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08/29/09 20:54:10 (15 years ago)
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  • library/doc/html/kalman.html

    r538 r590  
    6969Both prior and posterior densities on the state are Gaussian, i.e. of the class enorm.<p> 
    7070There is a range of classes that implements this functionality, namely:<ul> 
    71 <li><a class="el" href="classbdm_1_1KalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted...">bdm::KalmanFull</a> which implements the estimation algorithm on full matrices,</li><li><a class="el" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form.">bdm::KalmanCh</a> which implements the estimation algorithm using choleski decompositions and QR algorithm.</li></ul> 
     71<li><a class="el" href="classbdm_1_1KalmanFull.html" title="Basic Kalman filter with full matrices.">bdm::KalmanFull</a> which implements the estimation algorithm on full matrices,</li><li><a class="el" href="classbdm_1_1KalmanCh.html" title="Kalman filter in square root form.">bdm::KalmanCh</a> which implements the estimation algorithm using choleski decompositions and QR algorithm.</li></ul> 
    7272<h2><a class="anchor" name="ekf"> 
    7373Extended Kalman Filtering</a></h2> 
     
    113113} 
    114114</pre></div> </div> 
    115 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:18 2009 for mixpp by&nbsp; 
     115<hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 29 20:49:42 2009 for mixpp by&nbsp; 
    116116<a href="http://www.doxygen.org/index.html"> 
    117117<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>