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    35<title>mixpp: ekf_template.h Source File</title> 
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    912<!-- 
    … …  
    6669<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EKF_TEMPLATE_H</span> 
    6770<a name="l00015"></a>00015 <span class="preprocessor"></span> 
    68 <a name="l00016"></a>00016 <span class="preprocessor">#include "<a class="code" href="kalman_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">kalman.h</a>"</span> 
     71<a name="l00016"></a>00016 <span class="preprocessor">#include &quot;<a class="code" href="kalman_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">kalman.h</a>&quot;</span> 
    6972<a name="l00017"></a>00017  
    70 <a name="l00018"></a>00018 <span class="keyword">namespace </span>bdm{ 
     73<a name="l00018"></a>00018 <span class="keyword">namespace </span>bdm { 
    7174<a name="l00019"></a>00019  
    7275<a name="l00021"></a><a class="code" href="classbdm_1_1EKFful__unQR.html">00021</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFful__unQR.html" title="Extended Kalman filter with unknown Q and R.">EKFful_unQR</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a>  { 
    7376<a name="l00022"></a>00022 <span class="keyword">public</span>: 
    74 <a name="l00023"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">00023</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;QR0 ) { 
    75 <a name="l00024"></a>00024                 Q=diag(QR0(0,dimx-1)); 
    76 <a name="l00025"></a>00025                 R=diag(QR0(dimx,dimx+dimy-1)); 
     77<a name="l00023"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#a17a98c06f5efe38e0da0beb96d6f9584">00023</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFful__unQR.html#a17a98c06f5efe38e0da0beb96d6f9584" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;QR0 ) { 
     78<a name="l00024"></a>00024                 <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a> = diag ( QR0 ( 0, <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a> - 1 ) ); 
     79<a name="l00025"></a>00025                 <a class="code" href="classbdm_1_1StateSpace.html#a11dd3493d62ec9329860386adb3e6084" title="Matrix R in square-root form.">R</a> = diag ( QR0 ( <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a> + <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> - 1 ) ); 
    7780<a name="l00026"></a>00026         }; 
    7881<a name="l00027"></a>00027 }; 
    … …  
    8083<a name="l00030"></a><a class="code" href="classbdm_1_1EKFCh__dQ.html">00030</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__dQ.html" title="Extended Kalman filter in Choleski form with unknown diagonal Q.">EKFCh_dQ</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> { 
    8184<a name="l00031"></a>00031 <span class="keyword">public</span>: 
    82 <a name="l00032"></a><a class="code" href="classbdm_1_1EKFCh__dQ.html#b37b8ffb5699b4edd533fda4ffeaa916">00032</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__dQ.html#b37b8ffb5699b4edd533fda4ffeaa916" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;Q0 ) { 
    83 <a name="l00033"></a>00033                 <a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#a4fc7f9b0539b97c414442a22f3db6e8" title="Access functions.">setD</a> ( Q0,0 ); 
     85<a name="l00032"></a><a class="code" href="classbdm_1_1EKFCh__dQ.html#ab37b8ffb5699b4edd533fda4ffeaa916">00032</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__dQ.html#ab37b8ffb5699b4edd533fda4ffeaa916" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;Q0 ) { 
     86<a name="l00033"></a>00033                 <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#ab192df5b54b173ba9bc6922ee9983bc9" title="Access functions.">setD</a> ( Q0, 0 ); 
    8487<a name="l00034"></a>00034                 <span class="comment">//from EKF</span> 
    85 <a name="l00035"></a>00035                 <a class="code" href="classbdm_1_1KalmanCh.html#48611c8582706cfa62e832be0972e75d" title="pre array (triangular matrix)">preA</a>.set_submatrix ( <a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>+<a class="code" href="classbdm_1_1Kalman.html#ba7699cdb3b1382a54d3e28b9b7517fa" title="cache of rv.count()">dimx</a>,<a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>,<a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c" title="Access function.">_Ch</a>() ); 
     88<a name="l00035"></a>00035                 preA.set_submatrix ( <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> + <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a>, <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() ); 
    8689<a name="l00036"></a>00036         }; 
    8790<a name="l00037"></a>00037 }; 
    8891<a name="l00038"></a>00038  
    8992<a name="l00040"></a><a class="code" href="classbdm_1_1EKFCh__chQ.html">00040</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__chQ.html" title="Extended Kalman filter in Choleski form with unknown Q.">EKFCh_chQ</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> { 
    90 <a name="l00041"></a>00041         <span class="keyword">public</span>: 
    91 <a name="l00042"></a><a class="code" href="classbdm_1_1EKFCh__chQ.html#e663ea1b2e9ca242a932b837d99d9c6b">00042</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__chQ.html#e663ea1b2e9ca242a932b837d99d9c6b" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;chQ0 ) { 
    92 <a name="l00043"></a>00043                         <a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#4c8b321967b14ed2616a2abb9498a979" title="Access functions.">setCh</a> ( chQ0); 
     93<a name="l00041"></a>00041 <span class="keyword">public</span>: 
     94<a name="l00042"></a><a class="code" href="classbdm_1_1EKFCh__chQ.html#ae663ea1b2e9ca242a932b837d99d9c6b">00042</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__chQ.html#ae663ea1b2e9ca242a932b837d99d9c6b" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;chQ0 ) { 
     95<a name="l00043"></a>00043                 <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#ab8fd18754b0e5e0463f818cd16c710c8" title="Access functions.">setCh</a> ( chQ0 ); 
    9396<a name="l00044"></a>00044                 <span class="comment">//from EKF</span> 
    94 <a name="l00045"></a>00045                         <a class="code" href="classbdm_1_1KalmanCh.html#48611c8582706cfa62e832be0972e75d" title="pre array (triangular matrix)">preA</a>.set_submatrix ( <a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>+<a class="code" href="classbdm_1_1Kalman.html#ba7699cdb3b1382a54d3e28b9b7517fa" title="cache of rv.count()">dimx</a>,<a class="code" href="classbdm_1_1Kalman.html#d2c36ba01760bf207b985bf321b7817f" title="cache of rvy.count()">dimy</a>,<a class="code" href="classbdm_1_1Kalman.html#70f8bf19e81b532c60fd3a7a152425ee" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classchmat.html#9c50d31c999d85d8e9d8cf2b69b6ac8c" title="Access function.">_Ch</a>() ); 
    95 <a name="l00046"></a>00046                 }; 
     97<a name="l00045"></a>00045                 preA.set_submatrix ( <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> + <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a>, <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() ); 
     98<a name="l00046"></a>00046         }; 
    9699<a name="l00047"></a>00047 }; 
    97100<a name="l00048"></a>00048  
    98101<a name="l00050"></a><a class="code" href="classbdm_1_1EKFCh__cond.html">00050</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__cond.html" title="Extended Kalman filter with unknown parameters in IM.">EKFCh_cond</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a>  { 
    99 <a name="l00051"></a>00051         <span class="keyword">public</span>: 
    100 <a name="l00052"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52">00052</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) { 
    101 <a name="l00053"></a>00053                         <a class="code" href="classbdm_1_1EKFCh.html#e1e895f994398a55bc425551fc275ba3" title="Internal Model f(x,u).">pfxu</a>-&gt;<a class="code" href="classbdm_1_1fnc.html#0786e40fade2663a70d654c1dda5d73e" title="function substitutes given value into an appropriate position">condition</a> ( val ); 
    102 <a name="l00054"></a>00054                 }; 
     102<a name="l00051"></a>00051 <span class="keyword">public</span>: 
     103<a name="l00052"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#a8c792fe284f4a26e6af9de251323fc52">00052</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__cond.html#a8c792fe284f4a26e6af9de251323fc52" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) { 
     104<a name="l00053"></a>00053                 <a class="code" href="classbdm_1_1EKFCh.html#a5dc1964a6058057c9e17ea3c2f33bd2a" title="Internal Model f(x,u).">pfxu</a>-&gt;condition ( val ); 
     105<a name="l00054"></a>00054         }; 
    103106<a name="l00055"></a>00055 }; 
    104107<a name="l00056"></a>00056  
    … …  
    106109<a name="l00058"></a>00058 <span class="preprocessor">#endif //EKF_TEMP_H</span> 
    107110</pre></div></div> 
    108 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Aug 5 00:06:47 2009 for mixpp by&nbsp; 
     111<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:49 2009 for mixpp by&nbsp; 
    109112<a href="http://www.doxygen.org/index.html"> 
    110 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
     113<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
    111114</body> 
    112115</html>