Changeset 33 for doc/html/classKalman.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/classKalman.html (modified) (4 diffs)

doc/html/classKalman.html

@@ -31 +31 @@
 <p><center><img src="classKalman__inherit__graph.png" border="0" usemap="#Kalman_3_01sq__T_01_4__inherit__map" alt="Inheritance graph"></center>
 <map name="Kalman_3_01sq__T_01_4__inherit__map">
-<area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" alt="" coords="49,183,185,209"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="113,111,121,119"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="113,179,121,187"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="96,7,139,33"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="5,263,109,289"><area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="133,263,221,289"></map>
+<area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" alt="" coords="119,183,255,209"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="183,111,191,119"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="183,179,191,187"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="165,7,208,33"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="5,263,109,289"><area shape="rect" href="classEKF.html" title="EKF\&lt; ldmat \&gt;" alt="" coords="45,359,160,385"><area shape="rect" href="classKFcondQR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="184,263,272,289"><area shape="rect" href="classKFcondR.html" title="Kalman Filter with conditional diagonal matrices R and Q." alt="" coords="296,263,373,289"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="52,287,60,295"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="79,355,87,363"><area shape="rect" href="classEKF__unQ.html" title="Extended Kalman filter with unknown Q." alt="" coords="63,439,143,465"></map>
 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
 <div class="dynheader">
@@ -68 +68 @@
 <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="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="Kalman::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="Kalman::_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="Kalman::_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 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="Kalman::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="Kalman::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="Kalman::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="Kalman::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="Kalman::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="Kalman::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="Kalman::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="Kalman::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="Kalman::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="Kalman::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" -->
+sq_T&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="Kalman::R" ref="11d171dc0e0ab111c56a70f98b97b3ec" args="" -->
-sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr>
+sq_T&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="Kalman::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" -->
-sq_T&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="Kalman::est" ref="5568c74bac67ae6d3b1061dba60c9424" args="" -->
 <a class="el" href="classenorm.html">enorm</a>&lt; sq_T &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr>
@@ -116 +135 @@
 <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="Kalman::_K" ref="d422f51467c7a06174af2476d2826132" args="" -->
-mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr>
+mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d422f51467c7a06174af2476d2826132">_K</a></td></tr>
 
+<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>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5188eb0329f8561f0b357af329769bf8"></a><!-- doxytag: member="Kalman::_yp" ref="5188eb0329f8561f0b357af329769bf8" args="" -->
-vec *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_yp</b></td></tr>
+vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5188eb0329f8561f0b357af329769bf8">_yp</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.mu <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e17dd745daa8a958035a334a56fa4674"></a><!-- doxytag: member="Kalman::_Ry" ref="e17dd745daa8a958035a334a56fa4674" args="" -->
-sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr>
+sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e17dd745daa8a958035a334a56fa4674">_Ry</a></td></tr>
 
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fbbdf31365f5a5674099599200ea193b"></a><!-- doxytag: member="Kalman::_iRy" ref="fbbdf31365f5a5674099599200ea193b" args="" -->
-sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.R <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8a35bd14afa5a2d9bbd23ad333bec874"></a><!-- doxytag: member="Kalman::_iRy" ref="8a35bd14afa5a2d9bbd23ad333bec874" args="" -->
+sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#8a35bd14afa5a2d9bbd23ad333bec874">_iRy</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.iR <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1f669b5b3421a070cc75d77b55ba734"></a><!-- doxytag: member="Kalman::_mu" ref="d1f669b5b3421a070cc75d77b55ba734" args="" -->
-vec *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_mu</b></td></tr>
+vec *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d1f669b5b3421a070cc75d77b55ba734">_mu</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.mu <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b3388218567128a797e69b109138271d"></a><!-- doxytag: member="Kalman::_P" ref="b3388218567128a797e69b109138271d" args="" -->
-sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_P</b></td></tr>
+sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#b3388218567128a797e69b109138271d">_P</a></td></tr>
 
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b8bb7f870d69993493ba67ce40e7c3e9"></a><!-- doxytag: member="Kalman::_iP" ref="b8bb7f870d69993493ba67ce40e7c3e9" args="" -->
-sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iP</b></td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.R <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13fec2c93d8a132201e28b70270acf5c"></a><!-- doxytag: member="Kalman::_iP" ref="13fec2c93d8a132201e28b70270acf5c" args="" -->
+sq_T *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#13fec2c93d8a132201e28b70270acf5c">_iP</a></td></tr>
 
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.iR <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="Kalman::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
 <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>
@@ -153 +179 @@
  class Kalman&lt; sq_T &gt;</h3>
 
-<a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. <hr>The documentation for this class was generated from the following file:<ul>
+<a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with covariance matrices in square root form. 
+<p>
+Parameter evolution model:<p class="formulaDsp">
+<img class="formulaDsp" alt="\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]" src="form_6.png">
+<p>
+ Observation model: <p class="formulaDsp">
+<img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_7.png">
+<p>
+ Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. <hr>The documentation for this class was generated from the following file:<ul>
 <li>work/mixpp/bdm/estim/<a class="el" href="libKF_8h-source.html">libKF.h</a></ul>
-<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:50 2008 for mixpp by&nbsp;
+<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 5 15:40:07 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>