Changeset 33 for doc/html/classEKF.html

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03/05/08 16:01:56 (17 years ago)
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smidl
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Oprava PF a MPF + jejich implementace pro pmsm system

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  • doc/html/classEKF.html

    r32 r33  
    3131<p><center><img src="classEKF__inherit__graph.png" border="0" usemap="#EKF_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center> 
    3232<map name="EKF_3_01sq__T_01_4__inherit__map"> 
    33 <area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" 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="\&lt; ldmat \&gt;" alt="" coords="137,111,145,119"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="80,179,88,187"></map> 
     33<area shape="rect" href="classEKF.html" title="EKF\&lt; ldmat \&gt;" alt="" coords="16,359,131,385"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="69,287,77,295"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="69,355,77,363"><area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" 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="\&lt; ldmat \&gt;" alt="" coords="137,111,145,119"><area shape="rect" title="\&lt; ldmat \&gt;" 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> 
    3434<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    3535<div class="dynheader"> 
     
    3838<p><center><img src="classEKF__coll__graph.png" border="0" usemap="#EKF_3_01sq__T_01_4__coll__map" alt="Collaboration graph"></center> 
    3939<map name="EKF_3_01sq__T_01_4__coll__map"> 
    40 <area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" alt="" coords="300,636,436,663"><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\&lt; ldmat \&gt;" 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="\&lt; ldmat \&gt;" alt="" coords="60,436,68,444"><area shape="rect" title="\&lt; ldmat \&gt;" 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="\&lt; ldmat \&gt;" alt="" coords="261,436,269,444"><area shape="rect" title="\&lt; ldmat \&gt;" 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\&lt; ldmat \&gt;" 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\&lt; ldmat \&gt;" 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&#45;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="\&lt; ldmat \&gt;" alt="" coords="95,436,103,444"><area shape="rect" title="\&lt; ldmat \&gt;" 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="\&lt; ldmat \&gt;" alt="" coords="323,436,331,444"><area shape="rect" title="\&lt; ldmat \&gt;" 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> 
    4141<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    4242 
     
    4646<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    4747<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 &nbsp;</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&nbsp;</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> 
    4949 
    5050<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
    5151<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&nbsp;</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> 
     52void&nbsp;</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> 
    5353 
     54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> 
    5455<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c79c62c9b3e0b56b3aaa1b6f1d9a7af7"></a><!-- doxytag: member="EKF::bayes" ref="c79c62c9b3e0b56b3aaa1b6f1d9a7af7" args="(const vec &amp;dt)" --> 
    5556void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">bayes</a> (const vec &amp;dt)</td></tr> 
     
    5758<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
    5859<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 &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const ldmat &amp;R0, const ldmat &amp;Q0)" --> 
    59 void&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 ldmat &amp;R0, const ldmat &amp;Q0)</td></tr> 
     60void&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 <a class="el" href="classldmat.html">ldmat</a> &amp;R0, const <a class="el" href="classldmat.html">ldmat</a> &amp;Q0)</td></tr> 
    6061 
    6162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr> 
    6263<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 &amp;mu0, const ldmat &amp;P0)" --> 
    63 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a> (const vec &amp;mu0, const ldmat &amp;P0)</td></tr> 
     64void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a> (const vec &amp;mu0, const <a class="el" href="classldmat.html">ldmat</a> &amp;P0)</td></tr> 
    6465 
    6566<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr> 
     
    7172<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> 
    7273 
    73 <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> 
     74<tr><td class="mdescLeft">&nbsp;</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 " --> 
     76const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr> 
     77 
     78<tr><td class="mdescLeft">&nbsp;</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 " --> 
     80double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr> 
     81 
     82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    7483<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    7584<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>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rvy</b></td></tr> 
     85<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#7501230c2fafa3655887d2da23b3184c">rvy</a></td></tr> 
    7786 
     87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of output rv. <br></td></tr> 
    7888<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>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rvu</b></td></tr> 
     89<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#44a16ffd5ac1e6e39bae34fea9e1e498">rvu</a></td></tr> 
    8090 
     91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of exogeneous rv. <br></td></tr> 
    8192<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="EKF::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" --> 
    82 int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> 
     93int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#39c8c403b46fa3b8c7da77cb2e3729eb">dimx</a></td></tr> 
    8394 
     95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr> 
    8496<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba17b956df1e38b31fbbc299c8213b6a"></a><!-- doxytag: member="EKF::dimy" ref="ba17b956df1e38b31fbbc299c8213b6a" args="" --> 
    85 int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 
     97int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a">dimy</a></td></tr> 
    8698 
     99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr> 
    87100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b0153795a1444b6968a86409c778d9ce"></a><!-- doxytag: member="EKF::dimu" ref="b0153795a1444b6968a86409c778d9ce" args="" --> 
    88 int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> 
     101int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#b0153795a1444b6968a86409c778d9ce">dimu</a></td></tr> 
    89102 
     103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr> 
    90104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e02efe86ee91e9c74b93b425fe060b9"></a><!-- doxytag: member="EKF::A" ref="5e02efe86ee91e9c74b93b425fe060b9" args="" --> 
    91 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr> 
     105mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5e02efe86ee91e9c74b93b425fe060b9">A</a></td></tr> 
    92106 
     107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr> 
    93108<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc87704284a6c0bca13bf51f4345a50a"></a><!-- doxytag: member="EKF::B" ref="dc87704284a6c0bca13bf51f4345a50a" args="" --> 
    94 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr> 
     109mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#dc87704284a6c0bca13bf51f4345a50a">B</a></td></tr> 
    95110 
     111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr> 
    96112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86a805cd6515872d1132ad0d6eb5dc13"></a><!-- doxytag: member="EKF::C" ref="86a805cd6515872d1132ad0d6eb5dc13" args="" --> 
    97 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr> 
     113mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#86a805cd6515872d1132ad0d6eb5dc13">C</a></td></tr> 
    98114 
     115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr> 
    99116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d69f774ba3335c970c1c5b1d182f4dd1"></a><!-- doxytag: member="EKF::D" ref="d69f774ba3335c970c1c5b1d182f4dd1" args="" --> 
    100 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr> 
     117mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d69f774ba3335c970c1c5b1d182f4dd1">D</a></td></tr> 
    101118 
     119<tr><td class="mdescLeft">&nbsp;</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>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9">Q</a></td></tr> 
     122 
     123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 
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    103 ldmat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr> 
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    104126 
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    106 ldmat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> 
    107  
     127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 
    108128<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>&lt; ldmat &gt;&nbsp;</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>&lt; <a class="el" href="classldmat.html">ldmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr> 
    110130 
    111131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density on $x_t$ <br></td></tr> 
    112132<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>&lt; ldmat &gt;&nbsp;</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>&lt; <a class="el" href="classldmat.html">ldmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td></tr> 
    114134 
    115135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">preditive density on $y_t$ <br></td></tr> 
    116136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d422f51467c7a06174af2476d2826132"></a><!-- doxytag: member="EKF::_K" ref="d422f51467c7a06174af2476d2826132" args="" --> 
    117 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr> 
     137mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d422f51467c7a06174af2476d2826132">_K</a></td></tr> 
    118138 
     139<tr><td class="mdescLeft">&nbsp;</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> 
    119140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5188eb0329f8561f0b357af329769bf8"></a><!-- doxytag: member="EKF::_yp" ref="5188eb0329f8561f0b357af329769bf8" args="" --> 
    120 vec *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr> 
     141vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5188eb0329f8561f0b357af329769bf8">_yp</a></td></tr> 
    121142 
     143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.mu <br></td></tr> 
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    123 ldmat *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> 
     145<a class="el" href="classldmat.html">ldmat</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e17dd745daa8a958035a334a56fa4674">_Ry</a></td></tr> 
    124146 
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    126 ldmat *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> 
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     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> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#8a35bd14afa5a2d9bbd23ad333bec874">_iRy</a></td></tr> 
    127150 
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    128152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1f669b5b3421a070cc75d77b55ba734"></a><!-- doxytag: member="EKF::_mu" ref="d1f669b5b3421a070cc75d77b55ba734" args="" --> 
    129 vec *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b></td></tr> 
     153vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d1f669b5b3421a070cc75d77b55ba734">_mu</a></td></tr> 
    130154 
     155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.mu <br></td></tr> 
    131156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3388218567128a797e69b109138271d"></a><!-- doxytag: member="EKF::_P" ref="b3388218567128a797e69b109138271d" args="" --> 
    132 ldmat *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_P</b></td></tr> 
     157<a class="el" href="classldmat.html">ldmat</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#b3388218567128a797e69b109138271d">_P</a></td></tr> 
    133158 
    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 *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iP</b></td></tr> 
     159<tr><td class="mdescLeft">&nbsp;</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> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#13fec2c93d8a132201e28b70270acf5c">_iP</a></td></tr> 
    136162 
     163<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.iR <br></td></tr> 
    137164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="EKF::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" --> 
    138165<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> 
     
    156183An 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> 
    157184<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 16:54:47 2008 for mixpp by&nbsp; 
     185<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 5 15:40:05 2008 for mixpp by&nbsp; 
    159186<a href="http://www.doxygen.org/index.html"> 
    160187<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>