Show
Ignore:
Timestamp:
03/03/08 13:00:32 (17 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:
1 modified

Legend:

Unmodified
Added
Removed
  • doc/html/classEKF__coll__graph.map

    r28 r32  
    1 <area shape="rect" href="$classKalman.html" title="Kalman\&lt; fsqmat \&gt;" alt="" coords="61,337,208,364"> 
    2 <area shape="rect" href="$classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"> 
    3 <area shape="rect" href="$classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="48,172,176,199"> 
    4 <area shape="rect" href="$classfsqmat.html" title="Fake sqmat. This class maps sqmat operations to operations on full matrix." alt="" coords="200,172,267,199"> 
    5 <area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="229,196,237,204"> 
    6 <area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="164,333,172,341"> 
    7 <area shape="rect" href="$classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="203,7,264,33"> 
    8 <area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="109,196,117,204"> 
    9 <area shape="rect" title="\&lt; fsqmat \&gt;" alt="" coords="127,333,135,341"> 
    10 <area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,31,116,39"> 
    11 <area shape="rect" title="P\nQ\nR\n_iRy\n_Ry" alt="" coords="108,168,116,176"> 
    12 <area shape="rect" href="$classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="277,337,344,364"> 
    13 <area shape="rect" title="pfxu\nphxu" alt="" coords="299,361,307,369"> 
    14 <area shape="rect" title="pfxu\nphxu" alt="" coords="252,445,260,453"> 
    15 <area shape="rect" href="$classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="291,172,331,199"> 
    16 <area shape="rect" href="$classRV.html" title="Class representing variables, most often random variables." alt="" coords="355,172,392,199"> 
    17 <area shape="rect" title="rvu\nrvx" alt="" coords="365,196,373,204"> 
    18 <area shape="rect" title="rvu\nrvx" alt="" coords="313,333,321,341"> 
     1<area shape="rect" href="$classKalman.html" title="Kalman\&lt; ldmat \&gt;" alt="" coords="300,636,436,663"> 
     2<area shape="rect" href="$classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="339,231,381,257"> 
     3<area shape="rect" href="$classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="201,412,329,439"> 
     4<area shape="rect" href="$classRV.html" title="Class representing variables, most often random variables." alt="" coords="344,7,381,33"> 
     5<area shape="rect" title="rvu\nrvy" alt="" coords="372,31,380,39"> 
     6<area shape="rect" title="rvu\nrvy" alt="" coords="375,632,383,640"> 
     7<area shape="rect" title="rv" alt="" coords="359,31,367,39"> 
     8<area shape="rect" title="rv" alt="" coords="356,227,364,235"> 
     9<area shape="rect" href="$classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="177,119,228,145"> 
     10<area shape="rect" title="rv" alt="" coords="340,21,348,29"> 
     11<area shape="rect" title="rv" alt="" coords="208,115,216,123"> 
     12<area shape="rect" title="rvu\nrvy" alt="" coords="356,31,364,39"> 
     13<area shape="rect" title="rvu\nrvy" alt="" coords="268,408,276,416"> 
     14<area shape="rect" href="$classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="456,119,523,145"> 
     15<area shape="rect" title="rvu\nrvx" alt="" coords="379,24,387,32"> 
     16<area shape="rect" title="rvu\nrvx" alt="" coords="477,115,485,123"> 
     17<area shape="rect" href="$classenorm.html" title="enorm\&lt; ldmat \&gt;" alt="" coords="85,524,216,551"> 
     18<area shape="rect" title="est\nfy" alt="" coords="157,548,165,556"> 
     19<area shape="rect" title="est\nfy" alt="" coords="296,635,304,643"> 
     20<area shape="rect" href="$classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="140,231,185,257"> 
     21<area shape="rect" href="$classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="5,412,125,439"> 
     22<area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="60,436,68,444"> 
     23<area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="105,520,113,528"> 
     24<area shape="rect" title="_iR\nR" alt="" coords="225,255,233,263"> 
     25<area shape="rect" title="_iR\nR" alt="" coords="93,408,101,416"> 
     26<area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="235,255,243,263"> 
     27<area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="259,408,267,416"> 
     28<area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="261,436,269,444"> 
     29<area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="347,632,355,640"> 
     30<area shape="rect" title="pfxu\nphxu" alt="" coords="484,143,492,151"> 
     31<area shape="rect" title="pfxu\nphxu" alt="" coords="451,712,459,720"> 
     32<area shape="rect" href="$classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="484,7,524,33">