Changeset 32 for doc/html/classBM.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/classBM.html (modified) (4 diffs)

doc/html/classBM.html

@@ -31 +31 @@
 <p><center><img src="classBM__inherit__graph.png" border="0" usemap="#BM__inherit__map" alt="Inheritance graph"></center>
 <map name="BM__inherit__map">
-<area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="5,87,133,113"><area shape="rect" href="classKalman.html" title="Kalman\&lt; fsqmat \&gt;" alt="" coords="47,183,193,209"><area shape="rect" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted..." alt="" coords="208,87,299,113"><area shape="rect" href="classPF.html" title="A Particle Filter prototype." alt="" coords="323,87,360,113"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="64,111,72,119"><area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="95,179,103,187"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="68,263,172,289"><area shape="rect" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data..." alt="" coords="305,183,377,209"></map>
+<area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="47,87,175,113"><area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" alt="" coords="49,183,185,209"><area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="249,87,287,113"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="108,111,116,119"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="112,179,120,187"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="5,263,109,289"><area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="133,263,221,289"><area shape="rect" href="classMPF.html" title="Marginalized Particle filter." alt="" coords="211,183,325,209"></map>
+<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
+<div class="dynheader">
+Collaboration diagram for BM:</div>
+<div class="dynsection">
+<p><center><img src="classBM__coll__graph.png" border="0" usemap="#BM__coll__map" alt="Collaboration graph"></center>
+<map name="BM__coll__map">
+<area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="8,7,45,33"><area shape="rect" title="rv" alt="" coords="23,31,31,39"><area shape="rect" title="rv" alt="" coords="23,99,31,107"></map>
 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
 
@@ -38 +45 @@
 <tr><td></td></tr>
 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef32a12f4f89e4000bf5390ceda762ae"></a><!-- doxytag: member="BM::BM" ref="ef32a12f4f89e4000bf5390ceda762ae" args="()" -->
-&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a> ()</td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="605d28b426adb677c86a57ddb525132a"></a><!-- doxytag: member="BM::BM" ref="605d28b426adb677c86a57ddb525132a" args="(const RV &amp;rv0)" -->
+&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0)</td></tr>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
@@ -49 +56 @@
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="BM::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" -->
-<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3dc45554556926bde996a267636abe55"></a><!-- doxytag: member="BM::_epdf" ref="3dc45554556926bde996a267636abe55" args="()=0" -->
+virtual <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">_epdf</a> ()=0</td></tr>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr>
-<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca0f02b3b4144e0895cc14f7e0374bdd"></a><!-- doxytag: member="BM::~BM" ref="ca0f02b3b4144e0895cc14f7e0374bdd" args="()" -->
+virtual&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a> ()</td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Destructor for future use;. <br></td></tr>
+<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="BM::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
+<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="BM::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
@@ -90 +105 @@
 </dl>
 
+<p>Implemented in <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; sq_T &gt;</a>, <a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">EKF&lt; sq_T &gt;</a>, <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>, <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF&lt; BM_T &gt;</a>, and <a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">Kalman&lt; ldmat &gt;</a>.</p>
+
 </div>
 </div><p>
 <hr>The documentation for this class was generated from the following file:<ul>
 <li>work/mixpp/bdm/stat/<a class="el" href="libBM_8h-source.html">libBM.h</a></ul>
-<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 16:54:44 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>