Changeset 33 for doc/latex/classKalman.tex

Timestamp:

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

Author:

smidl

Message:

Oprava PF a MPF + jejich implementace pro pmsm system

Files:

• doc/latex/classKalman.tex (modified) (4 diffs)

doc/latex/classKalman.tex

@@ -10 +10 @@
 \begin{center}
 \leavevmode
-\includegraphics[width=103pt]{classKalman__inherit__graph}
+\includegraphics[width=160pt]{classKalman__inherit__graph}
 \end{center}
 \end{figure}
@@ -40 +40 @@
 {\bf epdf} \& {\bf \_\-epdf} ()\label{classKalman_a213c57aef55b2645e550bed81cfc0d4}
 
-\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}\item 
+\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
 void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9}
 
-\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\end{CompactItemize}
+\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
+const {\bf RV} \& {\bf \_\-rv} () const \label{classBM_126bd2595c48e311fc2a7ab72876092a}
+
+\begin{CompactList}\small\item\em access function \item\end{CompactList}\item 
+double {\bf \_\-ll} () const \label{classBM_87f4a547d2c29180be88175e5eab9c88}
+
+\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
 \subsection*{Protected Attributes}
 \begin{CompactItemize}
 \item 
-{\bf RV} \textbf{rvy}\label{classKalman_7501230c2fafa3655887d2da23b3184c}
+{\bf RV} {\bf rvy}\label{classKalman_7501230c2fafa3655887d2da23b3184c}
 
-\item 
-{\bf RV} \textbf{rvu}\label{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498}
+\begin{CompactList}\small\item\em Indetifier of output rv. \item\end{CompactList}\item 
+{\bf RV} {\bf rvu}\label{classKalman_44a16ffd5ac1e6e39bae34fea9e1e498}
 
-\item 
-int \textbf{dimx}\label{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb}
+\begin{CompactList}\small\item\em Indetifier of exogeneous rv. \item\end{CompactList}\item 
+int {\bf dimx}\label{classKalman_39c8c403b46fa3b8c7da77cb2e3729eb}
 
-\item 
-int \textbf{dimy}\label{classKalman_ba17b956df1e38b31fbbc299c8213b6a}
+\begin{CompactList}\small\item\em cache of rv.count() \item\end{CompactList}\item 
+int {\bf dimy}\label{classKalman_ba17b956df1e38b31fbbc299c8213b6a}
 
-\item 
-int \textbf{dimu}\label{classKalman_b0153795a1444b6968a86409c778d9ce}
+\begin{CompactList}\small\item\em cache of rvy.count() \item\end{CompactList}\item 
+int {\bf dimu}\label{classKalman_b0153795a1444b6968a86409c778d9ce}
 
-\item 
-mat \textbf{A}\label{classKalman_5e02efe86ee91e9c74b93b425fe060b9}
+\begin{CompactList}\small\item\em cache of rvu.count() \item\end{CompactList}\item 
+mat {\bf A}\label{classKalman_5e02efe86ee91e9c74b93b425fe060b9}
 
-\item 
-mat \textbf{B}\label{classKalman_dc87704284a6c0bca13bf51f4345a50a}
+\begin{CompactList}\small\item\em Matrix A. \item\end{CompactList}\item 
+mat {\bf B}\label{classKalman_dc87704284a6c0bca13bf51f4345a50a}
 
-\item 
-mat \textbf{C}\label{classKalman_86a805cd6515872d1132ad0d6eb5dc13}
+\begin{CompactList}\small\item\em Matrix B. \item\end{CompactList}\item 
+mat {\bf C}\label{classKalman_86a805cd6515872d1132ad0d6eb5dc13}
 
-\item 
-mat \textbf{D}\label{classKalman_d69f774ba3335c970c1c5b1d182f4dd1}
+\begin{CompactList}\small\item\em Matrix C. \item\end{CompactList}\item 
+mat {\bf D}\label{classKalman_d69f774ba3335c970c1c5b1d182f4dd1}
 
-\item 
-sq\_\-T \textbf{R}\label{classKalman_11d171dc0e0ab111c56a70f98b97b3ec}
+\begin{CompactList}\small\item\em Matrix D. \item\end{CompactList}\item 
+sq\_\-T {\bf Q}\label{classKalman_9b69015c800eb93f3ee49da23a6f55d9}
 
-\item 
-sq\_\-T \textbf{Q}\label{classKalman_9b69015c800eb93f3ee49da23a6f55d9}
+\begin{CompactList}\small\item\em Matrix Q in square-root form. \item\end{CompactList}\item 
+sq\_\-T {\bf R}\label{classKalman_11d171dc0e0ab111c56a70f98b97b3ec}
 
-\item 
+\begin{CompactList}\small\item\em Matrix R in square-root form. \item\end{CompactList}\item 
 {\bf enorm}$<$ sq\_\-T $>$ {\bf est}\label{classKalman_5568c74bac67ae6d3b1061dba60c9424}
 
@@ -86 +92 @@
 
 \begin{CompactList}\small\item\em preditive density on \$y\_\-t\$ \item\end{CompactList}\item 
-mat \textbf{\_\-K}\label{classKalman_d422f51467c7a06174af2476d2826132}
+mat {\bf \_\-K}\label{classKalman_d422f51467c7a06174af2476d2826132}
 
-\item 
-vec $\ast$ \textbf{\_\-yp}\label{classKalman_5188eb0329f8561f0b357af329769bf8}
+\begin{CompactList}\small\item\em placeholder for \doxyref{Kalman}{p.}{classKalman} gain \item\end{CompactList}\item 
+vec $\ast$ {\bf \_\-yp}\label{classKalman_5188eb0329f8561f0b357af329769bf8}
 
-\item 
-sq\_\-T $\ast$ \textbf{\_\-Ry}\label{classKalman_e17dd745daa8a958035a334a56fa4674}
+\begin{CompactList}\small\item\em cache of fy.mu \item\end{CompactList}\item 
+sq\_\-T $\ast$ {\bf \_\-Ry}\label{classKalman_e17dd745daa8a958035a334a56fa4674}
 
-\item 
-sq\_\-T $\ast$ \textbf{\_\-iRy}\label{classKalman_fbbdf31365f5a5674099599200ea193b}
+\begin{CompactList}\small\item\em cache of fy.R \item\end{CompactList}\item 
+sq\_\-T $\ast$ {\bf \_\-iRy}\label{classKalman_8a35bd14afa5a2d9bbd23ad333bec874}
 
-\item 
-vec $\ast$ \textbf{\_\-mu}\label{classKalman_d1f669b5b3421a070cc75d77b55ba734}
+\begin{CompactList}\small\item\em cache of fy.iR \item\end{CompactList}\item 
+vec $\ast$ {\bf \_\-mu}\label{classKalman_d1f669b5b3421a070cc75d77b55ba734}
 
-\item 
-sq\_\-T $\ast$ \textbf{\_\-P}\label{classKalman_b3388218567128a797e69b109138271d}
+\begin{CompactList}\small\item\em cache of est.mu \item\end{CompactList}\item 
+sq\_\-T $\ast$ {\bf \_\-P}\label{classKalman_b3388218567128a797e69b109138271d}
 
-\item 
-sq\_\-T $\ast$ \textbf{\_\-iP}\label{classKalman_b8bb7f870d69993493ba67ce40e7c3e9}
+\begin{CompactList}\small\item\em cache of est.R \item\end{CompactList}\item 
+sq\_\-T $\ast$ {\bf \_\-iP}\label{classKalman_13fec2c93d8a132201e28b70270acf5c}
 
-\item 
+\begin{CompactList}\small\item\em cache of est.iR \item\end{CompactList}\item 
 {\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88}
 
@@ -123 +129 @@
 \doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form. 
 
+Parameter evolution model:\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \] Observation model: \[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \] Where \$e\_\-t\$ and \$w\_\-t\$ are independent vectors Normal(0,1)-distributed disturbances. 
+
 The documentation for this class was generated from the following file:\begin{CompactItemize}
 \item