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  • library/doc/html/classbdm_1_1EKFfull.html

    r538 r590  
    6868</div> 
    6969<div class="contents"> 
    70 <h1>bdm::EKFfull Class Reference</h1><!-- doxytag: class="bdm::EKFfull" --><!-- doxytag: inherits="bdm::KalmanFull,bdm::BM" -->Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices.   
     70<h1>bdm::EKFfull Class Reference</h1><!-- doxytag: class="bdm::EKFfull" --><!-- doxytag: inherits="bdm::KalmanFull" -->Extended <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> Filter in full matrices.   
    7171<a href="#_details">More...</a> 
    7272<p> 
    … …  
    9090 
    9191<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
    92 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1949a9b1496a855cc7c24e619bc52365"></a><!-- doxytag: member="bdm::EKFfull::set_statistics" ref="1949a9b1496a855cc7c24e619bc52365" args="(vec mu0, mat P0)" --> 
    93 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#1949a9b1496a855cc7c24e619bc52365">set_statistics</a> (vec mu0, mat P0)</td></tr> 
     92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44986d667c19bcf7708495a4a5afc841"></a><!-- doxytag: member="bdm::EKFfull::set_statistics" ref="44986d667c19bcf7708495a4a5afc841" args="(const vec &amp;mu0, const mat &amp;P0)" --> 
     93void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#44986d667c19bcf7708495a4a5afc841">set_statistics</a> (const vec &amp;mu0, const mat &amp;P0)</td></tr> 
    9494 
    9595<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set estimates <br></td></tr> 
    96 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7e9a69f36a0a0615c9abb806772ef36d"></a><!-- doxytag: member="bdm::EKFfull::posterior" ref="7e9a69f36a0a0615c9abb806772ef36d" args="() const " --> 
    97 const <a class="el" href="classbdm_1_1epdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#7e9a69f36a0a0615c9abb806772ef36d">posterior</a> () const </td></tr> 
    98  
    99 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dummy! <br></td></tr> 
    10096<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4f57cb8af64b06c530f528c32596d4d"></a><!-- doxytag: member="bdm::EKFfull::_R" ref="d4f57cb8af64b06c530f528c32596d4d" args="()" --> 
    101 const mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_R</b> ()</td></tr> 
     97const mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html#d4f57cb8af64b06c530f528c32596d4d">_R</a> ()</td></tr> 
     98 
     99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28cded9e5f44f654cd383503e4e9694c"></a><!-- doxytag: member="bdm::EKFfull::set_statistics" ref="28cded9e5f44f654cd383503e4e9694c" args="(const vec &amp;mu0, const fsqmat &amp;P0)" --> 
     101void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;P0)</td></tr> 
     102 
     103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8b0c3db41eb292edb20b826832c9b5fa"></a><!-- doxytag: member="bdm::EKFfull::posterior" ref="8b0c3db41eb292edb20b826832c9b5fa" args="() const" --> 
     104const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#8b0c3db41eb292edb20b826832c9b5fa">posterior</a> () const</td></tr> 
     105 
     106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior <br></td></tr> 
     107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4da2fdd01e9b335b133def9814eb0620"></a><!-- doxytag: member="bdm::EKFfull::shared_posterior" ref="4da2fdd01e9b335b133def9814eb0620" args="()" --> 
     108<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#4da2fdd01e9b335b133def9814eb0620">shared_posterior</a> ()</td></tr> 
     109 
     110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">shared posterior <br></td></tr> 
     111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7fe88fc3471cab1911707bcdb6b4690a"></a><!-- doxytag: member="bdm::EKFfull::from_setting" ref="7fe88fc3471cab1911707bcdb6b4690a" args="(const Setting &amp;set)" --> 
     112void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#7fe88fc3471cab1911707bcdb6b4690a">from_setting</a> (const Setting &amp;set)</td></tr> 
     113 
     114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">load basic elements of Kalman from structure <br></td></tr> 
     115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34c508e3a9081be46e57634c2079bff4"></a><!-- doxytag: member="bdm::EKFfull::validate" ref="34c508e3a9081be46e57634c2079bff4" args="()" --> 
     116void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> 
    102117 
    103118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::EKFfull::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 
    … …  
    105120 
    106121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 
    107 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0551e3121091c5199bf4413b50522176"></a><!-- doxytag: member="bdm::EKFfull::from_setting" ref="0551e3121091c5199bf4413b50522176" args="(const Setting &amp;set)" --> 
    108 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">from_setting</a> (const Setting &amp;set)</td></tr> 
    109  
    110 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr> 
    111122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::EKFfull::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
    112123virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr> 
    113124 
    114125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 
    115 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::EKFfull::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> 
    116 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> 
    117  
    118 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr> 
     126<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::EKFfull::set_parameters" ref="7a053883a11a93a979c28c3e6792ce20" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const fsqmat &amp;Q0, const fsqmat &amp;R0)" --> 
     127void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;Q0, const <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &amp;R0)</td></tr> 
     128 
     129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::EKFfull::_dimx" ref="b1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> 
     130int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#b1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> 
     131 
     132<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     133<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::EKFfull::_dimy" ref="f3d83a4b39e05df9fb4246fd6ddc2a60" args="()" --> 
     134int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#f3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr> 
     135 
     136<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     137<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::EKFfull::_dimu" ref="a238842025a0eaade26d5d79a0e9000e" args="()" --> 
     138int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr> 
     139 
     140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     141<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a70f6c8ab37f955f408361150e13c47b"></a><!-- doxytag: member="bdm::EKFfull::_A" ref="a70f6c8ab37f955f408361150e13c47b" args="()" --> 
     142mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a70f6c8ab37f955f408361150e13c47b">_A</a> ()</td></tr> 
     143 
     144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4272982f976ea9d0ea7c9b7182ed7e3c"></a><!-- doxytag: member="bdm::EKFfull::_B" ref="4272982f976ea9d0ea7c9b7182ed7e3c" args="()" --> 
     146mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#4272982f976ea9d0ea7c9b7182ed7e3c">_B</a> ()</td></tr> 
     147 
     148<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     149<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec4c0923e2b5d0c3e5dfe119ffee511e"></a><!-- doxytag: member="bdm::EKFfull::_C" ref="ec4c0923e2b5d0c3e5dfe119ffee511e" args="()" --> 
     150mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ec4c0923e2b5d0c3e5dfe119ffee511e">_C</a> ()</td></tr> 
     151 
     152<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     153<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e0757fcc5e0ebaf0bd95f522bf405f06"></a><!-- doxytag: member="bdm::EKFfull::_D" ref="e0757fcc5e0ebaf0bd95f522bf405f06" args="()" --> 
     154mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#e0757fcc5e0ebaf0bd95f522bf405f06">_D</a> ()</td></tr> 
     155 
     156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     157<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c908775f27db8d869b93078862a4934"></a><!-- doxytag: member="bdm::EKFfull::_Q" ref="4c908775f27db8d869b93078862a4934" args="()" --> 
     158<a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#4c908775f27db8d869b93078862a4934">_Q</a> ()</td></tr> 
     159 
     160<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    119161<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr> 
    120162<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="classbdm_1_1BM.html">BM</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a> () const </td></tr> 
    … …  
    155197void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
    156198 
    157 <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> 
    158 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2defb75e58892615c5f95fd844f3a666"></a><!-- doxytag: member="bdm::EKFfull::mu" ref="2defb75e58892615c5f95fd844f3a666" args="" --> 
    159 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#2defb75e58892615c5f95fd844f3a666">mu</a></td></tr> 
    160  
    161 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Mean value of the posterior density. <br></td></tr> 
    162 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="acacd228e100c3e937de575ad2d7cd9c"></a><!-- doxytag: member="bdm::EKFfull::P" ref="acacd228e100c3e937de575ad2d7cd9c" args="" --> 
    163 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#acacd228e100c3e937de575ad2d7cd9c">P</a></td></tr> 
    164  
    165 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Variance of the posterior density. <br></td></tr> 
    166 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0dba34bfba2aedd8c488692bcd14869b"></a><!-- doxytag: member="bdm::EKFfull::evalll" ref="0dba34bfba2aedd8c488692bcd14869b" args="" --> 
    167 bool&nbsp;</td><td class="memItemRight" valign="bottom"><b>evalll</b></td></tr> 
    168  
    169 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="363ade67bd5a06c6a45c41e4d8afe11e"></a><!-- doxytag: member="bdm::EKFfull::ll" ref="363ade67bd5a06c6a45c41e4d8afe11e" args="" --> 
    170 double&nbsp;</td><td class="memItemRight" valign="bottom"><b>ll</b></td></tr> 
    171  
    172199<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    173200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ee5bfb3f09dfa994596c5bc68306f7d6"></a><!-- doxytag: member="bdm::EKFfull::pfxu" ref="ee5bfb3f09dfa994596c5bc68306f7d6" args="" --> 
    … …  
    179206 
    180207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation Model h(x,u). <br></td></tr> 
    181 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="400051a1b51e5fe734b2606bbe6b1d03"></a><!-- doxytag: member="bdm::EKFfull::E" ref="400051a1b51e5fe734b2606bbe6b1d03" args="" --> 
    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> 
    183  
    184 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="427886a66cde0354e041ddef5aa60eab"></a><!-- doxytag: member="bdm::EKFfull::dimx" ref="427886a66cde0354e041ddef5aa60eab" args="" --> 
    185 int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr> 
    186  
    187 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2b0399b8904ccb81c2098cc3cc85ff8f"></a><!-- doxytag: member="bdm::EKFfull::dimy" ref="2b0399b8904ccb81c2098cc3cc85ff8f" args="" --> 
    188 int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimy</b></td></tr> 
    189  
    190 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8e886b5d535ba7f9a39e66be34116788"></a><!-- doxytag: member="bdm::EKFfull::dimu" ref="8e886b5d535ba7f9a39e66be34116788" args="" --> 
    191 int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimu</b></td></tr> 
    192  
    193 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a24914cfc0297b9f3885df86e5011733"></a><!-- doxytag: member="bdm::EKFfull::A" ref="a24914cfc0297b9f3885df86e5011733" args="" --> 
    194 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>A</b></td></tr> 
    195  
    196 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ef28133db32cc60b710925266c37376d"></a><!-- doxytag: member="bdm::EKFfull::B" ref="ef28133db32cc60b710925266c37376d" args="" --> 
    197 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>B</b></td></tr> 
    198  
    199 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="89ed156e063e19b32df2218bfaef42cf"></a><!-- doxytag: member="bdm::EKFfull::C" ref="89ed156e063e19b32df2218bfaef42cf" args="" --> 
    200 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>C</b></td></tr> 
    201  
    202 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74e9f43b5b4d4a5e012e6178542d3e8f"></a><!-- doxytag: member="bdm::EKFfull::D" ref="74e9f43b5b4d4a5e012e6178542d3e8f" args="" --> 
    203 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>D</b></td></tr> 
    204  
    205 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c1fc8685511d21ba0e1688452105b7c"></a><!-- doxytag: member="bdm::EKFfull::R" ref="5c1fc8685511d21ba0e1688452105b7c" args="" --> 
    206 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>R</b></td></tr> 
    207  
    208 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="17d9a3316ecf81c149c2c1affb11af58"></a><!-- doxytag: member="bdm::EKFfull::Q" ref="17d9a3316ecf81c149c2c1affb11af58" args="" --> 
    209 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>Q</b></td></tr> 
    210  
    211 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7fc60eca2893328d42f92246526d4b9"></a><!-- doxytag: member="bdm::EKFfull::_Pp" ref="f7fc60eca2893328d42f92246526d4b9" args="" --> 
    212 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Pp</b></td></tr> 
    213  
    214 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b85742b33f95077f360a03ca2de05261"></a><!-- doxytag: member="bdm::EKFfull::_Ry" ref="b85742b33f95077f360a03ca2de05261" args="" --> 
    215 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_Ry</b></td></tr> 
    216  
    217 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="09472aa8c06e79944d7637b70bf4e401"></a><!-- doxytag: member="bdm::EKFfull::_iRy" ref="09472aa8c06e79944d7637b70bf4e401" args="" --> 
    218 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_iRy</b></td></tr> 
    219  
    220 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7455b5deee5f14d978c82c5cc9357e29"></a><!-- doxytag: member="bdm::EKFfull::_K" ref="7455b5deee5f14d978c82c5cc9357e29" args="" --> 
    221 mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>_K</b></td></tr> 
    222  
     208<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aac28e226fe6cbff5a9ae38d8d025d7a"></a><!-- doxytag: member="bdm::EKFfull::yrv" ref="aac28e226fe6cbff5a9ae38d8d025d7a" args="" --> 
     209<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#aac28e226fe6cbff5a9ae38d8d025d7a">yrv</a></td></tr> 
     210 
     211<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">id of output <br></td></tr> 
     212<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44d4a8ab05d5311286e1da78b831633e"></a><!-- doxytag: member="bdm::EKFfull::urv" ref="44d4a8ab05d5311286e1da78b831633e" args="" --> 
     213<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#44d4a8ab05d5311286e1da78b831633e">urv</a></td></tr> 
     214 
     215<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">id of input <br></td></tr> 
     216<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd69dfb802465f22dd84d73a180d5c92"></a><!-- doxytag: member="bdm::EKFfull::_K" ref="bd69dfb802465f22dd84d73a180d5c92" args="" --> 
     217mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#bd69dfb802465f22dd84d73a180d5c92">_K</a></td></tr> 
     218 
     219<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Kalman gain. <br></td></tr> 
     220<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c83599f2541eb01de329f7b0bb35bf43"></a><!-- doxytag: member="bdm::EKFfull::est" ref="c83599f2541eb01de329f7b0bb35bf43" args="" --> 
     221<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &gt; &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c83599f2541eb01de329f7b0bb35bf43">est</a></td></tr> 
     222 
     223<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior <br></td></tr> 
     224<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba555c394c429f6831c9bbabfa2c944c"></a><!-- doxytag: member="bdm::EKFfull::fy" ref="ba555c394c429f6831c9bbabfa2c944c" args="" --> 
     225<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"><a class="el" href="classbdm_1_1Kalman.html#ba555c394c429f6831c9bbabfa2c944c">fy</a></td></tr> 
     226 
     227<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">marginal on data f(y|y) <br></td></tr> 
    223228<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::EKFfull::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
    224229<a class="el" href="classbdm_1_1RV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#c400357e37d27a4834b2b1d9211009ed">drv</a></td></tr> 
    … …  
    233238 
    234239<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save computational time. <br></td></tr> 
    235 <tr><td colspan="2"><br><h2>Friends</h2></td></tr> 
    236 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86ba216243ed95bb46d80d88775d16af"></a><!-- doxytag: member="bdm::EKFfull::operator&lt;&lt;" ref="86ba216243ed95bb46d80d88775d16af" args="(std::ostream &amp;os, const KalmanFull &amp;kf)" --> 
    237 std::ostream &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html#86ba216243ed95bb46d80d88775d16af">operator&lt;&lt;</a> (std::ostream &amp;os, const <a class="el" href="classbdm_1_1KalmanFull.html">KalmanFull</a> &amp;kf)</td></tr> 
    238  
    239 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">print elements of KF <br></td></tr> 
     240<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::EKFfull::dimx" ref="c3120f1c9cd7c3a0ba9944e4a2381f21" args="" --> 
     241int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr> 
     242 
     243<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr> 
     244<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::EKFfull::dimy" ref="3b784d85ca911866225a79193ae1441f" args="" --> 
     245int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f">dimy</a></td></tr> 
     246 
     247<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr> 
     248<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::EKFfull::dimu" ref="95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" --> 
     249int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr> 
     250 
     251<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr> 
     252<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::EKFfull::A" ref="de7d828a8d06cbbd5ac45afeaf9f0c7b" args="" --> 
     253mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#de7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr> 
     254 
     255<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr> 
     256<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::EKFfull::B" ref="0cdaa906550290b759a1584d02b3ca51" args="" --> 
     257mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#0cdaa906550290b759a1584d02b3ca51">B</a></td></tr> 
     258 
     259<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr> 
     260<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::EKFfull::C" ref="c7ec82d2200c956cff6dff559bd32ff9" args="" --> 
     261mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr> 
     262 
     263<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr> 
     264<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::EKFfull::D" ref="d5769a41b34eb518716120cf04dbc23f" args="" --> 
     265mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#d5769a41b34eb518716120cf04dbc23f">D</a></td></tr> 
     266 
     267<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr> 
     268<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::EKFfull::Q" ref="66248c83836424f1cd7c1b5b9a92cf1f" args="" --> 
     269<a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr> 
     270 
     271<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 
     272<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::EKFfull::R" ref="11dd3493d62ec9329860386adb3e6084" args="" --> 
     273<a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#11dd3493d62ec9329860386adb3e6084">R</a></td></tr> 
     274 
     275<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 
    240276<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
    241277<tr><td colspan="2">This extension is useful e.g. in Marginalized Particle Filter (<a class="el" href="classbdm_1_1MPF.html">bdm::MPF</a>). Alternatively, it can be used for automated connection to <a class="el" href="classbdm_1_1DS.html" title="Abstract class for discrete-time sources of data.">DS</a> when the condition is observed <br><br></td></tr> 
    … …  
    274310</table> 
    275311<hr><a name="_details"></a><h2>Detailed Description</h2> 
    276 Extended <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> Filter in full matrices.  
     312Extended <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> Filter in full matrices.  
    277313<p> 
    278314An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. <hr><h2>Member Function Documentation</h2> 
    … …  
    295331Copy function required in vectors, Arrays of <a class="el" href="classbdm_1_1BM.html" title="Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities.">BM</a> etc. Have to be DELETED manually! Prototype: <div class="fragment"><pre class="fragment"> BM* <a class="code" href="classbdm_1_1BM.html#40f01563651c1e4fe926189e41a6b8ab">_copy_</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">new</span> BM(*<span class="keyword">this</span>);}  
    296332</pre></div>  
    297 <p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKF.html#fe9b2e227255ad32dc73df316b7318f4">bdm::EKF&lt; sq_T &gt;</a>, <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
     333<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#ca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1KalmanCh.html#24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFCh.html#1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
    298334 
    299335</div> 
    … …  
    319355<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> 
    320356 
    321 <p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00886">bdm::BM::logpred_m()</a>.</p> 
     357<p>References <a class="el" href="bdmerror_8h-source.html#l00051">bdm_error</a>.</p> 
     358 
     359<p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00885">bdm::BM::logpred_m()</a>.</p> 
    322360 
    323361</div> 
    … …  
    326364<li><a class="el" href="kalman_8h-source.html">kalman.h</a><li>kalman.cpp</ul> 
    327365</div> 
    328 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by&nbsp; 
     366<hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 29 20:49:46 2009 for mixpp by&nbsp; 
    329367<a href="http://www.doxygen.org/index.html"> 
    330368<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>