Changeset 354 for doc/html/classbdm_1_1KalmanCh.html

Timestamp:

06/02/09 10:24:26 (16 years ago)

Author:

smidl

Message:

doc - oprava

Files:

• doc/html/classbdm_1_1KalmanCh.html (modified) (8 diffs)

doc/html/classbdm_1_1KalmanCh.html

@@ -120 +120 @@
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr>
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a80210bbe266bf26f100f342460a313f"></a><!-- doxytag: member="bdm::KalmanCh::to_setting" ref="a80210bbe266bf26f100f342460a313f" args="(Setting &amp;root)" -->
-virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#a80210bbe266bf26f100f342460a313f">to_setting</a> (Setting &amp;root)</td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd74cb898b22b95b7ee528e040a07618"></a><!-- doxytag: member="bdm::KalmanCh::to_setting" ref="dd74cb898b22b95b7ee528e040a07618" args="(Setting &amp;root) const " -->
+virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &amp;root) const </td></tr>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
@@ -138 +138 @@
 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr>
 
-<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_53.png">. <br></td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_52.png">. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::KalmanCh::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " -->
 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr>
@@ -299 +299 @@
         <span class="comment">// matrices</span>
         mat A = eye(dx);
-        mat <a class="code" href="classbdm_1_1Kalman.html#5977b2c81857948a35105f0e7840203c" title="Matrix B.">B</a> = <a class="code" href="group__specmat.html#g4c206300055f51390d03770ea5600da3" title="A Double vector of zeros.">zeros</a>(dx,du);
-        mat <a class="code" href="classbdm_1_1Kalman.html#818eba63a23972786a4579ad30294177" title="Matrix C.">C</a> = eye(dx);
-        mat D = <a class="code" href="group__specmat.html#g4c206300055f51390d03770ea5600da3" title="A Double vector of zeros.">zeros</a>(dy,du);
-        mat <a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a> = eye(dx);
-        mat <a class="code" href="classbdm_1_1Kalman.html#475b088287cdfbba4dc60a3d027728b7" title="Matrix R in square-root form.">R</a> = 0.1*eye(dy);
+        mat B = zeros(dx,du);
+        mat C = eye(dx);
+        mat D = zeros(dy,du);
+        mat Q = eye(dx);
+        mat R = 0.1*eye(dy);
         <span class="comment">//prior</span>
         mat P0 = 100*eye(dx);
-        vec mu0 = <a class="code" href="group__specmat.html#g4c206300055f51390d03770ea5600da3" title="A Double vector of zeros.">zeros</a>(dx);
+        vec mu0 = zeros(dx);
         <span class="comment">// Estimator</span>
         KalmanCh KF;
@@ -313 +313 @@
         <span class="comment">// Estimation loop</span>
         <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i=0;i&lt;100;i++){
-                KF.bayes(<a class="code" href="group__randgen.html#g9ecf5af23567f51abc9af737fdbd872a" title="Generates a random Gaussian (0,1) variable.">randn</a>(dx+du));
+                KF.bayes(randn(dx+du));
         }
         <span class="comment">//print results</span>
@@ -341 +341 @@
 <p>
 The following equality hold::<p class="formulaDsp">
-<img class="formulaDsp" alt="\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' &amp; P_{t|t-1}^{0.5}CA'\\ &amp; Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} &amp; KA'\\ &amp; P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]" src="form_13.png">
+<img class="formulaDsp" alt="\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' &amp; P_{t|t-1}^{0.5}CA'\\ &amp; Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} &amp; KA'\\ &amp; P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]" src="form_11.png">
 <p>
 <p>
@@ -349 +349 @@
 <p>Reimplemented in <a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>.</p>
 
-<p>References <a class="el" href="chmat_8h-source.html#l00067">chmat::_Ch()</a>, <a class="el" href="libKF_8h-source.html#l00098">bdm::Kalman&lt; chmat &gt;::_K</a>, <a class="el" href="libKF_8h-source.html#l00104">bdm::Kalman&lt; chmat &gt;::_mu</a>, <a class="el" href="libKF_8h-source.html#l00106">bdm::Kalman&lt; chmat &gt;::_P</a>, <a class="el" href="libKF_8h-source.html#l00102">bdm::Kalman&lt; chmat &gt;::_Ry</a>, <a class="el" href="libKF_8h-source.html#l00100">bdm::Kalman&lt; chmat &gt;::_yp</a>, <a class="el" href="libKF_8h-source.html#l00080">bdm::Kalman&lt; chmat &gt;::A</a>, <a class="el" href="libKF_8h-source.html#l00082">bdm::Kalman&lt; chmat &gt;::B</a>, <a class="el" href="ls__solve_8cpp-source.html#l00850">itpp::backward_substitution()</a>, <a class="el" href="libKF_8h-source.html#l00084">bdm::Kalman&lt; chmat &gt;::C</a>, <a class="el" href="libKF_8h-source.html#l00086">bdm::Kalman&lt; chmat &gt;::D</a>, <a class="el" href="libKF_8h-source.html#l00078">bdm::Kalman&lt; chmat &gt;::dimu</a>, <a class="el" href="libKF_8h-source.html#l00074">bdm::Kalman&lt; chmat &gt;::dimx</a>, <a class="el" href="libKF_8h-source.html#l00076">bdm::Kalman&lt; chmat &gt;::dimy</a>, <a class="el" href="libBM_8h-source.html#l00664">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00051">bdm::eEF::evallog()</a>, <a class="el" href="libKF_8h-source.html#l00095">bdm::Kalman&lt; chmat &gt;::fy</a>, <a class="el" href="inv_8cpp-source.html#l00109">itpp::inv()</a>, <a class="el" href="itassert_8h-source.html#l00173">it_warning</a>, <a class="el" href="libBM_8h-source.html#l00662">bdm::BM::ll</a>, <a class="el" href="libKF_8h-source.html#l00147">postA</a>, <a class="el" href="libKF_8h-source.html#l00145">preA</a>, and <a class="el" href="qr_8cpp-source.html#l00333">itpp::qr()</a>.</p>
+<p>References <a class="el" href="chmat_8h-source.html#l00067">chmat::_Ch()</a>, <a class="el" href="libKF_8h-source.html#l00098">bdm::Kalman&lt; chmat &gt;::_K</a>, <a class="el" href="libKF_8h-source.html#l00104">bdm::Kalman&lt; chmat &gt;::_mu</a>, <a class="el" href="libKF_8h-source.html#l00106">bdm::Kalman&lt; chmat &gt;::_P</a>, <a class="el" href="libKF_8h-source.html#l00102">bdm::Kalman&lt; chmat &gt;::_Ry</a>, <a class="el" href="libKF_8h-source.html#l00100">bdm::Kalman&lt; chmat &gt;::_yp</a>, <a class="el" href="libKF_8h-source.html#l00080">bdm::Kalman&lt; chmat &gt;::A</a>, <a class="el" href="libKF_8h-source.html#l00082">bdm::Kalman&lt; chmat &gt;::B</a>, <a class="el" href="libKF_8h-source.html#l00084">bdm::Kalman&lt; chmat &gt;::C</a>, <a class="el" href="libKF_8h-source.html#l00086">bdm::Kalman&lt; chmat &gt;::D</a>, <a class="el" href="libKF_8h-source.html#l00078">bdm::Kalman&lt; chmat &gt;::dimu</a>, <a class="el" href="libKF_8h-source.html#l00074">bdm::Kalman&lt; chmat &gt;::dimx</a>, <a class="el" href="libKF_8h-source.html#l00076">bdm::Kalman&lt; chmat &gt;::dimy</a>, <a class="el" href="libBM_8h-source.html#l00665">bdm::BM::evalll</a>, <a class="el" href="libEF_8h-source.html#l00051">bdm::eEF::evallog()</a>, <a class="el" href="libKF_8h-source.html#l00095">bdm::Kalman&lt; chmat &gt;::fy</a>, <a class="el" href="libBM_8h-source.html#l00663">bdm::BM::ll</a>, <a class="el" href="libKF_8h-source.html#l00147">postA</a>, and <a class="el" href="libKF_8h-source.html#l00145">preA</a>.</p>
 
 </div>
@@ -373 +373 @@
 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#080a7e531e3aa06694112863b15bc6a4">bdm::ARX</a>, <a class="el" href="classbdm_1_1MixEF.html#da724da464a75e07521941e430929efa">bdm::MixEF</a>, and <a class="el" href="classbdm_1_1multiBM.html#e157b607c1e3fa91d42aeea44458e2bf">bdm::multiBM</a>.</p>
 
-<p>References <a class="el" href="itassert_8h-source.html#l00126">it_error</a>.</p>
-
-<p>Referenced by <a class="el" href="libBM_8h-source.html#l00690">bdm::BM::logpred_m()</a>.</p>
+<p>Referenced by <a class="el" href="libBM_8h-source.html#l00691">bdm::BM::logpred_m()</a>.</p>
 
 </div>
@@ -382 +380 @@
 <li><a class="el" href="libKF_8h-source.html">libKF.h</a><li>libKF.cpp</ul>
 </div>
-<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:02:18 2009 for mixpp by&nbsp;
+<hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 2 10:11:00 2009 for mixpp by&nbsp;
 <a href="http://www.doxygen.org/index.html">
 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>