Changeset 396 for library/doc/html/classbdm_1_1KalmanCh.html
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library/doc/html/classbdm_1_1KalmanCh.html
r385 r396 5 5 <link href="doxygen.css" rel="stylesheet" type="text/css"> 6 6 </head><body> 7 <!-- Generated by Doxygen 1.5. 8-->7 <!-- Generated by Doxygen 1.5.9 --> 8 8 <script type="text/javascript"> 9 9 <!-- … … 69 69 </div> 70 70 <div class="contents"> 71 <h1>bdm::KalmanCh Class Reference</h1><!-- doxytag: class="bdm::KalmanCh" --><!-- doxytag: inherits="Kalman< chmat >" --><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square rootform.71 <h1>bdm::KalmanCh Class Reference</h1><!-- doxytag: class="bdm::KalmanCh" --><!-- doxytag: inherits="Kalman< chmat >" --><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form. 72 72 <a href="#_details">More...</a> 73 73 <p> 74 <code>#include <<a class="el" href=" libKF_8h-source.html">libKF.h</a>></code>74 <code>#include <<a class="el" href="kalman_8h_source.html">kalman.h</a>></code> 75 75 <p> 76 76 … … 112 112 113 113 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" e47a8bd9337478fa4e46d5a2a4336f9a"></a><!-- doxytag: member="bdm::KalmanCh::to_string" ref="e47a8bd9337478fa4e46d5a2a4336f9a" args="()" -->115 virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1 bdmroot.html#e47a8bd9337478fa4e46d5a2a4336f9a">to_string</a> ()</td></tr>114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::KalmanCh::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 115 virtual string </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 116 116 117 117 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" d4602efd3ad9fb9e4532426e4f488df8"></a><!-- doxytag: member="bdm::KalmanCh::from_setting" ref="d4602efd3ad9fb9e4532426e4f488df8" args="(const Setting &root)" -->119 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1 bdmroot.html#d4602efd3ad9fb9e4532426e4f488df8">from_setting</a> (const Setting &root)</td></tr>118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0551e3121091c5199bf4413b50522176"></a><!-- doxytag: member="bdm::KalmanCh::from_setting" ref="0551e3121091c5199bf4413b50522176" args="(const Setting &set)" --> 119 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">from_setting</a> (const Setting &set)</td></tr> 120 120 121 121 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> 122 <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 &root) const " -->123 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1 bdmroot.html#dd74cb898b22b95b7ee528e040a07618">to_setting</a> (Setting &root) const </td></tr>122 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::KalmanCh::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &set) const " --> 123 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &set) const </td></tr> 124 124 125 125 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 126 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" d8cc21ea15fc723065eed5f3100757a5"></a><!-- doxytag: member="bdm::KalmanCh::validate" ref="d8cc21ea15fc723065eed5f3100757a5" args="()" -->127 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1 bdmroot.html#d8cc21ea15fc723065eed5f3100757a5">validate</a> ()</td></tr>126 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::KalmanCh::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> 127 virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> 128 128 129 129 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br></td></tr> … … 146 146 virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 147 147 148 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_130.png">. <br></td></tr>148 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 149 149 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 150 150 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::KalmanCh::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> … … 292 292 </table> 293 293 <hr><a name="_details"></a><h2>Detailed Description</h2> 294 <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square rootform.295 <p> 296 Trivial example: <div class="fragment"><pre class="fragment"><span class="preprocessor">#include <<a class="code" href="libKF_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">estim/libKF.h</a>></span>294 <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form. 295 <p> 296 Trivial example: <div class="fragment"><pre class="fragment"><span class="preprocessor">#include "<a class="code" href="kalman_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">estim/kalman.h</a>"</span> 297 297 <span class="keyword">using namespace </span>bdm; 298 298 … … 353 353 <p>Reimplemented in <a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>.</p> 354 354 355 <p>References <a class="el" href="chmat_8h -source.html#l00067">chmat::_Ch()</a>, <a class="el" href="libKF_8h-source.html#l00099">bdm::Kalman< chmat >::_K</a>, <a class="el" href="libKF_8h-source.html#l00105">bdm::Kalman< chmat >::_mu</a>, <a class="el" href="libKF_8h-source.html#l00107">bdm::Kalman< chmat >::_P</a>, <a class="el" href="libKF_8h-source.html#l00103">bdm::Kalman< chmat >::_Ry</a>, <a class="el" href="libKF_8h-source.html#l00101">bdm::Kalman< chmat >::_yp</a>, <a class="el" href="libKF_8h-source.html#l00081">bdm::Kalman< chmat >::A</a>, <a class="el" href="libKF_8h-source.html#l00083">bdm::Kalman< chmat >::B</a>, <a class="el" href="libKF_8h-source.html#l00085">bdm::Kalman< chmat >::C</a>, <a class="el" href="libKF_8h-source.html#l00087">bdm::Kalman< chmat >::D</a>, <a class="el" href="libKF_8h-source.html#l00079">bdm::Kalman< chmat >::dimu</a>, <a class="el" href="libKF_8h-source.html#l00075">bdm::Kalman< chmat >::dimx</a>, <a class="el" href="libKF_8h-source.html#l00077">bdm::Kalman< chmat >::dimy</a>, <a class="el" href="libBM_8h-source.html#l00657">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#l00096">bdm::Kalman< chmat >::fy</a>, <a class="el" href="libBM_8h-source.html#l00655">bdm::BM::ll</a>, <a class="el" href="libKF_8h-source.html#l00148">postA</a>, and <a class="el" href="libKF_8h-source.html#l00146">preA</a>.</p>355 <p>References <a class="el" href="chmat_8h_source.html#l00067">chmat::_Ch()</a>, <a class="el" href="kalman_8h_source.html#l00099">bdm::Kalman< chmat >::_K</a>, <a class="el" href="kalman_8h_source.html#l00105">bdm::Kalman< chmat >::_mu</a>, <a class="el" href="kalman_8h_source.html#l00107">bdm::Kalman< chmat >::_P</a>, <a class="el" href="kalman_8h_source.html#l00103">bdm::Kalman< chmat >::_Ry</a>, <a class="el" href="kalman_8h_source.html#l00101">bdm::Kalman< chmat >::_yp</a>, <a class="el" href="kalman_8h_source.html#l00081">bdm::Kalman< chmat >::A</a>, <a class="el" href="kalman_8h_source.html#l00083">bdm::Kalman< chmat >::B</a>, <a class="el" href="kalman_8h_source.html#l00085">bdm::Kalman< chmat >::C</a>, <a class="el" href="kalman_8h_source.html#l00087">bdm::Kalman< chmat >::D</a>, <a class="el" href="kalman_8h_source.html#l00079">bdm::Kalman< chmat >::dimu</a>, <a class="el" href="kalman_8h_source.html#l00075">bdm::Kalman< chmat >::dimx</a>, <a class="el" href="kalman_8h_source.html#l00077">bdm::Kalman< chmat >::dimy</a>, <a class="el" href="bdmbase_8h_source.html#l00739">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h_source.html#l00050">bdm::eEF::evallog()</a>, <a class="el" href="kalman_8h_source.html#l00096">bdm::Kalman< chmat >::fy</a>, <a class="el" href="bdmbase_8h_source.html#l00737">bdm::BM::ll</a>, <a class="el" href="kalman_8h_source.html#l00148">postA</a>, and <a class="el" href="kalman_8h_source.html#l00146">preA</a>.</p> 356 356 357 357 </div> … … 377 377 <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> 378 378 379 <p>Referenced by <a class="el" href=" libBM_8h-source.html#l00683">bdm::BM::logpred_m()</a>.</p>379 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00768">bdm::BM::logpred_m()</a>.</p> 380 380 381 381 </div> 382 382 </div><p> 383 383 <hr>The documentation for this class was generated from the following files:<ul> 384 <li><a class="el" href=" libKF_8h-source.html">libKF.h</a><li>libKF.cpp</ul>385 </div> 386 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 17 14:13:282009 for mixpp by 384 <li><a class="el" href="kalman_8h_source.html">kalman.h</a><li>kalman.cpp</ul> 385 </div> 386 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:50 2009 for mixpp by 387 387 <a href="http://www.doxygen.org/index.html"> 388 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5. 8</small></address>388 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 389 389 </body> 390 390 </html>