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

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  • doc/latex/classKFcondQR.tex

    r30 r33  
    1717\begin{center} 
    1818\leavevmode 
    19 \includegraphics[height=400pt]{classKFcondQR__coll__graph} 
     19\includegraphics[width=400pt]{classKFcondQR__coll__graph} 
    2020\end{center} 
    2121\end{figure} 
    … …  
    2323\begin{CompactItemize} 
    2424\item  
    25 \textbf{KFcondQR} ({\bf RV} rvx, {\bf RV} rvy, {\bf RV} rvu)\label{classKFcondQR_21d96dbfab7c990cb878cad0801c8758} 
     25{\bf KFcondQR} ({\bf RV} rvx, {\bf RV} {\bf rvy}, {\bf RV} {\bf rvu}, {\bf RV} rvRQ)\label{classKFcondQR_3f3968f92c7bbe4b0902d5e14ecc1cb4} 
    2626 
    27 \item  
     27\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item  
    2828void {\bf condition} (const vec \&RQ)\label{classKFcondQR_c9ecf292a85327aa6309c9fd70ceb606} 
    2929 
    3030\begin{CompactList}\small\item\em Substitute {\tt val} for {\tt rvc}. \item\end{CompactList}\item  
    31 void {\bf set\_\-parameters} (const mat \&A0, const mat \&B0, const mat \&C0, const mat \&D0, const ldmat \&R0, const ldmat \&Q0)\label{classKalman_239b28a0380946f5749b2f8d2807f93a} 
     31void {\bf set\_\-parameters} (const mat \&A0, const mat \&B0, const mat \&C0, const mat \&D0, const {\bf ldmat} \&R0, const {\bf ldmat} \&Q0)\label{classKalman_239b28a0380946f5749b2f8d2807f93a} 
    3232 
    3333\begin{CompactList}\small\item\em Set parameters with check of relevance. \item\end{CompactList}\item  
    34 void {\bf set\_\-est} (const vec \&mu0, const ldmat \&P0)\label{classKalman_80bcf29466d9a9dd2b8f74699807d0c0} 
     34void {\bf set\_\-est} (const vec \&mu0, const {\bf ldmat} \&P0)\label{classKalman_80bcf29466d9a9dd2b8f74699807d0c0} 
    3535 
    3636\begin{CompactList}\small\item\em Set estimate values, used e.g. in initialization. \item\end{CompactList}\item  
    … …  
    4343{\bf epdf} \& {\bf \_\-epdf} ()\label{classKalman_a213c57aef55b2645e550bed81cfc0d4} 
    4444 
    45 \begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\end{CompactItemize} 
     45\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     46const {\bf RV} \& {\bf \_\-rv} () const \label{classBM_126bd2595c48e311fc2a7ab72876092a} 
     47 
     48\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     49double {\bf \_\-ll} () const \label{classBM_87f4a547d2c29180be88175e5eab9c88} 
     50 
     51\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     52const {\bf RV} \& {\bf \_\-rvc} () const \label{classBMcond_3fa60348b2da6b4208bb95b8d146900a} 
     53 
     54\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 
    4655\subsection*{Protected Attributes} 
    4756\begin{CompactItemize} 
    4857\item  
    49 {\bf RV} \textbf{rvy}\label{classKalman_7501230c2fafa3655887d2da23b3184c} 
     58{\bf RV} {\bf rvy}\label{classKalman_7501230c2fafa3655887d2da23b3184c} 
    5059 
    51 \item  
    52 {\bf RV} \textbf{rvu}\label{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498} 
     60\begin{CompactList}\small\item\em Indetifier of output rv. \item\end{CompactList}\item  
     61{\bf RV} {\bf rvu}\label{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498} 
    5362 
    54 \item  
    55 int \textbf{dimx}\label{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb} 
     63\begin{CompactList}\small\item\em Indetifier of exogeneous rv. \item\end{CompactList}\item  
     64int {\bf dimx}\label{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb} 
    5665 
    57 \item  
    58 int \textbf{dimy}\label{classKalman_ba17b956df1e38b31fbbc299c8213b6a} 
     66\begin{CompactList}\small\item\em cache of rv.count() \item\end{CompactList}\item  
     67int {\bf dimy}\label{classKalman_ba17b956df1e38b31fbbc299c8213b6a} 
    5968 
    60 \item  
    61 int \textbf{dimu}\label{classKalman_b0153795a1444b6968a86409c778d9ce} 
     69\begin{CompactList}\small\item\em cache of rvy.count() \item\end{CompactList}\item  
     70int {\bf dimu}\label{classKalman_b0153795a1444b6968a86409c778d9ce} 
    6271 
    63 \item  
    64 mat \textbf{A}\label{classKalman_5e02efe86ee91e9c74b93b425fe060b9} 
     72\begin{CompactList}\small\item\em cache of rvu.count() \item\end{CompactList}\item  
     73mat {\bf A}\label{classKalman_5e02efe86ee91e9c74b93b425fe060b9} 
    6574 
    66 \item  
    67 mat \textbf{B}\label{classKalman_dc87704284a6c0bca13bf51f4345a50a} 
     75\begin{CompactList}\small\item\em Matrix A. \item\end{CompactList}\item  
     76mat {\bf B}\label{classKalman_dc87704284a6c0bca13bf51f4345a50a} 
    6877 
    69 \item  
    70 mat \textbf{C}\label{classKalman_86a805cd6515872d1132ad0d6eb5dc13} 
     78\begin{CompactList}\small\item\em Matrix B. \item\end{CompactList}\item  
     79mat {\bf C}\label{classKalman_86a805cd6515872d1132ad0d6eb5dc13} 
    7180 
    72 \item  
    73 mat \textbf{D}\label{classKalman_d69f774ba3335c970c1c5b1d182f4dd1} 
     81\begin{CompactList}\small\item\em Matrix C. \item\end{CompactList}\item  
     82mat {\bf D}\label{classKalman_d69f774ba3335c970c1c5b1d182f4dd1} 
    7483 
    75 \item  
    76 ldmat \textbf{R}\label{classKalman_11d171dc0e0ab111c56a70f98b97b3ec} 
     84\begin{CompactList}\small\item\em Matrix D. \item\end{CompactList}\item  
     85{\bf ldmat} {\bf Q}\label{classKalman_9b69015c800eb93f3ee49da23a6f55d9} 
    7786 
    78 \item  
    79 ldmat \textbf{Q}\label{classKalman_9b69015c800eb93f3ee49da23a6f55d9} 
     87\begin{CompactList}\small\item\em Matrix Q in square-root form. \item\end{CompactList}\item  
     88{\bf ldmat} {\bf R}\label{classKalman_11d171dc0e0ab111c56a70f98b97b3ec} 
    8089 
    81 \item  
    82 {\bf enorm}$<$ ldmat $>$ {\bf est}\label{classKalman_5568c74bac67ae6d3b1061dba60c9424} 
     90\begin{CompactList}\small\item\em Matrix R in square-root form. \item\end{CompactList}\item  
     91{\bf enorm}$<$ {\bf ldmat} $>$ {\bf est}\label{classKalman_5568c74bac67ae6d3b1061dba60c9424} 
    8392 
    8493\begin{CompactList}\small\item\em posterior density on \$x\_\-t\$ \item\end{CompactList}\item  
    85 {\bf enorm}$<$ ldmat $>$ {\bf fy}\label{classKalman_e580ab06483952bd03f2e651763e184f} 
     94{\bf enorm}$<$ {\bf ldmat} $>$ {\bf fy}\label{classKalman_e580ab06483952bd03f2e651763e184f} 
    8695 
    8796\begin{CompactList}\small\item\em preditive density on \$y\_\-t\$ \item\end{CompactList}\item  
    88 mat \textbf{\_\-K}\label{classKalman_d422f51467c7a06174af2476d2826132} 
     97mat {\bf \_\-K}\label{classKalman_d422f51467c7a06174af2476d2826132} 
    8998 
    90 \item  
    91 vec $\ast$ \textbf{\_\-yp}\label{classKalman_5188eb0329f8561f0b357af329769bf8} 
     99\begin{CompactList}\small\item\em placeholder for \doxyref{Kalman}{p.}{classKalman} gain \item\end{CompactList}\item  
     100vec $\ast$ {\bf \_\-yp}\label{classKalman_5188eb0329f8561f0b357af329769bf8} 
    92101 
    93 \item  
    94 ldmat $\ast$ \textbf{\_\-Ry}\label{classKalman_e17dd745daa8a958035a334a56fa4674} 
     102\begin{CompactList}\small\item\em cache of fy.mu \item\end{CompactList}\item  
     103{\bf ldmat} $\ast$ {\bf \_\-Ry}\label{classKalman_e17dd745daa8a958035a334a56fa4674} 
    95104 
    96 \item  
    97 ldmat $\ast$ \textbf{\_\-iRy}\label{classKalman_fbbdf31365f5a5674099599200ea193b} 
     105\begin{CompactList}\small\item\em cache of fy.R \item\end{CompactList}\item  
     106{\bf ldmat} $\ast$ {\bf \_\-iRy}\label{classKalman_8a35bd14afa5a2d9bbd23ad333bec874} 
    98107 
    99 \item  
    100 vec $\ast$ \textbf{\_\-mu}\label{classKalman_d1f669b5b3421a070cc75d77b55ba734} 
     108\begin{CompactList}\small\item\em cache of fy.iR \item\end{CompactList}\item  
     109vec $\ast$ {\bf \_\-mu}\label{classKalman_d1f669b5b3421a070cc75d77b55ba734} 
    101110 
    102 \item  
    103 ldmat $\ast$ \textbf{\_\-P}\label{classKalman_b3388218567128a797e69b109138271d} 
     111\begin{CompactList}\small\item\em cache of est.mu \item\end{CompactList}\item  
     112{\bf ldmat} $\ast$ {\bf \_\-P}\label{classKalman_b3388218567128a797e69b109138271d} 
    104113 
    105 \item  
    106 ldmat $\ast$ \textbf{\_\-iP}\label{classKalman_b8bb7f870d69993493ba67ce40e7c3e9} 
     114\begin{CompactList}\small\item\em cache of est.R \item\end{CompactList}\item  
     115{\bf ldmat} $\ast$ {\bf \_\-iP}\label{classKalman_13fec2c93d8a132201e28b70270acf5c} 
    107116 
    108 \item  
     117\begin{CompactList}\small\item\em cache of est.iR \item\end{CompactList}\item  
    109118{\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88} 
    110119 
    … …  
    116125 
    117126\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\item  
    118 {\bf RV} \textbf{rvc}\label{classBMcond_9ba793c8ec453f04d372d17195ed8dec} 
     127{\bf RV} {\bf rvc}\label{classBMcond_9ba793c8ec453f04d372d17195ed8dec} 
    119128 
    120 \end{CompactItemize} 
     129\begin{CompactList}\small\item\em Identificator of the conditioning variable. \item\end{CompactList}\end{CompactItemize} 
    121130 
    122131