Changeset 32 for doc/html/libKF_8h.html

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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

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  • doc/html/libKF_8h.html

    r28 r32  
    1818<code>#include &lt;itpp/itbase.h&gt;</code><br> 
    1919<code>#include &quot;../stat/libFN.h&quot;</code><br> 
    20 <code>#include &quot;<a class="el" href="libDC_8h-source.html">../math/libDC.h</a>&quot;</code><br> 
     20<code>#include &quot;<a class="el" href="libEF_8h-source.html">../stat/libEF.h</a>&quot;</code><br> 
    2121 
    2222<p> 
     
    2626<p><center><img src="libKF_8h__incl.png" border="0" usemap="#work/mixpp/bdm/estim/libKF.h_map" alt=""></center> 
    2727<map name="work/mixpp/bdm/estim/libKF.h_map"> 
    28 <area shape="rect" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="44,239,143,265"><area shape="rect" href="libFN_8h&#45;source.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="59,84,165,111"><area shape="rect" href="libDC_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="187,161,304,188"><area shape="rect" href="libBM_8h.html" title="libBM.h" alt="" coords="96,161,163,188"></map> 
     28<area shape="rect" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="128,239,227,265"><area shape="rect" href="libFN_8h&#45;source.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="59,84,165,111"><area shape="rect" href="libEF_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions." alt="" coords="189,84,291,111"><area shape="rect" href="libBM_8h.html" title="libBM.h" alt="" coords="109,161,176,188"><area shape="rect" href="libDC_8h.html" title="Probability distributions for Exponential Family models." alt="" coords="251,161,368,188"><area shape="rect" href="itpp__ext_8h&#45;source.html" title="Probability distributions for Exponential Family models." alt="" coords="392,161,488,188"></map> 
    2929</div> 
    3030 
     
    4242 
    4343<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter.  <a href="classEKF.html#_details">More...</a><br></td></tr> 
     44<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKFcondQR.html">KFcondQR</a></td></tr> 
     45 
     46<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight"><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.  <a href="classKFcondQR.html#_details">More...</a><br></td></tr> 
    4447</table> 
    4548<hr><a name="_details"></a><h2>Detailed Description</h2> 
     
    4851<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 
    4952----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 
    50 Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
     53Using IT++ for numerical operations ----------------------------------- <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by&nbsp; 
    5154<a href="http://www.doxygen.org/index.html"> 
    5255<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>