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Timestamp:
03/03/08 13:00:32 (17 years ago)
Author:
smidl
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test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

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  • doc/html/classEKF-members.html

    r28 r32  
    2222</div> 
    2323<h1>EKF&lt; sq_T &gt; Member List</h1>This is the complete list of members for <a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a>, including all inherited members.<p><table> 
    24   <tr class="memlist"><td><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    25   <tr bgcolor="#f0f0f0"><td><b>_iRy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    26   <tr bgcolor="#f0f0f0"><td><b>_K</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    27   <tr bgcolor="#f0f0f0"><td><b>_Ry</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    28   <tr bgcolor="#f0f0f0"><td><b>_yp</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    29   <tr bgcolor="#f0f0f0"><td><b>A</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    30   <tr bgcolor="#f0f0f0"><td><b>B</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    31   <tr class="memlist"><td><a class="el" href="classEKF.html#fb0a08463f14e5584344ea2df99fe747">bayes</a>(const vec &amp;dt, bool evalll=true)</td><td><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr> 
    32   <tr class="memlist"><td><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM::bayes</a>(const vec &amp;dt)=0</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [pure virtual]</code></td></tr> 
     24  <tr class="memlist"><td><a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">_epdf</a>()</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [inline, virtual]</code></td></tr> 
     25  <tr bgcolor="#f0f0f0"><td><b>_iP</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     26  <tr bgcolor="#f0f0f0"><td><b>_iRy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     27  <tr bgcolor="#f0f0f0"><td><b>_K</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     28  <tr bgcolor="#f0f0f0"><td><b>_mu</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     29  <tr bgcolor="#f0f0f0"><td><b>_P</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     30  <tr bgcolor="#f0f0f0"><td><b>_Ry</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     31  <tr bgcolor="#f0f0f0"><td><b>_yp</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     32  <tr bgcolor="#f0f0f0"><td><b>A</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     33  <tr bgcolor="#f0f0f0"><td><b>B</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     34  <tr class="memlist"><td><a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">bayes</a>(const vec &amp;dt)</td><td><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td><td><code> [inline, virtual]</code></td></tr> 
    3335  <tr class="memlist"><td><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">BM::bayes</a>(mat Dt)</td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    34   <tr class="memlist"><td><a class="el" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 
    35   <tr bgcolor="#f0f0f0"><td><b>C</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    36   <tr bgcolor="#f0f0f0"><td><b>D</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    37   <tr bgcolor="#f0f0f0"><td><b>dimu</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    38   <tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    39   <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    40   <tr class="memlist"><td><a class="el" href="classEKF.html#003687c6cf2a01be90a00e2c99e3863e">EKF</a>(diffbifn *pfxu, diffbifn *phxu, sq_T Q0, sq_T R0, vec mu0, mat P0)</td><td><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr> 
    41   <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    42   <tr class="memlist"><td><a class="el" href="classKalman.html#96958a5ebfa966d892137987f265083a">Kalman</a>(int dimx, int dimu, int dimy)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td></td></tr> 
    43   <tr class="memlist"><td><a class="el" href="classKalman.html#83118f4bd2ecbc70b03cfd573088ed6f">Kalman</a>(mat A0, mat B0, mat C0, mat D0, fsqmatR0, fsqmatQ0, fsqmatP0, vec mu0)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td></td></tr> 
    44   <tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td></td></tr> 
    45   <tr class="memlist"><td><a class="el" href="classKalman.html#3063a3f58a74cea672ae889971012eed">mu</a></td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td></td></tr> 
    46   <tr bgcolor="#f0f0f0"><td><b>operator&lt;&lt;</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [friend]</code></td></tr> 
    47   <tr class="memlist"><td><a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">P</a></td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td></td></tr> 
    48   <tr bgcolor="#f0f0f0"><td><b>Q</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    49   <tr bgcolor="#f0f0f0"><td><b>R</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; fsqmat &gt;</a></td><td><code> [protected]</code></td></tr> 
    50 </table><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:43 2008 for mixpp by&nbsp; 
     36  <tr class="memlist"><td><a class="el" href="classBM.html#605d28b426adb677c86a57ddb525132a">BM</a>(const RV &amp;rv0)</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline]</code></td></tr> 
     37  <tr bgcolor="#f0f0f0"><td><b>C</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     38  <tr bgcolor="#f0f0f0"><td><b>D</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     39  <tr bgcolor="#f0f0f0"><td><b>dimu</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     40  <tr bgcolor="#f0f0f0"><td><b>dimx</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     41  <tr bgcolor="#f0f0f0"><td><b>dimy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     42  <tr class="memlist"><td><a class="el" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e">EKF</a>(RV rvx, RV rvy, RV rvu)</td><td><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr> 
     43  <tr class="memlist"><td><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     44  <tr class="memlist"><td><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr> 
     45  <tr class="memlist"><td><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     46  <tr class="memlist"><td><a class="el" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3">Kalman</a>(RV rvx0, RV rvy0, RV rvu0)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td></td></tr> 
     47  <tr class="memlist"><td><a class="el" href="classKalman.html#ce38e31810aea4db45a83ad05eaba009">Kalman</a>(const Kalman&lt; ldmat &gt; &amp;K0)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td></td></tr> 
     48  <tr class="memlist"><td><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr> 
     49  <tr bgcolor="#f0f0f0"><td><b>Q</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     50  <tr bgcolor="#f0f0f0"><td><b>R</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     51  <tr class="memlist"><td><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td><td><a class="el" href="classBM.html">BM</a></td><td><code> [protected]</code></td></tr> 
     52  <tr bgcolor="#f0f0f0"><td><b>rvu</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     53  <tr bgcolor="#f0f0f0"><td><b>rvy</b> (defined in <a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a>)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [protected]</code></td></tr> 
     54  <tr class="memlist"><td><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a>(const vec &amp;mu0, const ldmat &amp;P0)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td><code> [inline]</code></td></tr> 
     55  <tr bgcolor="#f0f0f0"><td><b>set_parameters</b>(diffbifn *pfxu, diffbifn *phxu, const sq_T Q0, const sq_T R0) (defined in <a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a>)</td><td><a class="el" href="classEKF.html">EKF&lt; sq_T &gt;</a></td><td><code> [inline]</code></td></tr> 
     56  <tr class="memlist"><td><a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">Kalman&lt; ldmat &gt;::set_parameters</a>(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const ldmat &amp;R0, const ldmat &amp;Q0)</td><td><a class="el" href="classKalman.html">Kalman&lt; ldmat &gt;</a></td><td></td></tr> 
     57  <tr class="memlist"><td><a class="el" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">~BM</a>()</td><td><a class="el" href="classBM.html">BM</a></td><td><code> [inline, virtual]</code></td></tr> 
     58</table><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:47 2008 for mixpp by&nbsp; 
    5159<a href="http://www.doxygen.org/index.html"> 
    5260<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>