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  • library/doc/html/classbdm_1_1EKFfull.html

    r472 r538  
    55<link href="doxygen.css" rel="stylesheet" type="text/css"> 
    66</head><body> 
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    99<!-- 
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    7171<a href="#_details">More...</a> 
    7272<p> 
    73 <code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code> 
     73<code>#include &lt;<a class="el" href="kalman_8h-source.html">kalman.h</a>&gt;</code> 
    7474<p> 
    7575 
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    8282 
    8383<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr> 
    84 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="78748da361ba61fef162b0d8956d1743"></a><!-- doxytag: member="bdm::EKFfull::set_parameters" ref="78748da361ba61fef162b0d8956d1743" args="(diffbifn *pfxu, diffbifn *phxu, const mat Q0, const mat R0)" --> 
    85 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#78748da361ba61fef162b0d8956d1743">set_parameters</a> (<a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *<a class="el" href="classbdm_1_1EKFfull.html#016d3ec108a430b1e70cf7d78bb963f4">pfxu</a>, <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *<a class="el" href="classbdm_1_1EKFfull.html#f7cdf9cf74284630b4578a2cb8ba92c7">phxu</a>, const mat Q0, const mat R0)</td></tr> 
     84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8a68f95124a4b01f9ce23225f3c736a4"></a><!-- doxytag: member="bdm::EKFfull::set_parameters" ref="8a68f95124a4b01f9ce23225f3c736a4" args="(const shared_ptr&lt; diffbifn &gt; &amp;pfxu, const shared_ptr&lt; diffbifn &gt; &amp;phxu, const mat Q0, const mat R0)" --> 
     85void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#8a68f95124a4b01f9ce23225f3c736a4">set_parameters</a> (const <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> &gt; &amp;<a class="el" href="classbdm_1_1EKFfull.html#ee5bfb3f09dfa994596c5bc68306f7d6">pfxu</a>, const <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> &gt; &amp;<a class="el" href="classbdm_1_1EKFfull.html#6432c675b1a9b83898b4ff19eab9b45c">phxu</a>, const mat Q0, const mat R0)</td></tr> 
    8686 
    8787<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> 
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    9898 
    9999<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr> 
    100 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3d0e427d4d2fb7ac20358ce629f5d510"></a><!-- doxytag: member="bdm::EKFfull::_e" ref="3d0e427d4d2fb7ac20358ce629f5d510" args="() const " --> 
    101 const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classfsqmat.html">fsqmat</a> &gt; *&nbsp;</td><td class="memItemRight" valign="bottom"><b>_e</b> () const </td></tr> 
    102  
    103100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFfull::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" --> 
    104101const mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr> 
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    141138virtual <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#598b25e3f3d96a5bc00a5faeb5b3c912">predictor</a> () const </td></tr> 
    142139 
    143 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs a conditional density 1-step ahead predictor. <br></td></tr> 
     140<tr><td class="mdescLeft">&nbsp;</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> 
    144141<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    145142<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::EKFfull::_drv" ref="ff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
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    174171 
    175172<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    176 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="016d3ec108a430b1e70cf7d78bb963f4"></a><!-- doxytag: member="bdm::EKFfull::pfxu" ref="016d3ec108a430b1e70cf7d78bb963f4" args="" --> 
    177 <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#016d3ec108a430b1e70cf7d78bb963f4">pfxu</a></td></tr> 
     173<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ee5bfb3f09dfa994596c5bc68306f7d6"></a><!-- doxytag: member="bdm::EKFfull::pfxu" ref="ee5bfb3f09dfa994596c5bc68306f7d6" args="" --> 
     174<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#ee5bfb3f09dfa994596c5bc68306f7d6">pfxu</a></td></tr> 
    178175 
    179176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Internal Model f(x,u). <br></td></tr> 
    180 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7cdf9cf74284630b4578a2cb8ba92c7"></a><!-- doxytag: member="bdm::EKFfull::phxu" ref="f7cdf9cf74284630b4578a2cb8ba92c7" args="" --> 
    181 <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#f7cdf9cf74284630b4578a2cb8ba92c7">phxu</a></td></tr> 
     177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6432c675b1a9b83898b4ff19eab9b45c"></a><!-- doxytag: member="bdm::EKFfull::phxu" ref="6432c675b1a9b83898b4ff19eab9b45c" args="" --> 
     178<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1diffbifn.html">diffbifn</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#6432c675b1a9b83898b4ff19eab9b45c">phxu</a></td></tr> 
    182179 
    183180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation Model h(x,u). <br></td></tr> 
    184181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="400051a1b51e5fe734b2606bbe6b1d03"></a><!-- doxytag: member="bdm::EKFfull::E" ref="400051a1b51e5fe734b2606bbe6b1d03" args="" --> 
    185 <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classfsqmat.html">fsqmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>E</b></td></tr> 
     182<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><b>E</b></td></tr> 
    186183 
    187184<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFfull::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" --> 
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    322319<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> 
    323320 
    324 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l00770">bdm::BM::logpred_m()</a>.</p> 
     321<p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00886">bdm::BM::logpred_m()</a>.</p> 
    325322 
    326323</div> 
    327324</div><p> 
    328325<hr>The documentation for this class was generated from the following files:<ul> 
    329 <li><a class="el" href="kalman_8h_source.html">kalman.h</a><li>kalman.cpp</ul> 
    330 </div> 
    331 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:06:58 2009 for mixpp by&nbsp; 
     326<li><a class="el" href="kalman_8h-source.html">kalman.h</a><li>kalman.cpp</ul> 
     327</div> 
     328<hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by&nbsp; 
    332329<a href="http://www.doxygen.org/index.html"> 
    333 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
     330<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
    334331</body> 
    335332</html>