# ekf_template.h File Reference

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

`#include "kalman.h"`

Go to the source code of this file.

## Classes
class | bdm::EKFful_unQR
| Extended Kalman filter with unknown `Q` and `R`. More...
class | bdm::EKFCh_dQ
| Extended Kalman filter in Choleski form with unknown diagonal `Q`. More...
class | bdm::EKFCh_chQ
| Extended Kalman filter in Choleski form with unknown `Q`. More...
class | bdm::EKFCh_cond
| Extended Kalman filter with unknown parameters in `IM`. More...

## 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 -----------------------------------