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  • library/doc/html/classbdm_1_1KalmanCh.html

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    6868</div> 
    6969<div class="contents"> 
    70 <h1>bdm::KalmanCh Class Reference</h1><!-- doxytag: class="bdm::KalmanCh" --><!-- doxytag: inherits="Kalman&lt; chmat &gt;" --><a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form.   
     70<h1>bdm::KalmanCh Class Reference</h1><!-- doxytag: class="bdm::KalmanCh" --><!-- doxytag: inherits="Kalman&lt; chmat &gt;" --><a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form.   
    7171<a href="#_details">More...</a> 
    7272<p> 
    … …  
    8585void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#20a4d4c664e8ac8a3f1bb7b0d11c6d87">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;Q0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;R0)</td></tr> 
    8686 
    87 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr> 
    88 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6e169272657ed101f3d128b49c59b890"></a><!-- doxytag: member="bdm::KalmanCh::set_statistics" ref="6e169272657ed101f3d128b49c59b890" args="(const vec &amp;mu0, const chmat &amp;P0)" --> 
     87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set parameters for adapt from <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> <br></td></tr> 
     88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c983b1a2687312ab733d4c859cf83c1e"></a><!-- doxytag: member="bdm::KalmanCh::initialize" ref="c983b1a2687312ab733d4c859cf83c1e" args="()" --> 
     89void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#c983b1a2687312ab733d4c859cf83c1e">initialize</a> ()</td></tr> 
     90 
     91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">initialize internal parametetrs <br></td></tr> 
     92<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#b41fe5540548100b08e1684c3be767b6">bayes</a> (const vec &amp;dt)</td></tr> 
     93 
     94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions.  <a href="#b41fe5540548100b08e1684c3be767b6"></a><br></td></tr> 
     95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13f68cef5b14c8753012ad3ed695689d"></a><!-- doxytag: member="bdm::KalmanCh::from_setting" ref="13f68cef5b14c8753012ad3ed695689d" args="(const Setting &amp;set)" --> 
     96void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#13f68cef5b14c8753012ad3ed695689d">from_setting</a> (const Setting &amp;set)</td></tr> 
     97 
     98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">load basic elements of <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> from structure <br></td></tr> 
     99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d9107617cd5482272ab046849cbfff49"></a><!-- doxytag: member="bdm::KalmanCh::set_statistics" ref="d9107617cd5482272ab046849cbfff49" args="(const vec &amp;mu0, const mat &amp;P0)" --> 
     100void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const mat &amp;P0)</td></tr> 
     101 
     102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28cded9e5f44f654cd383503e4e9694c"></a><!-- doxytag: member="bdm::KalmanCh::set_statistics" ref="28cded9e5f44f654cd383503e4e9694c" args="(const vec &amp;mu0, const chmat &amp;P0)" --> 
    89103void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;P0)</td></tr> 
    90104 
    91 <tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#b41fe5540548100b08e1684c3be767b6">bayes</a> (const vec &amp;dt)</td></tr> 
    92  
    93 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions.  <a href="#b41fe5540548100b08e1684c3be767b6"></a><br></td></tr> 
    94 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9264fc6b173ecb803d2684b883f32c68"></a><!-- doxytag: member="bdm::KalmanCh::set_est" ref="9264fc6b173ecb803d2684b883f32c68" args="(const vec &amp;mu0, const chmat &amp;P0)" --> 
    95 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#9264fc6b173ecb803d2684b883f32c68">set_est</a> (const vec &amp;mu0, const <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;P0)</td></tr> 
    96  
    97 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr> 
    98 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f75e487ff6c129d7012d702030f8c890"></a><!-- doxytag: member="bdm::KalmanCh::posterior" ref="f75e487ff6c129d7012d702030f8c890" args="() const" --> 
    99 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_1Kalman.html#f75e487ff6c129d7012d702030f8c890">posterior</a> () const</td></tr> 
    100  
    101 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    102 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c788ec6e6c6f5f5861ae8a56d8ede277"></a><!-- doxytag: member="bdm::KalmanCh::__K" ref="c788ec6e6c6f5f5861ae8a56d8ede277" args="()" --> 
    103 mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c788ec6e6c6f5f5861ae8a56d8ede277">__K</a> ()</td></tr> 
    104  
    105 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    106 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a250d1dbe7bba861dba2a324520cfa48"></a><!-- doxytag: member="bdm::KalmanCh::_dP" ref="a250d1dbe7bba861dba2a324520cfa48" args="()" --> 
    107 vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a250d1dbe7bba861dba2a324520cfa48">_dP</a> ()</td></tr> 
    108  
    109 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     105<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8b0c3db41eb292edb20b826832c9b5fa"></a><!-- doxytag: member="bdm::KalmanCh::posterior" ref="8b0c3db41eb292edb20b826832c9b5fa" args="() const" --> 
     106const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#8b0c3db41eb292edb20b826832c9b5fa">posterior</a> () const</td></tr> 
     107 
     108<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior <br></td></tr> 
     109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4da2fdd01e9b335b133def9814eb0620"></a><!-- doxytag: member="bdm::KalmanCh::shared_posterior" ref="4da2fdd01e9b335b133def9814eb0620" args="()" --> 
     110<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> 
     111 
     112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">shared posterior <br></td></tr> 
     113<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="34c508e3a9081be46e57634c2079bff4"></a><!-- doxytag: member="bdm::KalmanCh::validate" ref="34c508e3a9081be46e57634c2079bff4" args="()" --> 
     114void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> 
     115 
    110116<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::KalmanCh::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" --> 
    111117virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
    112118 
    113119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr> 
    114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0551e3121091c5199bf4413b50522176"></a><!-- doxytag: member="bdm::KalmanCh::from_setting" ref="0551e3121091c5199bf4413b50522176" args="(const Setting &amp;set)" --> 
    115 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> 
    116  
    117 <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> 
    118120<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::KalmanCh::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " --> 
    119121virtual 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> 
    120122 
    121123<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr> 
    122 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::KalmanCh::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" --> 
    123 virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr> 
    124  
    125 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr> 
     124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::KalmanCh::_dimx" ref="b1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> 
     125int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#b1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> 
     126 
     127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::KalmanCh::_dimy" ref="f3d83a4b39e05df9fb4246fd6ddc2a60" args="()" --> 
     129int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#f3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr> 
     130 
     131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::KalmanCh::_dimu" ref="a238842025a0eaade26d5d79a0e9000e" args="()" --> 
     133int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr> 
     134 
     135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a70f6c8ab37f955f408361150e13c47b"></a><!-- doxytag: member="bdm::KalmanCh::_A" ref="a70f6c8ab37f955f408361150e13c47b" args="()" --> 
     137mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a70f6c8ab37f955f408361150e13c47b">_A</a> ()</td></tr> 
     138 
     139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4272982f976ea9d0ea7c9b7182ed7e3c"></a><!-- doxytag: member="bdm::KalmanCh::_B" ref="4272982f976ea9d0ea7c9b7182ed7e3c" args="()" --> 
     141mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#4272982f976ea9d0ea7c9b7182ed7e3c">_B</a> ()</td></tr> 
     142 
     143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec4c0923e2b5d0c3e5dfe119ffee511e"></a><!-- doxytag: member="bdm::KalmanCh::_C" ref="ec4c0923e2b5d0c3e5dfe119ffee511e" args="()" --> 
     145mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ec4c0923e2b5d0c3e5dfe119ffee511e">_C</a> ()</td></tr> 
     146 
     147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e0757fcc5e0ebaf0bd95f522bf405f06"></a><!-- doxytag: member="bdm::KalmanCh::_D" ref="e0757fcc5e0ebaf0bd95f522bf405f06" args="()" --> 
     149mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#e0757fcc5e0ebaf0bd95f522bf405f06">_D</a> ()</td></tr> 
     150 
     151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c908775f27db8d869b93078862a4934"></a><!-- doxytag: member="bdm::KalmanCh::_Q" ref="4c908775f27db8d869b93078862a4934" args="()" --> 
     153<a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#4c908775f27db8d869b93078862a4934">_Q</a> ()</td></tr> 
     154 
     155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c94418779eb70f6199fa3467c45f316"></a><!-- doxytag: member="bdm::KalmanCh::_R" ref="8c94418779eb70f6199fa3467c45f316" args="()" --> 
     157<a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#8c94418779eb70f6199fa3467c45f316">_R</a> ()</td></tr> 
     158 
     159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    126160<tr><td colspan="2"><div class="groupHeader">Mathematical operations</div></td></tr> 
    127161<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1dee3fddaf021e62d925289660a707dc"></a><!-- doxytag: member="bdm::KalmanCh::bayesB" ref="1dee3fddaf021e62d925289660a707dc" args="(const mat &amp;Dt)" --> 
    … …  
    160194 
    161195<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    162 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="48611c8582706cfa62e832be0972e75d"></a><!-- doxytag: member="bdm::KalmanCh::preA" ref="48611c8582706cfa62e832be0972e75d" args="" --> 
    163 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#48611c8582706cfa62e832be0972e75d">preA</a></td></tr> 
    164  
    165 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre array (triangular matrix) <br></td></tr> 
    166 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bcbd68f51d4b57246e7784ca5900171f"></a><!-- doxytag: member="bdm::KalmanCh::postA" ref="bcbd68f51d4b57246e7784ca5900171f" args="" --> 
    167 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#bcbd68f51d4b57246e7784ca5900171f">postA</a></td></tr> 
    168  
    169 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post array (triangular matrix) <br></td></tr> 
    170 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fe475a1e920b20b63bb342c0e1571f7"></a><!-- doxytag: member="bdm::KalmanCh::rvy" ref="3fe475a1e920b20b63bb342c0e1571f7" args="" --> 
    171 <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#3fe475a1e920b20b63bb342c0e1571f7">rvy</a></td></tr> 
    172  
    173 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of output rv. <br></td></tr> 
    174 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="149e27424fd1a7cc1c998ea088618a94"></a><!-- doxytag: member="bdm::KalmanCh::rvu" ref="149e27424fd1a7cc1c998ea088618a94" args="" --> 
    175 <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#149e27424fd1a7cc1c998ea088618a94">rvu</a></td></tr> 
    176  
    177 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Indetifier of exogeneous rv. <br></td></tr> 
    178 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba7699cdb3b1382a54d3e28b9b7517fa"></a><!-- doxytag: member="bdm::KalmanCh::dimx" ref="ba7699cdb3b1382a54d3e28b9b7517fa" args="" --> 
    179 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba7699cdb3b1382a54d3e28b9b7517fa">dimx</a></td></tr> 
    180  
    181 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr> 
    182 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2c36ba01760bf207b985bf321b7817f"></a><!-- doxytag: member="bdm::KalmanCh::dimy" ref="d2c36ba01760bf207b985bf321b7817f" args="" --> 
    183 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f">dimy</a></td></tr> 
    184  
    185 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr> 
    186 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5136ef617f6ac0e426bea222755d92b"></a><!-- doxytag: member="bdm::KalmanCh::dimu" ref="c5136ef617f6ac0e426bea222755d92b" args="" --> 
    187 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c5136ef617f6ac0e426bea222755d92b">dimu</a></td></tr> 
    188  
    189 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr> 
    190 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a2072e2090c10fac74ad30a023a4ace"></a><!-- doxytag: member="bdm::KalmanCh::A" ref="0a2072e2090c10fac74ad30a023a4ace" args="" --> 
    191 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#0a2072e2090c10fac74ad30a023a4ace">A</a></td></tr> 
    192  
    193 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr> 
    194 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5977b2c81857948a35105f0e7840203c"></a><!-- doxytag: member="bdm::KalmanCh::B" ref="5977b2c81857948a35105f0e7840203c" args="" --> 
    195 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#5977b2c81857948a35105f0e7840203c">B</a></td></tr> 
    196  
    197 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr> 
    198 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="818eba63a23972786a4579ad30294177"></a><!-- doxytag: member="bdm::KalmanCh::C" ref="818eba63a23972786a4579ad30294177" args="" --> 
    199 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#818eba63a23972786a4579ad30294177">C</a></td></tr> 
    200  
    201 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr> 
    202 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b56ac423d0654b5755e4f852a870456"></a><!-- doxytag: member="bdm::KalmanCh::D" ref="7b56ac423d0654b5755e4f852a870456" args="" --> 
    203 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#7b56ac423d0654b5755e4f852a870456">D</a></td></tr> 
    204  
    205 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr> 
    206 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70f8bf19e81b532c60fd3a7a152425ee"></a><!-- doxytag: member="bdm::KalmanCh::Q" ref="70f8bf19e81b532c60fd3a7a152425ee" args="" --> 
    207 <a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee">Q</a></td></tr> 
    208  
    209 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 
    210 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="475b088287cdfbba4dc60a3d027728b7"></a><!-- doxytag: member="bdm::KalmanCh::R" ref="475b088287cdfbba4dc60a3d027728b7" args="" --> 
    211 <a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#475b088287cdfbba4dc60a3d027728b7">R</a></td></tr> 
    212  
    213 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 
    214 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="383f329ff18bbe219254c8b3b916f40d"></a><!-- doxytag: member="bdm::KalmanCh::est" ref="383f329ff18bbe219254c8b3b916f40d" args="" --> 
    215 <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#383f329ff18bbe219254c8b3b916f40d">est</a></td></tr> 
    216  
    217 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density on $x_t$ <br></td></tr> 
     196<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aac28e226fe6cbff5a9ae38d8d025d7a"></a><!-- doxytag: member="bdm::KalmanCh::yrv" ref="aac28e226fe6cbff5a9ae38d8d025d7a" args="" --> 
     197<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> 
     198 
     199<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">id of output <br></td></tr> 
     200<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44d4a8ab05d5311286e1da78b831633e"></a><!-- doxytag: member="bdm::KalmanCh::urv" ref="44d4a8ab05d5311286e1da78b831633e" args="" --> 
     201<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> 
     202 
     203<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">id of input <br></td></tr> 
     204<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd69dfb802465f22dd84d73a180d5c92"></a><!-- doxytag: member="bdm::KalmanCh::_K" ref="bd69dfb802465f22dd84d73a180d5c92" args="" --> 
     205mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#bd69dfb802465f22dd84d73a180d5c92">_K</a></td></tr> 
     206 
     207<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Kalman gain. <br></td></tr> 
     208<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c83599f2541eb01de329f7b0bb35bf43"></a><!-- doxytag: member="bdm::KalmanCh::est" ref="c83599f2541eb01de329f7b0bb35bf43" args="" --> 
     209<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_1chmat.html">chmat</a> &gt; &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c83599f2541eb01de329f7b0bb35bf43">est</a></td></tr> 
     210 
     211<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior <br></td></tr> 
    218212<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ba555c394c429f6831c9bbabfa2c944c"></a><!-- doxytag: member="bdm::KalmanCh::fy" ref="ba555c394c429f6831c9bbabfa2c944c" args="" --> 
    219213<a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; <a class="el" href="classbdm_1_1chmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ba555c394c429f6831c9bbabfa2c944c">fy</a></td></tr> 
    220214 
    221 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">preditive density on $y_t$ <br></td></tr> 
    222 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd69dfb802465f22dd84d73a180d5c92"></a><!-- doxytag: member="bdm::KalmanCh::_K" ref="bd69dfb802465f22dd84d73a180d5c92" args="" --> 
    223 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#bd69dfb802465f22dd84d73a180d5c92">_K</a></td></tr> 
    224  
    225 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">placeholder for Kalman gain <br></td></tr> 
    226 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c249d45258c8578b13858ad3e7b729b1"></a><!-- doxytag: member="bdm::KalmanCh::_yp" ref="c249d45258c8578b13858ad3e7b729b1" args="" --> 
    227 vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#c249d45258c8578b13858ad3e7b729b1">_yp</a></td></tr> 
    228  
    229 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.mu <br></td></tr> 
    230 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2dd268f2d7fbe6382cb8825a1114192a"></a><!-- doxytag: member="bdm::KalmanCh::_Ry" ref="2dd268f2d7fbe6382cb8825a1114192a" args="" --> 
    231 <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#2dd268f2d7fbe6382cb8825a1114192a">_Ry</a></td></tr> 
    232  
    233 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of fy.R <br></td></tr> 
    234 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fa172078091e45561343fa513dd573b0"></a><!-- doxytag: member="bdm::KalmanCh::_mu" ref="fa172078091e45561343fa513dd573b0" args="" --> 
    235 vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#fa172078091e45561343fa513dd573b0">_mu</a></td></tr> 
    236  
    237 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.mu <br></td></tr> 
    238 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="00c27b0bf324f0018497921ca23c71ed"></a><!-- doxytag: member="bdm::KalmanCh::_P" ref="00c27b0bf324f0018497921ca23c71ed" args="" --> 
    239 <a class="el" href="classbdm_1_1chmat.html">chmat</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#00c27b0bf324f0018497921ca23c71ed">_P</a></td></tr> 
    240  
    241 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.R <br></td></tr> 
     215<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">marginal on data f(y|y) <br></td></tr> 
    242216<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c400357e37d27a4834b2b1d9211009ed"></a><!-- doxytag: member="bdm::KalmanCh::drv" ref="c400357e37d27a4834b2b1d9211009ed" args="" --> 
    243217<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> 
    … …  
    252226 
    253227<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> 
     228<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::KalmanCh::dimx" ref="c3120f1c9cd7c3a0ba9944e4a2381f21" args="" --> 
     229int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr> 
     230 
     231<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr> 
     232<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::KalmanCh::dimy" ref="3b784d85ca911866225a79193ae1441f" args="" --> 
     233int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f">dimy</a></td></tr> 
     234 
     235<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr> 
     236<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::KalmanCh::dimu" ref="95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" --> 
     237int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr> 
     238 
     239<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr> 
     240<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::KalmanCh::A" ref="de7d828a8d06cbbd5ac45afeaf9f0c7b" args="" --> 
     241mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#de7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr> 
     242 
     243<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr> 
     244<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::KalmanCh::B" ref="0cdaa906550290b759a1584d02b3ca51" args="" --> 
     245mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#0cdaa906550290b759a1584d02b3ca51">B</a></td></tr> 
     246 
     247<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr> 
     248<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::KalmanCh::C" ref="c7ec82d2200c956cff6dff559bd32ff9" args="" --> 
     249mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr> 
     250 
     251<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr> 
     252<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::KalmanCh::D" ref="d5769a41b34eb518716120cf04dbc23f" args="" --> 
     253mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#d5769a41b34eb518716120cf04dbc23f">D</a></td></tr> 
     254 
     255<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr> 
     256<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::KalmanCh::Q" ref="66248c83836424f1cd7c1b5b9a92cf1f" args="" --> 
     257<a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr> 
     258 
     259<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 
     260<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::KalmanCh::R" ref="11dd3493d62ec9329860386adb3e6084" args="" --> 
     261<a class="el" href="classbdm_1_1chmat.html">chmat</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#11dd3493d62ec9329860386adb3e6084">R</a></td></tr> 
     262 
     263<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 
     264<tr><td colspan="2"><div class="groupHeader">Internal storage - needs initialize()</div></td></tr> 
     265<tr><td colspan="2"><div class="groupText">pre array (triangular matrix) <br><br></div></td></tr> 
     266<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="48611c8582706cfa62e832be0972e75d"></a><!-- doxytag: member="bdm::KalmanCh::preA" ref="48611c8582706cfa62e832be0972e75d" args="" --> 
     267mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>preA</b></td></tr> 
     268 
     269<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bcbd68f51d4b57246e7784ca5900171f"></a><!-- doxytag: member="bdm::KalmanCh::postA" ref="bcbd68f51d4b57246e7784ca5900171f" args="" --> 
     270mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html#bcbd68f51d4b57246e7784ca5900171f">postA</a></td></tr> 
     271 
     272<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post array (triangular matrix) <br></td></tr> 
    254273<tr><td colspan="2"><br><h2>Extension to conditional BM</h2></td></tr> 
    255274<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> 
    … …  
    288307</table> 
    289308<hr><a name="_details"></a><h2>Detailed Description</h2> 
    290 <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form.  
     309<a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form.  
    291310<p> 
    292311Trivial example: <div class="fragment"><pre class="fragment"><span class="preprocessor">#include "<a class="code" href="kalman_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">estim/kalman.h</a>"</span> 
    … …  
    320339        cout &lt;&lt; <span class="stringliteral">"variance: "</span> &lt;&lt; KF.posterior().variance() &lt;&lt; endl; 
    321340} 
    322 </pre></div> <hr><h2>Member Function Documentation</h2> 
     341</pre></div><p> 
     342Complete constructor: <hr><h2>Member Function Documentation</h2> 
    323343<a class="anchor" name="b41fe5540548100b08e1684c3be767b6"></a><!-- doxytag: member="bdm::KalmanCh::bayes" ref="b41fe5540548100b08e1684c3be767b6" args="(const vec &amp;dt)" --> 
    324344<div class="memitem"> 
    … …  
    345365<p> 
    346366Thus this object evaluates only predictors! Not filtering densities.  
    347 <p>Reimplemented from <a class="el" href="classbdm_1_1Kalman.html#4a39330c14eff8d13179e868a1d1aa8c">bdm::Kalman&lt; chmat &gt;</a>.</p> 
     367<p>Implements <a class="el" href="classbdm_1_1BM.html#60b1779a577367c369a932cabd3a6188">bdm::BM</a>.</p> 
    348368 
    349369<p>Reimplemented in <a class="el" href="classbdm_1_1EKFCh.html#4c8609c37290b158f88a31dae4047225">bdm::EKFCh</a>.</p> 
    350370 
    351 <p>References <a class="el" href="chmat_8h-source.html#l00084">bdm::chmat::_Ch()</a>, <a class="el" href="kalman_8h-source.html#l00096">bdm::Kalman&lt; chmat &gt;::_K</a>, <a class="el" href="kalman_8h-source.html#l00102">bdm::Kalman&lt; chmat &gt;::_mu</a>, <a class="el" href="kalman_8h-source.html#l00104">bdm::Kalman&lt; chmat &gt;::_P</a>, <a class="el" href="kalman_8h-source.html#l00100">bdm::Kalman&lt; chmat &gt;::_Ry</a>, <a class="el" href="kalman_8h-source.html#l00098">bdm::Kalman&lt; chmat &gt;::_yp</a>, <a class="el" href="kalman_8h-source.html#l00078">bdm::Kalman&lt; chmat &gt;::A</a>, <a class="el" href="kalman_8h-source.html#l00080">bdm::Kalman&lt; chmat &gt;::B</a>, <a class="el" href="kalman_8h-source.html#l00082">bdm::Kalman&lt; chmat &gt;::C</a>, <a class="el" href="kalman_8h-source.html#l00084">bdm::Kalman&lt; chmat &gt;::D</a>, <a class="el" href="kalman_8h-source.html#l00076">bdm::Kalman&lt; chmat &gt;::dimu</a>, <a class="el" href="kalman_8h-source.html#l00072">bdm::Kalman&lt; chmat &gt;::dimx</a>, <a class="el" href="kalman_8h-source.html#l00074">bdm::Kalman&lt; chmat &gt;::dimy</a>, <a class="el" href="bdmbase_8h-source.html#l00852">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h-source.html#l00049">bdm::eEF::evallog()</a>, <a class="el" href="kalman_8h-source.html#l00093">bdm::Kalman&lt; chmat &gt;::fy</a>, <a class="el" href="bdmbase_8h-source.html#l00850">bdm::BM::ll</a>, <a class="el" href="kalman_8h-source.html#l00148">postA</a>, and <a class="el" href="kalman_8h-source.html#l00146">preA</a>.</p> 
     371<p>References <a class="el" href="chmat_8h-source.html#l00090">bdm::chmat::_Ch()</a>, <a class="el" href="kalman_8h-source.html#l00110">bdm::Kalman&lt; chmat &gt;::_K</a>, <a class="el" href="exp__family_8h-source.html#l00171">bdm::enorm&lt; sq_T &gt;::_mu()</a>, <a class="el" href="exp__family_8h-source.html#l00174">bdm::enorm&lt; sq_T &gt;::_R()</a>, <a class="el" href="kalman_8h-source.html#l00043">bdm::StateSpace&lt; chmat &gt;::A</a>, <a class="el" href="kalman_8h-source.html#l00045">bdm::StateSpace&lt; chmat &gt;::B</a>, <a class="el" href="bdmerror_8h-source.html#l00059">bdm_warning</a>, <a class="el" href="kalman_8h-source.html#l00047">bdm::StateSpace&lt; chmat &gt;::C</a>, <a class="el" href="kalman_8h-source.html#l00049">bdm::StateSpace&lt; chmat &gt;::D</a>, <a class="el" href="kalman_8h-source.html#l00041">bdm::StateSpace&lt; chmat &gt;::dimu</a>, <a class="el" href="kalman_8h-source.html#l00037">bdm::StateSpace&lt; chmat &gt;::dimx</a>, <a class="el" href="kalman_8h-source.html#l00039">bdm::StateSpace&lt; chmat &gt;::dimy</a>, <a class="el" href="kalman_8h-source.html#l00112">bdm::Kalman&lt; chmat &gt;::est</a>, <a class="el" href="bdmbase_8h-source.html#l00850">bdm::BM::evalll</a>, <a class="el" href="exp__family_8h-source.html#l00054">bdm::eEF::evallog()</a>, <a class="el" href="kalman_8h-source.html#l00114">bdm::Kalman&lt; chmat &gt;::fy</a>, <a class="el" href="bdmbase_8h-source.html#l00848">bdm::BM::ll</a>, and <a class="el" href="kalman_8h-source.html#l00172">postA</a>.</p> 
    352372 
    353373</div> 
    … …  
    373393<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> 
    374394 
    375 <p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00886">bdm::BM::logpred_m()</a>.</p> 
     395<p>References <a class="el" href="bdmerror_8h-source.html#l00051">bdm_error</a>.</p> 
     396 
     397<p>Referenced by <a class="el" href="bdmbase_8h-source.html#l00885">bdm::BM::logpred_m()</a>.</p> 
    376398 
    377399</div> 
    … …  
    380402<li><a class="el" href="kalman_8h-source.html">kalman.h</a><li>kalman.cpp</ul> 
    381403</div> 
    382 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by&nbsp; 
     404<hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 29 20:49:46 2009 for mixpp by&nbsp; 
    383405<a href="http://www.doxygen.org/index.html"> 
    384406<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>