ad32dc73df316b7318f4">bdm::EKF&lt; sq_T &gt;</a>, <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
    278269 
    279270</div> 
    … …  
    299290<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> 
    300291 
    301 <p>Referenced by <a class="el" href="libBM_8h-source.html#l00650">bdm::BM::logpred_m()</a>.</p> 
     292<p>Referenced by <a class="el" href="libBM_8h-source.html#l00661">bdm::BM::logpred_m()</a>.</p> 
    302293 
    303294</div> 
    … …  
    306297<li><a class="el" href="ekf__templ_8h-source.html">ekf_templ.h</a></ul> 
    307298</div> 
    308 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 4 18:50:19 2009 for mixpp by&nbsp; 
     299<hr size="1"><address style="text-align: right;"><small>Generated on Fri Mar 6 15:01:38 2009 for mixpp by&nbsp; 
    309300<a href="http://www.doxygen.org/index.html"> 
    310 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.6 </small></address> 
     301<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
    311302</body> 
    312303</html>