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  • library/doc/html/classbdm_1_1StateSpace.html

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    35<title>mixpp: bdm::StateSpace&lt; sq_T &gt; Class Template Reference</title> 
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    70 <h1>bdm::StateSpace&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::StateSpace" -->Basic elements of linear state-space model.   
    71 <a href="#_details">More...</a> 
    72 <p> 
    73 <code>#include &lt;<a class="el" href="kalman_8h-source.html">kalman.h</a>&gt;</code> 
    74 <p> 
     73<h1>bdm::StateSpace&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::StateSpace" --> 
     74<p>Basic elements of linear state-space model.   
     75<a href="#_details">More...</a></p> 
    7576 
    76 <p> 
    77 <a href="classbdm_1_1StateSpace-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
    78 <tr><td></td></tr> 
    79 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
    80 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::StateSpace::set_parameters" ref="7a053883a11a93a979c28c3e6792ce20" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;Q0, const sq_T &amp;R0)" --> 
     77<p><code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code></p> 
     78 
     79<p><a href="classbdm_1_1StateSpace-members.html">List of all members.</a></p> 
     80<table border="0" cellpadding="0" cellspacing="0"> 
     81<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> 
     82<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::StateSpace::set_parameters" ref="a7a053883a11a93a979c28c3e6792ce20" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;Q0, const sq_T &amp;R0)" --> 
    8183void&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 sq_T &amp;Q0, const sq_T &amp;R0)</td></tr> 
    82  
    83 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a49922a3db65a333d24feceb68164bcd"></a><!-- doxytag: member="bdm::StateSpace::validate" ref="a49922a3db65a333d24feceb68164bcd" args="()" --> 
     84<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa49922a3db65a333d24feceb68164bcd"></a><!-- doxytag: member="bdm::StateSpace::validate" ref="aa49922a3db65a333d24feceb68164bcd" args="()" --> 
    8485void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> 
    85  
    86 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="02470085bbf3c41fe8e36544813eecbd"></a><!-- doxytag: member="bdm::StateSpace::from_setting" ref="02470085bbf3c41fe8e36544813eecbd" args="(const Setting &amp;set)" --> 
    87 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#02470085bbf3c41fe8e36544813eecbd">from_setting</a> (const Setting &amp;set)</td></tr> 
    88  
    89 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">not virtual in this case <br></td></tr> 
    90 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::StateSpace::_dimx" ref="b1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> 
    91 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#b1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> 
    92  
    93 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    94 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::StateSpace::_dimy" ref="f3d83a4b39e05df9fb4246fd6ddc2a60" args="()" --> 
    95 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#f3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr> 
    96  
    97 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    98 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::StateSpace::_dimu" ref="a238842025a0eaade26d5d79a0e9000e" args="()" --> 
    99 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</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="a70f6c8ab37f955f408361150e13c47b"></a><!-- doxytag: member="bdm::StateSpace::_A" ref="a70f6c8ab37f955f408361150e13c47b" args="()" --> 
    103 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a70f6c8ab37f955f408361150e13c47b">_A</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="4272982f976ea9d0ea7c9b7182ed7e3c"></a><!-- doxytag: member="bdm::StateSpace::_B" ref="4272982f976ea9d0ea7c9b7182ed7e3c" args="()" --> 
    107 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#4272982f976ea9d0ea7c9b7182ed7e3c">_B</a> ()</td></tr> 
    108  
    109 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    110 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ec4c0923e2b5d0c3e5dfe119ffee511e"></a><!-- doxytag: member="bdm::StateSpace::_C" ref="ec4c0923e2b5d0c3e5dfe119ffee511e" args="()" --> 
    111 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ec4c0923e2b5d0c3e5dfe119ffee511e">_C</a> ()</td></tr> 
    112  
    113 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    114 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e0757fcc5e0ebaf0bd95f522bf405f06"></a><!-- doxytag: member="bdm::StateSpace::_D" ref="e0757fcc5e0ebaf0bd95f522bf405f06" args="()" --> 
    115 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#e0757fcc5e0ebaf0bd95f522bf405f06">_D</a> ()</td></tr> 
    116  
    117 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c908775f27db8d869b93078862a4934"></a><!-- doxytag: member="bdm::StateSpace::_Q" ref="4c908775f27db8d869b93078862a4934" args="()" --> 
    119 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#4c908775f27db8d869b93078862a4934">_Q</a> ()</td></tr> 
    120  
    121 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    122 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8c94418779eb70f6199fa3467c45f316"></a><!-- doxytag: member="bdm::StateSpace::_R" ref="8c94418779eb70f6199fa3467c45f316" args="()" --> 
    123 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#8c94418779eb70f6199fa3467c45f316">_R</a> ()</td></tr> 
    124  
    125 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    126 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
    127 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::StateSpace::dimx" ref="c3120f1c9cd7c3a0ba9944e4a2381f21" args="" --> 
    128 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr> 
    129  
    130 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr> 
    131 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::StateSpace::dimy" ref="3b784d85ca911866225a79193ae1441f" args="" --> 
    132 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f">dimy</a></td></tr> 
    133  
    134 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr> 
    135 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::StateSpace::dimu" ref="95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" --> 
    136 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr> 
    137  
    138 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr> 
    139 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::StateSpace::A" ref="de7d828a8d06cbbd5ac45afeaf9f0c7b" args="" --> 
    140 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#de7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr> 
    141  
    142 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr> 
    143 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::StateSpace::B" ref="0cdaa906550290b759a1584d02b3ca51" args="" --> 
    144 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#0cdaa906550290b759a1584d02b3ca51">B</a></td></tr> 
    145  
    146 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr> 
    147 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::StateSpace::C" ref="c7ec82d2200c956cff6dff559bd32ff9" args="" --> 
    148 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr> 
    149  
    150 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr> 
    151 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::StateSpace::D" ref="d5769a41b34eb518716120cf04dbc23f" args="" --> 
    152 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#d5769a41b34eb518716120cf04dbc23f">D</a></td></tr> 
    153  
    154 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr> 
    155 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::StateSpace::Q" ref="66248c83836424f1cd7c1b5b9a92cf1f" args="" --> 
    156 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr> 
    157  
    158 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 
    159 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::StateSpace::R" ref="11dd3493d62ec9329860386adb3e6084" args="" --> 
    160 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#11dd3493d62ec9329860386adb3e6084">R</a></td></tr> 
    161  
    162 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 
     86<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a02470085bbf3c41fe8e36544813eecbd"></a><!-- doxytag: member="bdm::StateSpace::from_setting" ref="a02470085bbf3c41fe8e36544813eecbd" args="(const Setting &amp;set)" --> 
     87void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a02470085bbf3c41fe8e36544813eecbd">from_setting</a> (const Setting &amp;set)</td></tr> 
     88<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">not virtual in this case <br/></td></tr> 
     89<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::StateSpace::_dimx" ref="ab1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> 
     90int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ab1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> 
     91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     92<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::StateSpace::_dimy" ref="af3d83a4b39e05df9fb4246fd6ddc2a60" args="()" --> 
     93int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#af3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr> 
     94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     95<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::StateSpace::_dimu" ref="aa238842025a0eaade26d5d79a0e9000e" args="()" --> 
     96int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr> 
     97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     98<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa70f6c8ab37f955f408361150e13c47b"></a><!-- doxytag: member="bdm::StateSpace::_A" ref="aa70f6c8ab37f955f408361150e13c47b" args="()" --> 
     99mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa70f6c8ab37f955f408361150e13c47b">_A</a> ()</td></tr> 
     100<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     101<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4272982f976ea9d0ea7c9b7182ed7e3c"></a><!-- doxytag: member="bdm::StateSpace::_B" ref="a4272982f976ea9d0ea7c9b7182ed7e3c" args="()" --> 
     102mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a4272982f976ea9d0ea7c9b7182ed7e3c">_B</a> ()</td></tr> 
     103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     104<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aec4c0923e2b5d0c3e5dfe119ffee511e"></a><!-- doxytag: member="bdm::StateSpace::_C" ref="aec4c0923e2b5d0c3e5dfe119ffee511e" args="()" --> 
     105mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aec4c0923e2b5d0c3e5dfe119ffee511e">_C</a> ()</td></tr> 
     106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     107<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae0757fcc5e0ebaf0bd95f522bf405f06"></a><!-- doxytag: member="bdm::StateSpace::_D" ref="ae0757fcc5e0ebaf0bd95f522bf405f06" args="()" --> 
     108mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ae0757fcc5e0ebaf0bd95f522bf405f06">_D</a> ()</td></tr> 
     109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     110<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4c908775f27db8d869b93078862a4934"></a><!-- doxytag: member="bdm::StateSpace::_Q" ref="a4c908775f27db8d869b93078862a4934" args="()" --> 
     111sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a4c908775f27db8d869b93078862a4934">_Q</a> ()</td></tr> 
     112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     113<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8c94418779eb70f6199fa3467c45f316"></a><!-- doxytag: member="bdm::StateSpace::_R" ref="a8c94418779eb70f6199fa3467c45f316" args="()" --> 
     114sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a8c94418779eb70f6199fa3467c45f316">_R</a> ()</td></tr> 
     115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
     116<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 
     117<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::StateSpace::dimx" ref="ac3120f1c9cd7c3a0ba9944e4a2381f21" args="" --> 
     118int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr> 
     119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br/></td></tr> 
     120<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::StateSpace::dimy" ref="a3b784d85ca911866225a79193ae1441f" args="" --> 
     121int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f">dimy</a></td></tr> 
     122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br/></td></tr> 
     123<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::StateSpace::dimu" ref="a95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" --> 
     124int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr> 
     125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br/></td></tr> 
     126<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::StateSpace::A" ref="ade7d828a8d06cbbd5ac45afeaf9f0c7b" args="" --> 
     127mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ade7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr> 
     128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br/></td></tr> 
     129<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::StateSpace::B" ref="a0cdaa906550290b759a1584d02b3ca51" args="" --> 
     130mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a0cdaa906550290b759a1584d02b3ca51">B</a></td></tr> 
     131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br/></td></tr> 
     132<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::StateSpace::C" ref="ac7ec82d2200c956cff6dff559bd32ff9" args="" --> 
     133mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr> 
     134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br/></td></tr> 
     135<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::StateSpace::D" ref="ad5769a41b34eb518716120cf04dbc23f" args="" --> 
     136mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ad5769a41b34eb518716120cf04dbc23f">D</a></td></tr> 
     137<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br/></td></tr> 
     138<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::StateSpace::Q" ref="a66248c83836424f1cd7c1b5b9a92cf1f" args="" --> 
     139sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr> 
     140<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br/></td></tr> 
     141<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::StateSpace::R" ref="a11dd3493d62ec9329860386adb3e6084" args="" --> 
     142sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a11dd3493d62ec9329860386adb3e6084">R</a></td></tr> 
     143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br/></td></tr> 
    163144</table> 
    164 <hr><a name="_details"></a><h2>Detailed Description</h2> 
    165 <h3>template&lt;class sq_T&gt;<br> 
     145<hr/><a name="_details"></a><h2>Detailed Description</h2> 
     146<h3>template&lt;class sq_T&gt;<br/> 
    166147 class bdm::StateSpace&lt; sq_T &gt;</h3> 
    167148 
    168 Basic elements of linear state-space model.  
    169 <p> 
    170 Parameter evolution model:<p class="formulaDsp"> 
    171 <img class="formulaDsp" alt="\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]" src="form_29.png"> 
    172 <p> 
    173  Observation model: <p class="formulaDsp"> 
    174 <img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_30.png"> 
    175 <p> 
    176  Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. <hr>The documentation for this class was generated from the following file:<ul> 
    177 <li><a class="el" href="kalman_8h-source.html">kalman.h</a></ul> 
     149<p>Basic elements of linear state-space model. </p> 
     150<p>Parameter evolution model:</p> 
     151<p class="formulaDsp"> 
     152<img class="formulaDsp" alt="\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]" src="form_29.png"/> 
     153</p> 
     154<p> Observation model: </p> 
     155<p class="formulaDsp"> 
     156<img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_30.png"/> 
     157</p> 
     158<p> Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. </p> 
     159<hr/>The documentation for this class was generated from the following file:<ul> 
     160<li><a class="el" href="kalman_8h_source.html">kalman.h</a></li> 
     161</ul> 
    178162</div> 
    179 <hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 29 20:49:46 2009 for mixpp by&nbsp; 
     163<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:50 2009 for mixpp by&nbsp; 
    180164<a href="http://www.doxygen.org/index.html"> 
    181 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
     165<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
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    183167</html>