Changeset 538 for library/doc/html/classbdm_1_1EKFCh.html
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- 08/16/09 18:14:04 (15 years ago)
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library/doc/html/classbdm_1_1EKFCh.html (modified) (11 diffs)
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library/doc/html/classbdm_1_1EKFCh.html
r472 r538 5 5 <link href="doxygen.css" rel="stylesheet" type="text/css"> 6 6 </head><body> 7 <!-- Generated by Doxygen 1.5. 9-->7 <!-- Generated by Doxygen 1.5.8 --> 8 8 <script type="text/javascript"> 9 9 <!-- … … 71 71 <a href="#_details">More...</a> 72 72 <p> 73 <code>#include <<a class="el" href="kalman_8h _source.html">kalman.h</a>></code>73 <code>#include <<a class="el" href="kalman_8h-source.html">kalman.h</a>></code> 74 74 <p> 75 75 … … 82 82 83 83 <tr><td class="mdescLeft"> </td><td class="mdescRight">copy constructor duplicated - calls different set_parameters <br></td></tr> 84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 50f9fbffad721f35e5ccb75d0f6b842a"></a><!-- doxytag: member="bdm::EKFCh::set_parameters" ref="50f9fbffad721f35e5ccb75d0f6b842a" args="(diffbifn *pfxu, diffbifn *phxu, const chmat Q0, const chmat R0)" -->85 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html# 50f9fbffad721f35e5ccb75d0f6b842a">set_parameters</a> (<a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *<a class="el" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3">pfxu</a>, <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *<a class="el" href="classbdm_1_1EKFCh.html#6b34c69641826322467b704e8252f317">phxu</a>, const <a class="el" href="classchmat.html">chmat</a> Q0, const <a class="el" href="classchmat.html">chmat</a> R0)</td></tr>84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd1697a0b3ac2e17c0c56a90a4dbfad1"></a><!-- doxytag: member="bdm::EKFCh::set_parameters" ref="cd1697a0b3ac2e17c0c56a90a4dbfad1" args="(const shared_ptr< diffbifn > &pfxu, const shared_ptr< diffbifn > &phxu, const chmat Q0, const chmat R0)" --> 85 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#cd1697a0b3ac2e17c0c56a90a4dbfad1">set_parameters</a> (const <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> > &<a class="el" href="classbdm_1_1EKFCh.html#5dc1964a6058057c9e17ea3c2f33bd2a">pfxu</a>, const <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> > &<a class="el" href="classbdm_1_1EKFCh.html#27c29351b2cc8248c011af506208e8d1">phxu</a>, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> Q0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> R0)</td></tr> 86 86 87 87 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> … … 94 94 95 95 <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> 96 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d79c41f896d470944f2fd3826ed05f4"></a><!-- doxytag: member="bdm::EKFCh::posterior" ref="1d79c41f896d470944f2fd3826ed05f4" args="()" --> 97 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classbdm_1_1chmat.html">chmat</a> > & </td><td class="memItemRight" valign="bottom"><b>posterior</b> ()</td></tr> 98 96 99 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="20a4d4c664e8ac8a3f1bb7b0d11c6d87"></a><!-- doxytag: member="bdm::EKFCh::set_parameters" ref="20a4d4c664e8ac8a3f1bb7b0d11c6d87" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const chmat &Q0, const chmat &R0)" --> 97 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#20a4d4c664e8ac8a3f1bb7b0d11c6d87">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="class chmat.html">chmat</a> &Q0, const <a class="el" href="classchmat.html">chmat</a> &R0)</td></tr>100 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#20a4d4c664e8ac8a3f1bb7b0d11c6d87">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &Q0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &R0)</td></tr> 98 101 99 102 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr> 100 103 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e169272657ed101f3d128b49c59b890"></a><!-- doxytag: member="bdm::EKFCh::set_statistics" ref="6e169272657ed101f3d128b49c59b890" args="(const vec &mu0, const chmat &P0)" --> 101 void </td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &mu0, const <a class="el" href="class chmat.html">chmat</a> &P0)</td></tr>104 void </td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &mu0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &P0)</td></tr> 102 105 103 106 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9264fc6b173ecb803d2684b883f32c68"></a><!-- doxytag: member="bdm::EKFCh::set_est" ref="9264fc6b173ecb803d2684b883f32c68" args="(const vec &mu0, const chmat &P0)" --> 104 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#9264fc6b173ecb803d2684b883f32c68">set_est</a> (const vec &mu0, const <a class="el" href="class chmat.html">chmat</a> &P0)</td></tr>107 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#9264fc6b173ecb803d2684b883f32c68">set_est</a> (const vec &mu0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &P0)</td></tr> 105 108 106 109 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr> … … 109 112 110 113 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 111 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c34989b1e53c7d4ecdaea63a95ddbd77"></a><!-- doxytag: member="bdm::EKFCh::_e" ref="c34989b1e53c7d4ecdaea63a95ddbd77" args="() const" -->112 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classchmat.html">chmat</a> > * </td><td class="memItemRight" valign="bottom"><b>_e</b> () const</td></tr>113 114 114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c788ec6e6c6f5f5861ae8a56d8ede277"></a><!-- doxytag: member="bdm::EKFCh::__K" ref="c788ec6e6c6f5f5861ae8a56d8ede277" args="()" --> 115 115 mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c788ec6e6c6f5f5861ae8a56d8ede277">__K</a> ()</td></tr> … … 150 150 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> 151 151 152 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr>152 <tr><td class="mdescLeft"> </td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_131.png">. <br></td></tr> 153 153 <tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 154 154 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::EKFCh::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> … … 168 168 169 169 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 170 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" e1e895f994398a55bc425551fc275ba3"></a><!-- doxytag: member="bdm::EKFCh::pfxu" ref="e1e895f994398a55bc425551fc275ba3" args="" -->171 <a class="el" href="classbdm_1_1 diffbifn.html">diffbifn</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3">pfxu</a></td></tr>170 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5dc1964a6058057c9e17ea3c2f33bd2a"></a><!-- doxytag: member="bdm::EKFCh::pfxu" ref="5dc1964a6058057c9e17ea3c2f33bd2a" args="" --> 171 <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#5dc1964a6058057c9e17ea3c2f33bd2a">pfxu</a></td></tr> 172 172 173 173 <tr><td class="mdescLeft"> </td><td class="mdescRight">Internal Model f(x,u). <br></td></tr> 174 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 6b34c69641826322467b704e8252f317"></a><!-- doxytag: member="bdm::EKFCh::phxu" ref="6b34c69641826322467b704e8252f317" args="" -->175 <a class="el" href="classbdm_1_1 diffbifn.html">diffbifn</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#6b34c69641826322467b704e8252f317">phxu</a></td></tr>174 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="27c29351b2cc8248c011af506208e8d1"></a><!-- doxytag: member="bdm::EKFCh::phxu" ref="27c29351b2cc8248c011af506208e8d1" args="" --> 175 <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html#27c29351b2cc8248c011af506208e8d1">phxu</a></td></tr> 176 176 177 177 <tr><td class="mdescLeft"> </td><td class="mdescRight">Observation Model h(x,u). <br></td></tr> … … 221 221 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix D. <br></td></tr> 222 222 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70f8bf19e81b532c60fd3a7a152425ee"></a><!-- doxytag: member="bdm::EKFCh::Q" ref="70f8bf19e81b532c60fd3a7a152425ee" args="" --> 223 <a class="el" href="class chmat.html">chmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee">Q</a></td></tr>223 <a class="el" href="classbdm_1_1chmat.html">chmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee">Q</a></td></tr> 224 224 225 225 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 226 226 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="475b088287cdfbba4dc60a3d027728b7"></a><!-- doxytag: member="bdm::EKFCh::R" ref="475b088287cdfbba4dc60a3d027728b7" args="" --> 227 <a class="el" href="class chmat.html">chmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#475b088287cdfbba4dc60a3d027728b7">R</a></td></tr>227 <a class="el" href="classbdm_1_1chmat.html">chmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#475b088287cdfbba4dc60a3d027728b7">R</a></td></tr> 228 228 229 229 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 230 230 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="383f329ff18bbe219254c8b3b916f40d"></a><!-- doxytag: member="bdm::EKFCh::est" ref="383f329ff18bbe219254c8b3b916f40d" args="" --> 231 <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="class chmat.html">chmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#383f329ff18bbe219254c8b3b916f40d">est</a></td></tr>231 <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classbdm_1_1chmat.html">chmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#383f329ff18bbe219254c8b3b916f40d">est</a></td></tr> 232 232 233 233 <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density on $x_t$ <br></td></tr> 234 234 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba555c394c429f6831c9bbabfa2c944c"></a><!-- doxytag: member="bdm::EKFCh::fy" ref="ba555c394c429f6831c9bbabfa2c944c" args="" --> 235 <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="class chmat.html">chmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba555c394c429f6831c9bbabfa2c944c">fy</a></td></tr>235 <a class="el" href="classbdm_1_1enorm.html">enorm</a>< <a class="el" href="classbdm_1_1chmat.html">chmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba555c394c429f6831c9bbabfa2c944c">fy</a></td></tr> 236 236 237 237 <tr><td class="mdescLeft"> </td><td class="mdescRight">preditive density on $y_t$ <br></td></tr> … … 245 245 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of fy.mu <br></td></tr> 246 246 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2dd268f2d7fbe6382cb8825a1114192a"></a><!-- doxytag: member="bdm::EKFCh::_Ry" ref="2dd268f2d7fbe6382cb8825a1114192a" args="" --> 247 <a class="el" href="class chmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#2dd268f2d7fbe6382cb8825a1114192a">_Ry</a></td></tr>247 <a class="el" href="classbdm_1_1chmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#2dd268f2d7fbe6382cb8825a1114192a">_Ry</a></td></tr> 248 248 249 249 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of fy.R <br></td></tr> … … 253 253 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.mu <br></td></tr> 254 254 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="00c27b0bf324f0018497921ca23c71ed"></a><!-- doxytag: member="bdm::EKFCh::_P" ref="00c27b0bf324f0018497921ca23c71ed" args="" --> 255 <a class="el" href="class chmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#00c27b0bf324f0018497921ca23c71ed">_P</a></td></tr>255 <a class="el" href="classbdm_1_1chmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#00c27b0bf324f0018497921ca23c71ed">_P</a></td></tr> 256 256 257 257 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.R <br></td></tr> … … 327 327 <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> 328 328 329 <p>Referenced by <a class="el" href="bdmbase_8h _source.html#l00770">bdm::BM::logpred_m()</a>.</p>329 <p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00886">bdm::BM::logpred_m()</a>.</p> 330 330 331 331 </div> 332 332 </div><p> 333 333 <hr>The documentation for this class was generated from the following files:<ul> 334 <li><a class="el" href="kalman_8h _source.html">kalman.h</a><li>kalman.cpp</ul>334 <li><a class="el" href="kalman_8h-source.html">kalman.h</a><li>kalman.cpp</ul> 335 335 </div> 336 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:06:582009 for mixpp by 336 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by 337 337 <a href="http://www.doxygen.org/index.html"> 338 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5. 9</small></address>338 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 339 339 </body> 340 340 </html>
