# kalman.h File Reference

Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. More...

`#include "../math/functions.h"`
`#include "../stat/exp_family.h"`
`#include "../math/chmat.h"`
`#include "../base/user_info.h"`

Go to the source code of this file.

## Classes
class | bdm::KalmanFull
| Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon! More...
class | bdm::Kalman< sq_T >
| Kalman filter with covariance matrices in square root form. More...
class | bdm::KalmanCh
| Kalman filter in square root form. More...
class | bdm::EKFfull
| Extended Kalman Filter in full matrices. More...
class | bdm::EKF< sq_T >
| Extended Kalman Filter. More...
class | bdm::EKFCh
| Extended Kalman Filter in Square root. More...
class | bdm::KFcondQR
| Kalman Filter with conditional diagonal matrices R and Q. More...
class | bdm::KFcondR
| Kalman Filter with conditional diagonal matrices R and Q. More...
class | bdm::MultiModel
| (Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness). More...
## Functions
| bdm::UIREGISTER (EKFCh)
| bdm::UIREGISTER (MultiModel)

## Detailed Description

Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.

Author:
  Vaclav Smidl.

----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------