- Timestamp:
- 03/14/08 18:11:21 (17 years ago)
- Location:
- doc/latex
- Files:
-
- 15 added
- 26 modified
Legend:
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doc/latex/annotated.tex
r33 r37 4 4 \item\contentsline{section}{{\bf BM} (Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities )}{\pageref{classBM}}{} 5 5 \item\contentsline{section}{{\bf BMcond} (Conditional Bayesian Filter )}{\pageref{classBMcond}}{} 6 \item\contentsline{section}{{\bf chmat} (Symmetric matrix stored in square root decomposition using upper cholesky )}{\pageref{classchmat}}{} 6 7 \item\contentsline{section}{{\bf constfn} (Class representing function \$f(x) = a\$, here rv is empty )}{\pageref{classconstfn}}{} 7 8 \item\contentsline{section}{{\bf diffbifn} (Class representing a differentiable function of two variables \$f(x,u)\$ )}{\pageref{classdiffbifn}}{} … … 20 21 \item\contentsline{section}{{\bf IMpmsm} (State evolution model for a PMSM drive and its derivative with respect to \$x\$ )}{\pageref{classIMpmsm}}{} 21 22 \item\contentsline{section}{{\bf Kalman$<$ sq\_\-T $>$} (\doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form )}{\pageref{classKalman}}{} 23 \item\contentsline{section}{{\bf KalmanCh} (\doxyref{Kalman}{p.}{classKalman} filter in square root form )}{\pageref{classKalmanCh}}{} 22 24 \item\contentsline{section}{{\bf KalmanFull} (Basic \doxyref{Kalman}{p.}{classKalman} filter with full matrices (education purpose only)! Will be deleted soon! )}{\pageref{classKalmanFull}}{} 23 25 \item\contentsline{section}{{\bf KFcondQR} (\doxyref{Kalman}{p.}{classKalman} Filter with conditional diagonal matrices R and Q )}{\pageref{classKFcondQR}}{} -
doc/latex/classBM.tex
r33 r37 10 10 \begin{center} 11 11 \leavevmode 12 \includegraphics[width=1 68pt]{classBM__inherit__graph}12 \includegraphics[width=192pt]{classBM__inherit__graph} 13 13 \end{center} 14 14 \end{figure} … … 75 75 76 76 77 Implemented in {\bf Kalman$<$ sq\_\-T $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}, {\bf EKF$<$ sq\_\-T $>$} \doxyref{}{p.}{classEKF_c79c62c9b3e0b56b3aaa1b6f1d9a7af7}, {\bf PF} \doxyref{}{p.}{classPF_64f636bbd63bea9efd778214e6b631d3}, {\bf MPF$<$ BM\_\-T $>$} \doxyref{}{p.}{classMPF_55daf8e4b6553dd9f47c692de7931623}, {\bf Kalman$<$ ldmat $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}, and {\bf EKF$<$ ldmat $>$} \doxyref{}{p.}{classEKF_c79c62c9b3e0b56b3aaa1b6f1d9a7af7}.77 Implemented in {\bf Kalman$<$ sq\_\-T $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}, {\bf KalmanCh} \doxyref{}{p.}{classKalmanCh_cca758192846940409822b9bd778d4e1}, {\bf EKF$<$ sq\_\-T $>$} \doxyref{}{p.}{classEKF_c79c62c9b3e0b56b3aaa1b6f1d9a7af7}, {\bf PF} \doxyref{}{p.}{classPF_64f636bbd63bea9efd778214e6b631d3}, {\bf MPF$<$ BM\_\-T $>$} \doxyref{}{p.}{classMPF_55daf8e4b6553dd9f47c692de7931623}, {\bf Kalman$<$ ldmat $>$} \doxyref{}{p.}{classKalman_7750ffd73f261828a32c18aaeb65c75c}, and {\bf EKF$<$ ldmat $>$} \doxyref{}{p.}{classEKF_c79c62c9b3e0b56b3aaa1b6f1d9a7af7}. 78 78 79 79 The documentation for this class was generated from the following file:\begin{CompactItemize} -
doc/latex/classBM__inherit__graph.eps
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doc/latex/classBM__inherit__graph.md5
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doc/latex/classeEF.tex
r33 r37 10 10 \begin{center} 11 11 \leavevmode 12 \includegraphics[width=1 27pt]{classeEF__inherit__graph}12 \includegraphics[width=167pt]{classeEF__inherit__graph} 13 13 \end{center} 14 14 \end{figure} … … 69 69 Returns a sample from the density, $x \sim epdf(rv)$ 70 70 71 Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}, {\bf egamma} \doxyref{}{p.}{classegamma_8e10c0021b5dfdd9cb62c6959b5ef425}, {\bf euni} \doxyref{}{p.}{classeuni_4a0e09392be17beaee120ba98fc038cd}, {\bf eEmp} \doxyref{}{p.}{classeEmp_83f9283f92b805508d896479dc1ccf12}, and {\bf enorm$<$ ldmat $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}.71 Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}, {\bf egamma} \doxyref{}{p.}{classegamma_8e10c0021b5dfdd9cb62c6959b5ef425}, {\bf euni} \doxyref{}{p.}{classeuni_4a0e09392be17beaee120ba98fc038cd}, {\bf eEmp} \doxyref{}{p.}{classeEmp_83f9283f92b805508d896479dc1ccf12}, {\bf enorm$<$ ldmat $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}, and {\bf enorm$<$ chmat $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}. 72 72 73 73 The documentation for this class was generated from the following file:\begin{CompactItemize} -
doc/latex/classeEF__inherit__graph.eps
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doc/latex/classeEF__inherit__graph.md5
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doc/latex/classenorm.tex
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doc/latex/classenorm__inherit__graph.eps
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doc/latex/classenorm__inherit__graph.md5
r30 r37 1 8ef00ac1e18a6d1103fe8e82a9343beb 1 d3183d8236954e3348bb76edfca26b96 -
doc/latex/classepdf.tex
r33 r37 67 67 Returns a sample from the density, $x \sim epdf(rv)$ 68 68 69 Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}, {\bf egamma} \doxyref{}{p.}{classegamma_8e10c0021b5dfdd9cb62c6959b5ef425}, {\bf euni} \doxyref{}{p.}{classeuni_4a0e09392be17beaee120ba98fc038cd}, {\bf eEmp} \doxyref{}{p.}{classeEmp_83f9283f92b805508d896479dc1ccf12}, and {\bf enorm$<$ ldmat $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}.69 Implemented in {\bf enorm$<$ sq\_\-T $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}, {\bf egamma} \doxyref{}{p.}{classegamma_8e10c0021b5dfdd9cb62c6959b5ef425}, {\bf euni} \doxyref{}{p.}{classeuni_4a0e09392be17beaee120ba98fc038cd}, {\bf eEmp} \doxyref{}{p.}{classeEmp_83f9283f92b805508d896479dc1ccf12}, {\bf enorm$<$ ldmat $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}, and {\bf enorm$<$ chmat $>$} \doxyref{}{p.}{classenorm_60b47544f6181ffd4530d3e415ce12c5}. 70 70 71 71 The documentation for this class was generated from the following file:\begin{CompactItemize} -
doc/latex/classepdf__inherit__graph.eps
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doc/latex/classepdf__inherit__graph.md5
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doc/latex/classsqmat.tex
r33 r37 10 10 \begin{center} 11 11 \leavevmode 12 \includegraphics[width= 78pt]{classsqmat__inherit__graph}12 \includegraphics[width=110pt]{classsqmat__inherit__graph} 13 13 \end{center} 14 14 \end{figure} … … 59 59 Virtual class for representation of double symmetric matrices in square-root form. 60 60 61 All operations defined on this class should be optimized for the chose ddecomposition.61 All operations defined on this class should be optimized for the chosen decomposition. 62 62 63 63 \subsection{Member Function Documentation} … … 74 74 BLAS-2b operation. 75 75 76 Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_b36530e155667fe9f1bd58394e50c65a}, and {\bf ldmat} \doxyref{}{p.}{classldmat_0f0f6e083e6d947cf58097ffce3ccd1a}.\index{sqmat@{sqmat}!mult_sym@{mult\_\-sym}}76 Implemented in {\bf chmat} \doxyref{}{p.}{classchmat_bbc2d98d7455b1f38828907d442836bf}, {\bf fsqmat} \doxyref{}{p.}{classfsqmat_b36530e155667fe9f1bd58394e50c65a}, and {\bf ldmat} \doxyref{}{p.}{classldmat_0f0f6e083e6d947cf58097ffce3ccd1a}.\index{sqmat@{sqmat}!mult_sym@{mult\_\-sym}} 77 77 \index{mult_sym@{mult\_\-sym}!sqmat@{sqmat}} 78 78 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym (const mat \& {\em C})\hspace{0.3cm}{\tt [pure virtual]}}\label{classsqmat_60fbbfa9e483b8187c135f787ee53afa} … … 88 88 89 89 90 Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_5530d2756b5d991de755e6121c9a452e}, and {\bf ldmat} \doxyref{}{p.}{classldmat_e967b9425007f0cb6cd59b845f9756d8}.\index{sqmat@{sqmat}!mult_sym_t@{mult\_\-sym\_\-t}}90 Implemented in {\bf chmat} \doxyref{}{p.}{classchmat_66f509f92b0ccf020e2a2a32566e0777}, {\bf fsqmat} \doxyref{}{p.}{classfsqmat_5530d2756b5d991de755e6121c9a452e}, and {\bf ldmat} \doxyref{}{p.}{classldmat_e967b9425007f0cb6cd59b845f9756d8}.\index{sqmat@{sqmat}!mult_sym_t@{mult\_\-sym\_\-t}} 91 91 \index{mult_sym_t@{mult\_\-sym\_\-t}!sqmat@{sqmat}} 92 92 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual void sqmat::mult\_\-sym\_\-t (const mat \& {\em C})\hspace{0.3cm}{\tt [pure virtual]}}\label{classsqmat_6909e906da17725b1b80f3cae7cf3325} … … 102 102 103 103 104 Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_92052a8adc2054b63e42d1373d145c89}, and {\bf ldmat} \doxyref{}{p.}{classldmat_4fd155f38eb6dd5af4bdf9c98a7999a9}.\index{sqmat@{sqmat}!sqrt_mult@{sqrt\_\-mult}}104 Implemented in {\bf chmat} \doxyref{}{p.}{classchmat_07f50d1332b901eee962e8b1913102f7}, {\bf fsqmat} \doxyref{}{p.}{classfsqmat_92052a8adc2054b63e42d1373d145c89}, and {\bf ldmat} \doxyref{}{p.}{classldmat_4fd155f38eb6dd5af4bdf9c98a7999a9}.\index{sqmat@{sqmat}!sqrt_mult@{sqrt\_\-mult}} 105 105 \index{sqrt_mult@{sqrt\_\-mult}!sqmat@{sqmat}} 106 106 \subsubsection{\setlength{\rightskip}{0pt plus 5cm}virtual vec sqmat::sqrt\_\-mult (const vec \& {\em v}) const\hspace{0.3cm}{\tt [pure virtual]}}\label{classsqmat_6b79438b5d7544a9c8e110a145355d8f} … … 111 111 Used e.g. in generating normal samples. 112 112 113 Implemented in {\bf fsqmat} \doxyref{}{p.}{classfsqmat_842a774077ee34ac3c36d180ab33e103}, and {\bf ldmat} \doxyref{}{p.}{classldmat_fc380626ced6f9244fb58c5f0231174d}.113 Implemented in {\bf chmat} \doxyref{}{p.}{classchmat_b22aa239dbaca33e3fb93b4f674d7051}, {\bf fsqmat} \doxyref{}{p.}{classfsqmat_842a774077ee34ac3c36d180ab33e103}, and {\bf ldmat} \doxyref{}{p.}{classldmat_fc380626ced6f9244fb58c5f0231174d}. 114 114 115 115 The documentation for this class was generated from the following file:\begin{CompactItemize} -
doc/latex/classsqmat__inherit__graph.eps
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r33 r37 4 4 \item\contentsline{section}{work/mixpp/bdm/estim/{\bf libKF.h} (Bayesian Filtering for linear Gaussian models (\doxyref{Kalman}{p.}{classKalman} Filter) and extensions )}{\pageref{libKF_8h}}{} 5 5 \item\contentsline{section}{work/mixpp/bdm/estim/{\bf libPF.h} (Bayesian Filtering using stochastic sampling (Particle Filters) )}{\pageref{libPF_8h}}{} 6 \item\contentsline{section}{work/mixpp/bdm/math/{\bf chmat.h} (Matrices in decomposed forms (LDL', LU, UDU', etc) )}{\pageref{chmat_8h}}{} 6 7 \item\contentsline{section}{work/mixpp/bdm/math/{\bf libDC.h} (Matrices in decomposed forms (LDL', LU, UDU', etc) )}{\pageref{libDC_8h}}{} 7 8 \item\contentsline{section}{work/mixpp/bdm/stat/{\bf libBM.h} (Bayesian Models (bm) that use Bayes rule to learn from observations )}{\pageref{libBM_8h}}{} -
doc/latex/hierarchy.tex
r33 r37 14 14 \item \contentsline{section}{KFcondR}{\pageref{classKFcondR}}{} 15 15 \end{CompactList} 16 \item \contentsline{section}{KalmanCh}{\pageref{classKalmanCh}}{} 16 17 \item \contentsline{section}{PF}{\pageref{classPF}}{} 17 18 \begin{CompactList} … … 64 65 \item \contentsline{section}{sqmat}{\pageref{classsqmat}}{} 65 66 \begin{CompactList} 67 \item \contentsline{section}{chmat}{\pageref{classchmat}}{} 66 68 \item \contentsline{section}{fsqmat}{\pageref{classfsqmat}}{} 67 69 \item \contentsline{section}{ldmat}{\pageref{classldmat}}{} -
doc/latex/libDC_8h.tex
r33 r37 19 19 \begin{center} 20 20 \leavevmode 21 \includegraphics[width= 191pt]{libDC_8h__dep__incl}21 \includegraphics[width=232pt]{libDC_8h__dep__incl} 22 22 \end{center} 23 23 \end{figure} … … 31 31 class {\bf ldmat} 32 32 \begin{CompactList}\small\item\em Matrix stored in LD form, (typically known as UD). \item\end{CompactList}\end{CompactItemize} 33 \subsection*{Functions} 34 \begin{CompactItemize} 35 \item 36 void {\bf dydr} (double $\ast$r, double $\ast$f, double $\ast$Dr, double $\ast$Df, double $\ast$R, int jl, int jh, double $\ast$kr, int m, int mx)\label{libDC_8h_4ed56e73b49db8e7f4a63fa926a8dca4} 37 38 \begin{CompactList}\small\item\em Auxiliary function dydr; dyadic reduction. \item\end{CompactList}\item 39 mat {\bf ltuinv} (const mat \&L)\label{libDC_8h_6715d039e6d5d97005cf9e2522dfa474} 40 41 \begin{CompactList}\small\item\em Auxiliary function ltuinv; inversion of a triangular matrix;. \item\end{CompactList}\end{CompactItemize} 33 42 34 43 -
doc/latex/libDC_8h__dep__incl.eps
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doc/latex/libDC_8h__dep__incl.md5
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doc/latex/libKF_8h.tex
r33 r37 6 6 {\tt \#include \char`\"{}../stat/libFN.h\char`\"{}}\par 7 7 {\tt \#include \char`\"{}../stat/libEF.h\char`\"{}}\par 8 {\tt \#include \char`\"{}../math/chmat.h\char`\"{}}\par 8 9 9 10 … … 12 13 \begin{center} 13 14 \leavevmode 14 \includegraphics[width= 203pt]{libKF_8h__incl}15 \includegraphics[width=196pt]{libKF_8h__incl} 15 16 \end{center} 16 17 \end{figure} … … 22 23 class {\bf Kalman$<$ sq\_\-T $>$} 23 24 \begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} filter with covariance matrices in square root form. \item\end{CompactList}\item 25 class {\bf KalmanCh} 26 \begin{CompactList}\small\item\em \doxyref{Kalman}{p.}{classKalman} filter in square root form. \item\end{CompactList}\item 24 27 class {\bf EKF$<$ sq\_\-T $>$} 25 28 \begin{CompactList}\small\item\em Extended \doxyref{Kalman}{p.}{classKalman} Filter. \item\end{CompactList}\item -
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doc/latex/libKF_8h__incl.md5
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doc/latex/refman.tex
r33 r37 21 21 {\large Generated by Doxygen 1.5.3}\\ 22 22 \vspace*{0.5cm} 23 {\small Wed Mar 5 15:40:002008}\\23 {\small Wed Mar 12 16:15:44 2008}\\ 24 24 \end{center} 25 25 \end{titlepage} … … 41 41 \include{classBM} 42 42 \include{classBMcond} 43 \include{classchmat} 43 44 \include{classconstfn} 44 45 \include{classdiffbifn} … … 57 58 \include{classIMpmsm} 58 59 \include{classKalman} 60 \include{classKalmanCh} 59 61 \include{classKalmanFull} 60 62 \include{classKFcondQR} … … 75 77 \input{libKF_8h} 76 78 \include{libPF_8h} 79 \include{chmat_8h} 77 80 \include{libDC_8h} 78 81 \include{libBM_8h}