Changeset 33 for doc/html/classEKF.html
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- 03/05/08 16:01:56 (17 years ago)
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doc/html/classEKF.html
r32 r33 31 31 <p><center><img src="classEKF__inherit__graph.png" border="0" usemap="#EKF_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center> 32 32 <map name="EKF_3_01sq__T_01_4__inherit__map"> 33 <area shape="rect" href="class Kalman.html" title="Kalman\< ldmat \>" alt="" coords="5,183,141,209"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="64,7,107,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="89,87,217,113"><area shape="rect" title="\< ldmat \>" alt="" coords="137,111,145,119"><area shape="rect" title="\< ldmat \>" alt="" coords="80,179,88,187"></map>33 <area shape="rect" href="classEKF.html" title="EKF\< ldmat \>" alt="" coords="16,359,131,385"><area shape="rect" title="\< ldmat \>" alt="" coords="69,287,77,295"><area shape="rect" title="\< ldmat \>" alt="" coords="69,355,77,363"><area shape="rect" href="classKalman.html" title="Kalman\< ldmat \>" alt="" coords="5,183,141,209"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="64,7,107,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="89,87,217,113"><area shape="rect" title="\< ldmat \>" alt="" coords="137,111,145,119"><area shape="rect" title="\< ldmat \>" alt="" coords="80,179,88,187"><area shape="rect" href="classEKF__unQ.html" title="Extended Kalman filter with unknown Q." alt="" coords="33,439,113,465"></map> 34 34 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 35 35 <div class="dynheader"> … … 38 38 <p><center><img src="classEKF__coll__graph.png" border="0" usemap="#EKF_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center> 39 39 <map name="EKF_3_01sq__T_01_4__coll__map"> 40 <area shape="rect" href="classKalman.html" title="Kalman\< ldmat \>" alt="" coords="30 0,636,436,663"><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"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="201,412,329,439"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="344,7,381,33"><area shape="rect" title="rvu\nrvy" alt="" coords="372,31,380,39"><area shape="rect" title="rvu\nrvy" alt="" coords="375,632,383,640"><area shape="rect" title="rv" alt="" coords="359,31,367,39"><area shape="rect" title="rv" alt="" coords="356,227,364,235"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="177,119,228,145"><area shape="rect" title="rv" alt="" coords="340,21,348,29"><area shape="rect" title="rv" alt="" coords="208,115,216,123"><area shape="rect" title="rvu\nrvy" alt="" coords="356,31,364,39"><area shape="rect" title="rvu\nrvy" alt="" coords="268,408,276,416"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="456,119,523,145"><area shape="rect" title="rvu\nrvx" alt="" coords="379,24,387,32"><area shape="rect" title="rvu\nrvx" alt="" coords="477,115,485,123"><area shape="rect" href="classenorm.html" title="enorm\< ldmat \>" alt="" coords="85,524,216,551"><area shape="rect" title="est\nfy" alt="" coords="157,548,165,556"><area shape="rect" title="est\nfy" alt="" coords="296,635,304,643"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="140,231,185,257"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="5,412,125,439"><area shape="rect" title="\< ldmat \>" alt="" coords="60,436,68,444"><area shape="rect" title="\< ldmat \>" alt="" coords="105,520,113,528"><area shape="rect" title="_iR\nR" alt="" coords="225,255,233,263"><area shape="rect" title="_iR\nR" alt="" coords="93,408,101,416"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="235,255,243,263"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="259,408,267,416"><area shape="rect" title="\< ldmat \>" alt="" coords="261,436,269,444"><area shape="rect" title="\< ldmat \>" alt="" coords="347,632,355,640"><area shape="rect" title="pfxu\nphxu" alt="" coords="484,143,492,151"><area shape="rect" title="pfxu\nphxu" alt="" coords="451,712,459,720"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="484,7,524,33"></map>40 <area shape="rect" href="classKalman.html" title="Kalman\< ldmat \>" alt="" coords="301,711,437,737"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="391,231,433,257"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="263,412,391,439"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="393,7,431,33"><area shape="rect" title="rvu\nrvy" alt="" coords="424,31,432,39"><area shape="rect" title="rvu\nrvy" alt="" coords="385,707,393,715"><area shape="rect" title="rv" alt="" coords="408,31,416,39"><area shape="rect" title="rv" alt="" coords="408,227,416,235"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="125,119,176,145"><area shape="rect" title="rv" alt="" coords="389,23,397,31"><area shape="rect" title="rv" alt="" coords="172,115,180,123"><area shape="rect" title="rvu\nrvy" alt="" coords="404,31,412,39"><area shape="rect" title="rvu\nrvy" alt="" coords="325,408,333,416"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="516,119,583,145"><area shape="rect" title="rvu\nrvx" alt="" coords="428,23,436,31"><area shape="rect" title="rvu\nrvx" alt="" coords="537,115,545,123"><area shape="rect" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD)." alt="" coords="180,412,239,439"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="212,436,220,444"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="355,707,363,715"><area shape="rect" href="classenorm.html" title="enorm\< ldmat \>" alt="" coords="52,561,183,588"><area shape="rect" title="_iR\nR" alt="" coords="200,436,208,444"><area shape="rect" title="_iR\nR" alt="" coords="125,557,133,565"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="196,231,257,257"><area shape="rect" title="est\nfy" alt="" coords="121,585,129,593"><area shape="rect" title="est\nfy" alt="" coords="297,708,305,716"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="55,231,100,257"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="36,412,156,439"><area shape="rect" title="\< ldmat \>" alt="" coords="95,436,103,444"><area shape="rect" title="\< ldmat \>" alt="" coords="112,557,120,565"><area shape="rect" title="_iR\nR" alt="" coords="137,255,145,263"><area shape="rect" title="_iR\nR" alt="" coords="95,408,103,416"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="159,255,167,263"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="309,408,317,416"><area shape="rect" title="\< ldmat \>" alt="" coords="323,436,331,444"><area shape="rect" title="\< ldmat \>" alt="" coords="361,707,369,715"><area shape="rect" title="pfxu\nphxu" alt="" coords="543,143,551,151"><area shape="rect" title="pfxu\nphxu" alt="" coords="492,787,500,795"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="544,7,584,33"></map> 41 41 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 42 42 … … 46 46 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 47 47 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea4f3254cacf0a92d2a820b1201d049e"></a><!-- doxytag: member="EKF::EKF" ref="ea4f3254cacf0a92d2a820b1201d049e" args="(RV rvx, RV rvy, RV rvu)" --> 48 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e">EKF</a> (<a class="el" href="classRV.html">RV</a> rvx, <a class="el" href="classRV.html">RV</a> rvy, <a class="el" href="classRV.html">RV</a> rvu)</td></tr>48 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e">EKF</a> (<a class="el" href="classRV.html">RV</a> rvx, <a class="el" href="classRV.html">RV</a> <a class="el" href="classKalman.html#7501230c2fafa3655887d2da23b3184c">rvy</a>, <a class="el" href="classRV.html">RV</a> <a class="el" href="classKalman.html#44a16ffd5ac1e6e39bae34fea9e1e498">rvu</a>)</td></tr> 49 49 50 50 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> 51 51 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28d058ae4d24d992d2f055419a06ee66"></a><!-- doxytag: member="EKF::set_parameters" ref="28d058ae4d24d992d2f055419a06ee66" args="(diffbifn *pfxu, diffbifn *phxu, const sq_T Q0, const sq_T R0)" --> 52 void </td><td class="memItemRight" valign="bottom">< b>set_parameters</b> (<a class="el" href="classdiffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classdiffbifn.html">diffbifn</a> *phxu, const sq_T Q0, const sq_T R0)</td></tr>52 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#28d058ae4d24d992d2f055419a06ee66">set_parameters</a> (<a class="el" href="classdiffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classdiffbifn.html">diffbifn</a> *phxu, const sq_T Q0, const sq_T R0)</td></tr> 53 53 54 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> 54 55 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c79c62c9b3e0b56b3aaa1b6f1d9a7af7"></a><!-- doxytag: member="EKF::bayes" ref="c79c62c9b3e0b56b3aaa1b6f1d9a7af7" args="(const vec &dt)" --> 55 56 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">bayes</a> (const vec &dt)</td></tr> … … 57 58 <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 58 59 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="239b28a0380946f5749b2f8d2807f93a"></a><!-- doxytag: member="EKF::set_parameters" ref="239b28a0380946f5749b2f8d2807f93a" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const ldmat &R0, const ldmat &Q0)" --> 59 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const ldmat &R0, const ldmat&Q0)</td></tr>60 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="classldmat.html">ldmat</a> &R0, const <a class="el" href="classldmat.html">ldmat</a> &Q0)</td></tr> 60 61 61 62 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr> 62 63 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80bcf29466d9a9dd2b8f74699807d0c0"></a><!-- doxytag: member="EKF::set_est" ref="80bcf29466d9a9dd2b8f74699807d0c0" args="(const vec &mu0, const ldmat &P0)" --> 63 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a> (const vec &mu0, const ldmat&P0)</td></tr>64 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a> (const vec &mu0, const <a class="el" href="classldmat.html">ldmat</a> &P0)</td></tr> 64 65 65 66 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr> … … 71 72 <a class="el" href="classepdf.html">epdf</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">_epdf</a> ()</td></tr> 72 73 73 <tr><td class="mdescLeft"> </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> 74 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 75 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKF::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " --> 76 const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr> 77 78 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 79 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="EKF::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " --> 80 double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr> 81 82 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 74 83 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 75 84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7501230c2fafa3655887d2da23b3184c"></a><!-- doxytag: member="EKF::rvy" ref="7501230c2fafa3655887d2da23b3184c" args="" --> 76 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom">< b>rvy</b></td></tr>85 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#7501230c2fafa3655887d2da23b3184c">rvy</a></td></tr> 77 86 87 <tr><td class="mdescLeft"> </td><td class="mdescRight">Indetifier of output rv. <br></td></tr> 78 88 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44a16ffd5ac1e6e39bae34fea9e1e498"></a><!-- doxytag: member="EKF::rvu" ref="44a16ffd5ac1e6e39bae34fea9e1e498" args="" --> 79 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom">< b>rvu</b></td></tr>89 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#44a16ffd5ac1e6e39bae34fea9e1e498">rvu</a></td></tr> 80 90 91 <tr><td class="mdescLeft"> </td><td class="mdescRight">Indetifier of exogeneous rv. <br></td></tr> 81 92 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="EKF::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" --> 82 int </td><td class="memItemRight" valign="bottom">< b>dimx</b></td></tr>93 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#39c8c403b46fa3b8c7da77cb2e3729eb">dimx</a></td></tr> 83 94 95 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rv.count() <br></td></tr> 84 96 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba17b956df1e38b31fbbc299c8213b6a"></a><!-- doxytag: member="EKF::dimy" ref="ba17b956df1e38b31fbbc299c8213b6a" args="" --> 85 int </td><td class="memItemRight" valign="bottom">< b>dimy</b></td></tr>97 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a">dimy</a></td></tr> 86 98 99 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rvy.count() <br></td></tr> 87 100 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b0153795a1444b6968a86409c778d9ce"></a><!-- doxytag: member="EKF::dimu" ref="b0153795a1444b6968a86409c778d9ce" args="" --> 88 int </td><td class="memItemRight" valign="bottom">< b>dimu</b></td></tr>101 int </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#b0153795a1444b6968a86409c778d9ce">dimu</a></td></tr> 89 102 103 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of rvu.count() <br></td></tr> 90 104 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e02efe86ee91e9c74b93b425fe060b9"></a><!-- doxytag: member="EKF::A" ref="5e02efe86ee91e9c74b93b425fe060b9" args="" --> 91 mat </td><td class="memItemRight" valign="bottom">< b>A</b></td></tr>105 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5e02efe86ee91e9c74b93b425fe060b9">A</a></td></tr> 92 106 107 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix A. <br></td></tr> 93 108 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc87704284a6c0bca13bf51f4345a50a"></a><!-- doxytag: member="EKF::B" ref="dc87704284a6c0bca13bf51f4345a50a" args="" --> 94 mat </td><td class="memItemRight" valign="bottom">< b>B</b></td></tr>109 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#dc87704284a6c0bca13bf51f4345a50a">B</a></td></tr> 95 110 111 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix B. <br></td></tr> 96 112 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86a805cd6515872d1132ad0d6eb5dc13"></a><!-- doxytag: member="EKF::C" ref="86a805cd6515872d1132ad0d6eb5dc13" args="" --> 97 mat </td><td class="memItemRight" valign="bottom">< b>C</b></td></tr>113 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#86a805cd6515872d1132ad0d6eb5dc13">C</a></td></tr> 98 114 115 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix C. <br></td></tr> 99 116 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d69f774ba3335c970c1c5b1d182f4dd1"></a><!-- doxytag: member="EKF::D" ref="d69f774ba3335c970c1c5b1d182f4dd1" args="" --> 100 mat </td><td class="memItemRight" valign="bottom">< b>D</b></td></tr>117 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d69f774ba3335c970c1c5b1d182f4dd1">D</a></td></tr> 101 118 119 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix D. <br></td></tr> 120 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b69015c800eb93f3ee49da23a6f55d9"></a><!-- doxytag: member="EKF::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" --> 121 <a class="el" href="classldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9">Q</a></td></tr> 122 123 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 102 124 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11d171dc0e0ab111c56a70f98b97b3ec"></a><!-- doxytag: member="EKF::R" ref="11d171dc0e0ab111c56a70f98b97b3ec" args="" --> 103 ldmat </td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>125 <a class="el" href="classldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#11d171dc0e0ab111c56a70f98b97b3ec">R</a></td></tr> 104 126 105 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b69015c800eb93f3ee49da23a6f55d9"></a><!-- doxytag: member="EKF::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" --> 106 ldmat </td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> 107 127 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 108 128 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5568c74bac67ae6d3b1061dba60c9424"></a><!-- doxytag: member="EKF::est" ref="5568c74bac67ae6d3b1061dba60c9424" args="" --> 109 <a class="el" href="classenorm.html">enorm</a>< ldmat> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr>129 <a class="el" href="classenorm.html">enorm</a>< <a class="el" href="classldmat.html">ldmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr> 110 130 111 131 <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density on $x_t$ <br></td></tr> 112 132 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e580ab06483952bd03f2e651763e184f"></a><!-- doxytag: member="EKF::fy" ref="e580ab06483952bd03f2e651763e184f" args="" --> 113 <a class="el" href="classenorm.html">enorm</a>< ldmat> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td></tr>133 <a class="el" href="classenorm.html">enorm</a>< <a class="el" href="classldmat.html">ldmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td></tr> 114 134 115 135 <tr><td class="mdescLeft"> </td><td class="mdescRight">preditive density on $y_t$ <br></td></tr> 116 136 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d422f51467c7a06174af2476d2826132"></a><!-- doxytag: member="EKF::_K" ref="d422f51467c7a06174af2476d2826132" args="" --> 117 mat </td><td class="memItemRight" valign="bottom">< b>_K</b></td></tr>137 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d422f51467c7a06174af2476d2826132">_K</a></td></tr> 118 138 139 <tr><td class="mdescLeft"> </td><td class="mdescRight">placeholder for <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> gain <br></td></tr> 119 140 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5188eb0329f8561f0b357af329769bf8"></a><!-- doxytag: member="EKF::_yp" ref="5188eb0329f8561f0b357af329769bf8" args="" --> 120 vec * </td><td class="memItemRight" valign="bottom">< b>_yp</b></td></tr>141 vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5188eb0329f8561f0b357af329769bf8">_yp</a></td></tr> 121 142 143 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of fy.mu <br></td></tr> 122 144 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17dd745daa8a958035a334a56fa4674"></a><!-- doxytag: member="EKF::_Ry" ref="e17dd745daa8a958035a334a56fa4674" args="" --> 123 ldmat * </td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>145 <a class="el" href="classldmat.html">ldmat</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e17dd745daa8a958035a334a56fa4674">_Ry</a></td></tr> 124 146 125 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fbbdf31365f5a5674099599200ea193b"></a><!-- doxytag: member="EKF::_iRy" ref="fbbdf31365f5a5674099599200ea193b" args="" --> 126 ldmat * </td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> 147 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of fy.R <br></td></tr> 148 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8a35bd14afa5a2d9bbd23ad333bec874"></a><!-- doxytag: member="EKF::_iRy" ref="8a35bd14afa5a2d9bbd23ad333bec874" args="" --> 149 <a class="el" href="classldmat.html">ldmat</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#8a35bd14afa5a2d9bbd23ad333bec874">_iRy</a></td></tr> 127 150 151 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of fy.iR <br></td></tr> 128 152 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1f669b5b3421a070cc75d77b55ba734"></a><!-- doxytag: member="EKF::_mu" ref="d1f669b5b3421a070cc75d77b55ba734" args="" --> 129 vec * </td><td class="memItemRight" valign="bottom">< b>_mu</b></td></tr>153 vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d1f669b5b3421a070cc75d77b55ba734">_mu</a></td></tr> 130 154 155 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.mu <br></td></tr> 131 156 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3388218567128a797e69b109138271d"></a><!-- doxytag: member="EKF::_P" ref="b3388218567128a797e69b109138271d" args="" --> 132 ldmat * </td><td class="memItemRight" valign="bottom"><b>_P</b></td></tr>157 <a class="el" href="classldmat.html">ldmat</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#b3388218567128a797e69b109138271d">_P</a></td></tr> 133 158 134 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8bb7f870d69993493ba67ce40e7c3e9"></a><!-- doxytag: member="EKF::_iP" ref="b8bb7f870d69993493ba67ce40e7c3e9" args="" --> 135 ldmat * </td><td class="memItemRight" valign="bottom"><b>_iP</b></td></tr> 159 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.R <br></td></tr> 160 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13fec2c93d8a132201e28b70270acf5c"></a><!-- doxytag: member="EKF::_iP" ref="13fec2c93d8a132201e28b70270acf5c" args="" --> 161 <a class="el" href="classldmat.html">ldmat</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#13fec2c93d8a132201e28b70270acf5c">_iP</a></td></tr> 136 162 163 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.iR <br></td></tr> 137 164 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="EKF::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" --> 138 165 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr> … … 156 183 An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr>The documentation for this class was generated from the following file:<ul> 157 184 <li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul> 158 <hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:472008 for mixpp by 185 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 5 15:40:05 2008 for mixpp by 159 186 <a href="http://www.doxygen.org/index.html"> 160 187 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>