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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

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  • doc/latex/classTrivialPF.tex

    r28 r32  
    3535 
    3636\begin{CompactList}\small\item\em Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.). \item\end{CompactList}\item  
    37 virtual void {\bf bayes} (const vec \&dt)=0 
     37void {\bf bayes} (const vec \&dt) 
    3838\begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item  
    3939void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9} 
    4040 
    4141\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
    42 {\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classBM_a5b8f6c8a872738cfaa30ab010e8c077} 
     42{\bf epdf} $\ast$ {\bf \_\-epdf} ()\label{classPF_53b7cc5a0709b0d40fb68408437c0aa2} 
    4343 
    4444\begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize} 
     
    7272\index{TrivialPF@{TrivialPF}!bayes@{bayes}} 
    7373\index{bayes@{bayes}!TrivialPF@{TrivialPF}} 
    74 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void BM::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  [pure virtual, inherited]}}\label{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf} 
     74\subsubsection{\setlength{\rightskip}{0pt plus 5cm}void PF::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt  [inline, virtual, inherited]}}\label{classPF_64f636bbd63bea9efd778214e6b631d3} 
    7575 
    7676 
     
    8484 
    8585 
     86Implements {\bf BM} \doxyref{}{p.}{classBM_a892eff438aab2dd1a9e2efcb7fb5bdf}. 
     87 
    8688The documentation for this class was generated from the following files:\begin{CompactItemize} 
    8789\item