Changeset 33 for doc/html/classKFcondQR.html

Timestamp:

03/05/08 16:01:56 (17 years ago)

Author:

smidl

Message:

Oprava PF a MPF + jejich implementace pro pmsm system

Files:

• doc/html/classKFcondQR.html (modified) (5 diffs)

doc/html/classKFcondQR.html

@@ -38 +38 @@
 <p><center><img src="classKFcondQR__coll__graph.png" border="0" usemap="#KFcondQR__coll__map" alt="Collaboration graph"></center>
 <map name="KFcondQR__coll__map">
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+<area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" alt="" coords="312,695,448,721"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="421,215,464,241"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="292,396,420,423"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="424,7,461,33"><area shape="rect" title="rvu\nrvy" alt="" coords="457,31,465,39"><area shape="rect" title="rvu\nrvy" alt="" coords="405,691,413,699"><area shape="rect" title="rv" alt="" coords="439,31,447,39"><area shape="rect" title="rv" alt="" coords="439,211,447,219"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="263,103,313,129"><area shape="rect" title="rv" alt="" coords="420,21,428,29"><area shape="rect" title="rv" alt="" coords="295,99,303,107"><area shape="rect" title="rvu\nrvy" alt="" coords="436,31,444,39"><area shape="rect" title="rvu\nrvy" alt="" coords="355,392,363,400"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="528,159,600,185"><area shape="rect" title="rvc" alt="" coords="459,21,467,29"><area shape="rect" title="rvc" alt="" coords="559,155,567,163"><area shape="rect" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD)." alt="" coords="7,396,65,423"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="29,420,37,428"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="308,692,316,700"><area shape="rect" href="classenorm.html" title="enorm\&lt; ldmat \&gt;" alt="" coords="97,545,228,572"><area shape="rect" title="_iR\nR" alt="" coords="37,420,45,428"><area shape="rect" title="_iR\nR" alt="" coords="139,541,147,549"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square&#45;root form..." alt="" coords="5,215,67,241"><area shape="rect" title="est\nfy" alt="" coords="177,569,185,577"><area shape="rect" title="est\nfy" alt="" coords="352,691,360,699"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="185,215,231,241"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="148,396,268,423"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="200,420,208,428"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="163,541,171,549"><area shape="rect" title="_iR\nR" alt="" coords="283,239,291,247"><area shape="rect" title="_iR\nR" alt="" coords="211,392,219,400"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="292,239,300,247"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="344,392,352,400"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="353,420,361,428"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="375,691,383,699"></map>
 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
 
@@ -45 +45 @@
 <tr><td></td></tr>
 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="21d96dbfab7c990cb878cad0801c8758"></a><!-- doxytag: member="KFcondQR::KFcondQR" ref="21d96dbfab7c990cb878cad0801c8758" args="(RV rvx, RV rvy, RV rvu)" -->
-&nbsp;</td><td class="memItemRight" valign="bottom"><b>KFcondQR</b> (<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>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3f3968f92c7bbe4b0902d5e14ecc1cb4"></a><!-- doxytag: member="KFcondQR::KFcondQR" ref="3f3968f92c7bbe4b0902d5e14ecc1cb4" args="(RV rvx, RV rvy, RV rvu, RV rvRQ)" -->
+&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKFcondQR.html#3f3968f92c7bbe4b0902d5e14ecc1cb4">KFcondQR</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>, <a class="el" href="classRV.html">RV</a> rvRQ)</td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c9ecf292a85327aa6309c9fd70ceb606"></a><!-- doxytag: member="KFcondQR::condition" ref="c9ecf292a85327aa6309c9fd70ceb606" args="(const vec &amp;RQ)" -->
 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKFcondQR.html#c9ecf292a85327aa6309c9fd70ceb606">condition</a> (const vec &amp;RQ)</td></tr>
@@ -53 +54 @@
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="239b28a0380946f5749b2f8d2807f93a"></a><!-- doxytag: member="KFcondQR::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)" -->
-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>
+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 <a class="el" href="classldmat.html">ldmat</a> &amp;R0, const <a class="el" href="classldmat.html">ldmat</a> &amp;Q0)</td></tr>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="80bcf29466d9a9dd2b8f74699807d0c0"></a><!-- doxytag: member="KFcondQR::set_est" ref="80bcf29466d9a9dd2b8f74699807d0c0" args="(const vec &amp;mu0, const ldmat &amp;P0)" -->
-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>
+void&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>
 
 <tr><td class="mdescLeft">&nbsp;</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> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#a213c57aef55b2645e550bed81cfc0d4">_epdf</a> ()</td></tr>
 
-<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>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="KFcondQR::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
+const <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>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="KFcondQR::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
+double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fa60348b2da6b4208bb95b8d146900a"></a><!-- doxytag: member="KFcondQR::_rvc" ref="3fa60348b2da6b4208bb95b8d146900a" args="() const " -->
+const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">_rvc</a> () const </td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7501230c2fafa3655887d2da23b3184c"></a><!-- doxytag: member="KFcondQR::rvy" ref="7501230c2fafa3655887d2da23b3184c" args="" -->
-<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rvy</b></td></tr>
+<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>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of output rv. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44a16ffd5ac1e6e39bae34fea9e1e498"></a><!-- doxytag: member="KFcondQR::rvu" ref="44a16ffd5ac1e6e39bae34fea9e1e498" args="" -->
-<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><b>rvu</b></td></tr>
+<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>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of exogeneous rv. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="39c8c403b46fa3b8c7da77cb2e3729eb"></a><!-- doxytag: member="KFcondQR::dimx" ref="39c8c403b46fa3b8c7da77cb2e3729eb" args="" -->
-int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
+int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#39c8c403b46fa3b8c7da77cb2e3729eb">dimx</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba17b956df1e38b31fbbc299c8213b6a"></a><!-- doxytag: member="KFcondQR::dimy" ref="ba17b956df1e38b31fbbc299c8213b6a" args="" -->
-int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr>
+int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a">dimy</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b0153795a1444b6968a86409c778d9ce"></a><!-- doxytag: member="KFcondQR::dimu" ref="b0153795a1444b6968a86409c778d9ce" args="" -->
-int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr>
+int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#b0153795a1444b6968a86409c778d9ce">dimu</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e02efe86ee91e9c74b93b425fe060b9"></a><!-- doxytag: member="KFcondQR::A" ref="5e02efe86ee91e9c74b93b425fe060b9" args="" -->
-mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr>
+mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5e02efe86ee91e9c74b93b425fe060b9">A</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dc87704284a6c0bca13bf51f4345a50a"></a><!-- doxytag: member="KFcondQR::B" ref="dc87704284a6c0bca13bf51f4345a50a" args="" -->
-mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr>
+mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#dc87704284a6c0bca13bf51f4345a50a">B</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86a805cd6515872d1132ad0d6eb5dc13"></a><!-- doxytag: member="KFcondQR::C" ref="86a805cd6515872d1132ad0d6eb5dc13" args="" -->
-mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr>
+mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#86a805cd6515872d1132ad0d6eb5dc13">C</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d69f774ba3335c970c1c5b1d182f4dd1"></a><!-- doxytag: member="KFcondQR::D" ref="d69f774ba3335c970c1c5b1d182f4dd1" args="" -->
-mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr>
+mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d69f774ba3335c970c1c5b1d182f4dd1">D</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b69015c800eb93f3ee49da23a6f55d9"></a><!-- doxytag: member="KFcondQR::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" -->
+<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>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11d171dc0e0ab111c56a70f98b97b3ec"></a><!-- doxytag: member="KFcondQR::R" ref="11d171dc0e0ab111c56a70f98b97b3ec" args="" -->
-ldmat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
+<a class="el" href="classldmat.html">ldmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#11d171dc0e0ab111c56a70f98b97b3ec">R</a></td></tr>
 
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b69015c800eb93f3ee49da23a6f55d9"></a><!-- doxytag: member="KFcondQR::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" -->
-ldmat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr>
-
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5568c74bac67ae6d3b1061dba60c9424"></a><!-- doxytag: member="KFcondQR::est" ref="5568c74bac67ae6d3b1061dba60c9424" args="" -->
-<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>
+<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>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density on $x_t$ <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e580ab06483952bd03f2e651763e184f"></a><!-- doxytag: member="KFcondQR::fy" ref="e580ab06483952bd03f2e651763e184f" args="" -->
-<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>
+<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>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">preditive density on $y_t$ <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d422f51467c7a06174af2476d2826132"></a><!-- doxytag: member="KFcondQR::_K" ref="d422f51467c7a06174af2476d2826132" args="" -->
-mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
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+<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>
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@@ -148 +179 @@
 <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>
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+<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#9ba793c8ec453f04d372d17195ed8dec">rvc</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Identificator of the conditioning variable. <br></td></tr>
 </table>
 <hr><a name="_details"></a><h2>Detailed Description</h2>
 <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. <hr>The documentation for this class was generated from the following files:<ul>
 <li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a><li>work/mixpp/bdm/estim/libKF.cpp</ul>
-<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:52 2008 for mixpp by&nbsp;
+<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 5 15:40:08 2008 for mixpp by&nbsp;
 <a href="http://www.doxygen.org/index.html">
 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>