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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/classKalman.html

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    3131<p><center><img src="classKalman__inherit__graph.png" border="0" usemap="#Kalman_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center> 
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    3434<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    3535<div class="dynheader"> 
    … …  
    3838<p><center><img src="classKalman__coll__graph.png" border="0" usemap="#Kalman_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center> 
    3939<map name="Kalman_3_01sq__T_01_4__coll__map"> 
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     40<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="48,105,91,132"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="11,7,48,33"><area shape="rect" title="rvu\nrvy" alt="" coords="23,31,31,39"><area shape="rect" title="rvu\nrvy" alt="" coords="57,285,65,293"><area shape="rect" title="rv" alt="" coords="32,31,40,39"><area shape="rect" title="rv" alt="" coords="60,101,68,109"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="131,129,139,137"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="72,285,80,293"></map> 
    4141<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    4242 
    … …  
    4545<tr><td></td></tr> 
    4646<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    47 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="96958a5ebfa966d892137987f265083a"></a><!-- doxytag: member="Kalman::Kalman" ref="96958a5ebfa966d892137987f265083a" args="(int dimx, int dimu, int dimy)" --> 
    48 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#96958a5ebfa966d892137987f265083a">Kalman</a> (int dimx, int dimu, int dimy)</td></tr> 
     47<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d56b0a97b8c1e25fdd3b10eef3c2ad3"></a><!-- doxytag: member="Kalman::Kalman" ref="3d56b0a97b8c1e25fdd3b10eef3c2ad3" args="(RV rvx0, RV rvy0, RV rvu0)" --> 
     48&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#3d56b0a97b8c1e25fdd3b10eef3c2ad3">Kalman</a> (<a class="el" href="classRV.html">RV</a> rvx0, <a class="el" href="classRV.html">RV</a> rvy0, <a class="el" href="classRV.html">RV</a> rvu0)</td></tr> 
    4949 
    5050<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
    51 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="83118f4bd2ecbc70b03cfd573088ed6f"></a><!-- doxytag: member="Kalman::Kalman" ref="83118f4bd2ecbc70b03cfd573088ed6f" args="(mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0)" --> 
    52 &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#83118f4bd2ecbc70b03cfd573088ed6f">Kalman</a> (mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0)</td></tr> 
     51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ce38e31810aea4db45a83ad05eaba009"></a><!-- doxytag: member="Kalman::Kalman" ref="ce38e31810aea4db45a83ad05eaba009" args="(const Kalman&lt; sq_T &gt; &amp;K0)" --> 
     52&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#ce38e31810aea4db45a83ad05eaba009">Kalman</a> (const <a class="el" href="classKalman.html">Kalman</a>&lt; sq_T &gt; &amp;K0)</td></tr> 
    5353 
    54 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Full constructor. <br></td></tr> 
    55 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e945d9205ca14acbd83ba80ea6f72b8e"></a><!-- doxytag: member="Kalman::bayes" ref="e945d9205ca14acbd83ba80ea6f72b8e" args="(const vec &amp;dt, bool evalll=true)" --> 
    56 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e945d9205ca14acbd83ba80ea6f72b8e">bayes</a> (const vec &amp;dt, bool <a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a>=true)</td></tr> 
     54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br></td></tr> 
     55<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="239b28a0380946f5749b2f8d2807f93a"></a><!-- doxytag: member="Kalman::set_parameters" ref="239b28a0380946f5749b2f8d2807f93a" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;R0, const sq_T &amp;Q0)" --> 
     56void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;R0, const sq_T &amp;Q0)</td></tr> 
     57 
     58<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr> 
     59<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80bcf29466d9a9dd2b8f74699807d0c0"></a><!-- doxytag: member="Kalman::set_est" ref="80bcf29466d9a9dd2b8f74699807d0c0" args="(const vec &amp;mu0, const sq_T &amp;P0)" --> 
     60void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a> (const vec &amp;mu0, const sq_T &amp;P0)</td></tr> 
     61 
     62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr> 
     63<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7750ffd73f261828a32c18aaeb65c75c"></a><!-- doxytag: member="Kalman::bayes" ref="7750ffd73f261828a32c18aaeb65c75c" args="(const vec &amp;dt)" --> 
     64void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#7750ffd73f261828a32c18aaeb65c75c">bayes</a> (const vec &amp;dt)</td></tr> 
    5765 
    5866<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
    59 <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr> 
     67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a213c57aef55b2645e550bed81cfc0d4"></a><!-- doxytag: member="Kalman::_epdf" ref="a213c57aef55b2645e550bed81cfc0d4" args="()" --> 
     68<a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">_epdf</a> ()</td></tr> 
    6069 
    61 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 
     70<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> 
    6271<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="Kalman::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
    6372void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
    6473 
    6574<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
    66 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="Kalman::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 
    67 <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> 
     75<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     76<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7501230c2fafa3655887d2da23b3184c"></a><!-- doxytag: member="Kalman::rvy" ref="7501230c2fafa3655887d2da23b3184c" args="" --> 
     77<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rvy</b></td></tr> 
    6878 
    69 <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> 
    70 <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 
    71 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3063a3f58a74cea672ae889971012eed"></a><!-- doxytag: member="Kalman::mu" ref="3063a3f58a74cea672ae889971012eed" args="" --> 
    72 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#3063a3f58a74cea672ae889971012eed">mu</a></td></tr> 
     79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44a16ffd5ac1e6e39bae34fea9e1e498"></a><!-- doxytag: member="Kalman::rvu" ref="44a16ffd5ac1e6e39bae34fea9e1e498" args="" --> 
     80<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rvu</b></td></tr> 
    7381 
    74 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> 
    75 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="188cd5ac1c9e496b1a371eb7c57c97d3"></a><!-- doxytag: member="Kalman::P" ref="188cd5ac1c9e496b1a371eb7c57c97d3" args="" --> 
    76 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#188cd5ac1c9e496b1a371eb7c57c97d3">P</a></td></tr> 
    77  
    78 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> 
    79 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="Kalman::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 
    80 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 
    81  
    82 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
    83 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="Kalman::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 
    84 bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
    85  
    86 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 
    87 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    8882<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="Kalman::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" --> 
    8983int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> 
    … …  
    113107sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> 
    114108 
     109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5568c74bac67ae6d3b1061dba60c9424"></a><!-- doxytag: member="Kalman::est" ref="5568c74bac67ae6d3b1061dba60c9424" args="" --> 
     110<a class="el" href="classenorm.html">enorm</a>&lt; sq_T &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr> 
     111 
     112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density on $x_t$ <br></td></tr> 
     113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e580ab06483952bd03f2e651763e184f"></a><!-- doxytag: member="Kalman::fy" ref="e580ab06483952bd03f2e651763e184f" args="" --> 
     114<a class="el" href="classenorm.html">enorm</a>&lt; sq_T &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td></tr> 
     115 
     116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">preditive density on $y_t$ <br></td></tr> 
    115117<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d422f51467c7a06174af2476d2826132"></a><!-- doxytag: member="Kalman::_K" ref="d422f51467c7a06174af2476d2826132" args="" --> 
    116118mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr> 
    117119 
    118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="30b7461989185d3d02cf42b8e2a37649"></a><!-- doxytag: member="Kalman::_yp" ref="30b7461989185d3d02cf42b8e2a37649" args="" --> 
    119 vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr> 
     120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5188eb0329f8561f0b357af329769bf8"></a><!-- doxytag: member="Kalman::_yp" ref="5188eb0329f8561f0b357af329769bf8" args="" --> 
     121vec *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr> 
    120122 
    121 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="477dca07d91ea1a1f41d51bb0229934f"></a><!-- doxytag: member="Kalman::_Ry" ref="477dca07d91ea1a1f41d51bb0229934f" args="" --> 
    122 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> 
     123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17dd745daa8a958035a334a56fa4674"></a><!-- doxytag: member="Kalman::_Ry" ref="e17dd745daa8a958035a334a56fa4674" args="" --> 
     124sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> 
    123125 
    124 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="15f1a793210750a7e4642fcd948b24c5"></a><!-- doxytag: member="Kalman::_iRy" ref="15f1a793210750a7e4642fcd948b24c5" args="" --> 
    125 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> 
     126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fbbdf31365f5a5674099599200ea193b"></a><!-- doxytag: member="Kalman::_iRy" ref="fbbdf31365f5a5674099599200ea193b" args="" --> 
     127sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> 
    126128 
    127 <tr><td colspan="2"><br><h2>Friends</h2></td></tr> 
    128 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="Kalman::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" --> 
    129 std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>operator&lt;&lt;</b> (std::ostream &amp;os, const <a class="el" href="classKalmanFull.html">KalmanFull</a> &amp;kf)</td></tr> 
     129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1f669b5b3421a070cc75d77b55ba734"></a><!-- doxytag: member="Kalman::_mu" ref="d1f669b5b3421a070cc75d77b55ba734" args="" --> 
     130vec *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b></td></tr> 
    130131 
     132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3388218567128a797e69b109138271d"></a><!-- doxytag: member="Kalman::_P" ref="b3388218567128a797e69b109138271d" args="" --> 
     133sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_P</b></td></tr> 
     134 
     135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8bb7f870d69993493ba67ce40e7c3e9"></a><!-- doxytag: member="Kalman::_iP" ref="b8bb7f870d69993493ba67ce40e7c3e9" args="" --> 
     136sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iP</b></td></tr> 
     137 
     138<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="Kalman::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" --> 
     139<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> 
     140 
     141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr> 
     142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="Kalman::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> 
     143double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> 
     144 
     145<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> 
     146<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="Kalman::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> 
     147bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> 
     148 
     149<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr> 
    131150</table> 
    132151<hr><a name="_details"></a><h2>Detailed Description</h2> 
    … …  
    134153 class Kalman&lt; sq_T &gt;</h3> 
    135154 
    136 <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. <hr><h2>Member Function Documentation</h2> 
    137 <a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="Kalman::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" --> 
    138 <div class="memitem"> 
    139 <div class="memproto"> 
    140       <table class="memname"> 
    141         <tr> 
    142           <td class="memname">virtual void BM::bayes           </td> 
    143           <td>(</td> 
    144           <td class="paramtype">const vec &amp;&nbsp;</td> 
    145           <td class="paramname"> <em>dt</em>          </td> 
    146           <td>&nbsp;)&nbsp;</td> 
    147           <td width="100%"><code> [pure virtual, inherited]</code></td> 
    148         </tr> 
    149       </table> 
    150 </div> 
    151 <div class="memdoc"> 
    152  
    153 <p> 
    154 Incremental Bayes rule.  
    155 <p> 
    156 <dl compact><dt><b>Parameters:</b></dt><dd> 
    157   <table border="0" cellspacing="2" cellpadding="0"> 
    158     <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr> 
    159   </table> 
    160 </dl> 
    161  
    162 </div> 
    163 </div><p> 
    164 <hr>The documentation for this class was generated from the following file:<ul> 
     155<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. <hr>The documentation for this class was generated from the following file:<ul> 
    165156<li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul> 
    166 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp; 
     157<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:50 2008 for mixpp by&nbsp; 
    167158<a href="http://www.doxygen.org/index.html"> 
    168159<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>