# KalmanFull Class Reference

Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon! More...

`#include <libKF.h>`

Inheritance diagram for KalmanFull:

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List of all members.

## Public Member Functions
| KalmanFull (mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0)
| Full constructor.
void | bayes (const vec &dt)
| Here dt = [yt;ut] of appropriate dimensions.
| KalmanFull ()
| For EKFfull;.
## Public Attributes
vec | mu
| Mean value of the posterior density.
mat | P
| Variance of the posterior density.
bool | evalll
double | ll
## Protected Attributes
int | dimx
int | dimy
int | dimu
mat | A
mat | B
mat | C
mat | D
mat | R
mat | Q
mat | _Pp
mat | _Ry
mat | _iRy
mat | _K
## Friends
std::ostream & | operator<< (std::ostream &os, const KalmanFull &kf)
| print elements of KF

## Detailed Description

Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon!

The documentation for this class was generated from the following files:

- work/git/mixpp/bdm/estim/libKF.h
- work/git/mixpp/bdm/estim/libKF.cpp