Changeset 32 for doc/html/annotated.html

Timestamp:

03/03/08 13:00:32 (16 years ago)

Author:

smidl

Message:

test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

Files:

• doc/html/annotated.html (modified) (1 diff)

doc/html/annotated.html

@@ -24 +24 @@
   <tr><td class="indexkey"><a class="el" href="classbilinfn.html">bilinfn</a></td><td class="indexvalue">Class representing function $f(x,u) = Ax+Bu$ </td></tr>
   <tr><td class="indexkey"><a class="el" href="classBM.html">BM</a></td><td class="indexvalue">Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities </td></tr>
+  <tr><td class="indexkey"><a class="el" href="classBMcond.html">BMcond</a></td><td class="indexvalue">Conditional Bayesian Filter </td></tr>
   <tr><td class="indexkey"><a class="el" href="classconstfn.html">constfn</a></td><td class="indexvalue">Class representing function $f(x) = a$, here rv is empty </td></tr>
   <tr><td class="indexkey"><a class="el" href="classdiffbifn.html">diffbifn</a></td><td class="indexvalue">Class representing a differentiable function of two variables $f(x,u)$ </td></tr>
   <tr><td class="indexkey"><a class="el" href="classDS.html">DS</a></td><td class="indexvalue">Abstract class for discrete-time sources of data </td></tr>
   <tr><td class="indexkey"><a class="el" href="classeEF.html">eEF</a></td><td class="indexvalue">General conjugate exponential family posterior density </td></tr>
+  <tr><td class="indexkey"><a class="el" href="classeEmp.html">eEmp</a></td><td class="indexvalue">Weighted empirical density </td></tr>
+  <tr><td class="indexkey"><a class="el" href="classegamma.html">egamma</a></td><td class="indexvalue">Gamma posterior density </td></tr>
   <tr><td class="indexkey"><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td><td class="indexvalue">Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter </td></tr>
+  <tr><td class="indexkey"><a class="el" href="classemix.html">emix</a></td><td class="indexvalue">Weighted mixture of epdfs with external owned components </td></tr>
   <tr><td class="indexkey"><a class="el" href="classenorm.html">enorm&lt; sq_T &gt;</a></td><td class="indexvalue">Gaussian density with positive definite (decomposed) covariance matrix </td></tr>
   <tr><td class="indexkey"><a class="el" href="classepdf.html">epdf</a></td><td class="indexvalue">Probability density function with numerical statistics, e.g. posterior density </td></tr>
+  <tr><td class="indexkey"><a class="el" href="classeuni.html">euni</a></td><td class="indexvalue">Uniform distributed density on a rectangular support </td></tr>
   <tr><td class="indexkey"><a class="el" href="classfnc.html">fnc</a></td><td class="indexvalue">Class representing function $f(x)$ of variable $x$ represented by <code>rv</code> </td></tr>
   <tr><td class="indexkey"><a class="el" href="classfsqmat.html">fsqmat</a></td><td class="indexvalue">Fake <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a>. This class maps <a class="el" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form...">sqmat</a> operations to operations on full matrix </td></tr>
+  <tr><td class="indexkey"><a class="el" href="classitpp_1_1Gamma__RNG.html">itpp::Gamma_RNG</a></td><td class="indexvalue">Gamma distribution </td></tr>
   <tr><td class="indexkey"><a class="el" href="classKalman.html">Kalman&lt; sq_T &gt;</a></td><td class="indexvalue"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form </td></tr>
   <tr><td class="indexkey"><a class="el" href="classKalmanFull.html">KalmanFull</a></td><td class="indexvalue">Basic <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with full matrices (education purpose only)! Will be deleted soon! </td></tr>
+  <tr><td class="indexkey"><a class="el" href="classKFcondQR.html">KFcondQR</a></td><td class="indexvalue"><a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter with conditional diagonal matrices R and Q </td></tr>
   <tr><td class="indexkey"><a class="el" href="classlinfn.html">linfn</a></td><td class="indexvalue">Class representing function $f(x) = Ax+B$ </td></tr>
   <tr><td class="indexkey"><a class="el" href="classMemDS.html">MemDS</a></td><td class="indexvalue">Class representing off-line data stored in memory </td></tr>
+  <tr><td class="indexkey"><a class="el" href="classmgamma.html">mgamma</a></td><td class="indexvalue">Gamma random walk </td></tr>
+  <tr><td class="indexkey"><a class="el" href="classmlnorm.html">mlnorm&lt; sq_T &gt;</a></td><td class="indexvalue">Normal distributed linear function with linear function of mean value; </td></tr>
   <tr><td class="indexkey"><a class="el" href="classmpdf.html">mpdf</a></td><td class="indexvalue">Conditional probability density, e.g. modeling some dependencies </td></tr>
-  <tr><td class="indexkey"><a class="el" href="classPF.html">PF</a></td><td class="indexvalue">A Particle Filter prototype </td></tr>
+  <tr><td class="indexkey"><a class="el" href="classMPF.html">MPF&lt; BM_T &gt;</a></td><td class="indexvalue">Marginalized Particle filter </td></tr>
+  <tr><td class="indexkey"><a class="el" href="classPF.html">PF</a></td><td class="indexvalue">Trivial particle filter with proposal density equal to parameter evolution model </td></tr>
   <tr><td class="indexkey"><a class="el" href="classRV.html">RV</a></td><td class="indexvalue">Class representing variables, most often random variables </td></tr>
   <tr><td class="indexkey"><a class="el" href="classsqmat.html">sqmat</a></td><td class="indexvalue">Virtual class for representation of double symmetric matrices in square-root form </td></tr>
-  <tr><td class="indexkey"><a class="el" href="classTrivialPF.html">TrivialPF</a></td><td class="indexvalue">Trivial particle filter with proposal density that is not conditioned on the data </td></tr>
 </table>
-<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:40 2008 for mixpp by&nbsp;
+<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by&nbsp;
 <a href="http://www.doxygen.org/index.html">
 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>