Changeset 397 for library/doc/html/classbdm_1_1KalmanCh.html
- Timestamp:
- 06/24/09 21:56:30 (16 years ago)
- Files:
-
- 1 modified
Legend:
- Unmodified
- Added
- Removed
-
library/doc/html/classbdm_1_1KalmanCh.html
r396 r397 72 72 <a href="#_details">More...</a> 73 73 <p> 74 <<<<<<< HEAD:library/doc/html/classbdm_1_1KalmanCh.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_1KalmanCh.html 75 79 <p> 76 80 … … 142 146 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> 143 147 144 <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}) $" src="form_ 52.png">. <br></td></tr>148 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a predictive density <img class="formulaInl" alt="$ f(d_{t+1} |d_{t}, \ldots d_{0}) $" src="form_14.png">. <br></td></tr> 145 149 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="598b25e3f3d96a5bc00a5faeb5b3c912"></a><!-- doxytag: member="bdm::KalmanCh::predictor" ref="598b25e3f3d96a5bc00a5faeb5b3c912" args="() const " --> 146 150 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> … … 345 349 <p> 346 350 The following equality hold::<p class="formulaDsp"> 347 <img class="formulaDsp" alt="\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' & P_{t|t-1}^{0.5}CA'\\ & Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} & KA'\\ & P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]" src="form_ 11.png">351 <img class="formulaDsp" alt="\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' & P_{t|t-1}^{0.5}CA'\\ & Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} & KA'\\ & P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]" src="form_31.png"> 348 352 <p> 349 353 <p> … … 353 357 <p>Reimplemented in <a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>.</p> 354 358 359 <<<<<<< HEAD:library/doc/html/classbdm_1_1KalmanCh.html 355 360 <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> 361 ======= 362 <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> 363 >>>>>>> doc:library/doc/html/classbdm_1_1KalmanCh.html 356 364 357 365 </div> … … 377 385 <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> 378 386 387 <<<<<<< HEAD:library/doc/html/classbdm_1_1KalmanCh.html 379 388 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00768">bdm::BM::logpred_m()</a>.</p> 389 ======= 390 <p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00768">bdm::BM::logpred_m()</a>.</p> 391 >>>>>>> doc:library/doc/html/classbdm_1_1KalmanCh.html 380 392 381 393 </div> 382 394 </div><p> 383 395 <hr>The documentation for this class was generated from the following files:<ul> 396 <<<<<<< HEAD:library/doc/html/classbdm_1_1KalmanCh.html 384 397 <li><a class="el" href="kalman_8h_source.html">kalman.h</a><li>kalman.cpp</ul> 385 398 </div> 386 399 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Jun 24 13:35:50 2009 for mixpp by 400 ======= 401 <li><a class="el" href="kalman_8h-source.html">kalman.h</a><li>kalman.cpp</ul> 402 </div> 403 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Jun 23 19:52:53 2009 for mixpp by 404 >>>>>>> doc:library/doc/html/classbdm_1_1KalmanCh.html 387 405 <a href="http://www.doxygen.org/index.html"> 388 406 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address>