Changeset 397 for library/doc/html/classbdm_1_1Kalman.html
- Timestamp:
- 06/24/09 21:56:30 (16 years ago)
- Files:
-
- 1 modified
Legend:
- Unmodified
- Added
- Removed
-
library/doc/html/classbdm_1_1Kalman.html
r396 r397 72 72 <a href="#_details">More...</a> 73 73 <p> 74 <<<<<<< HEAD:library/doc/html/classbdm_1_1Kalman.html 74 75 <code>#include <<a class="el" href="kalman_8h_source.html">kalman.h</a>></code> 76 ======= 77 <code>#include <<a class="el" href="kalman_8h-source.html">kalman.h</a>></code> 78 >>>>>>> doc:library/doc/html/classbdm_1_1Kalman.html 75 79 <p> 76 80 … … 147 151 virtual <a class="el" href="classbdm_1_1epdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#688d7a2aced1e06aa1c468d73a9e5eba">epredictor</a> () const </td></tr> 148 152 149 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_ 52.png">. <br></td></tr>153 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png">. <br></td></tr> 150 154 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::Kalman::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 151 155 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> … … 295 299 <p> 296 300 Parameter evolution model:<p class="formulaDsp"> 297 <img class="formulaDsp" alt="\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]" src="form_ 9.png">301 <img class="formulaDsp" alt="\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]" src="form_29.png"> 298 302 <p> 299 303 Observation model: <p class="formulaDsp"> 300 <img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_ 10.png">304 <img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_30.png"> 301 305 <p> 302 306 Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. <hr><h2>Member Function Documentation</h2> … … 343 347 <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> 344 348 349 <<<<<<< HEAD:library/doc/html/classbdm_1_1Kalman.html 345 350 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00768">bdm::BM::logpred_m()</a>.</p> 351 ======= 352 <p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00768">bdm::BM::logpred_m()</a>.</p> 353 >>>>>>> doc:library/doc/html/classbdm_1_1Kalman.html 346 354 347 355 </div> 348 356 </div><p> 349 357 <hr>The documentation for this class was generated from the following file:<ul> 358 <<<<<<< HEAD:library/doc/html/classbdm_1_1Kalman.html 350 359 <li><a class="el" href="kalman_8h_source.html">kalman.h</a></ul> 351 360 </div> 352 361 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:50 2009 for mixpp by 362 ======= 363 <li><a class="el" href="kalman_8h-source.html">kalman.h</a></ul> 364 </div> 365 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 23 19:52:53 2009 for mixpp by 366 >>>>>>> doc:library/doc/html/classbdm_1_1Kalman.html 353 367 <a href="http://www.doxygen.org/index.html"> 354 368 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>