Show
Ignore:
Timestamp:
08/30/09 22:13:15 (15 years ago)
Author:
smidl
Message:

doc

Files:
1 modified

Legend:

Unmodified
Added
Removed

  • library/doc/html/kalman_8h.html

    r590 r591  
    1 <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"> 
    2 <html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"> 
     1<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd"> 
     2<html xmlns="http://www.w3.org/1999/xhtml"> 
     3<head> 
     4<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/> 
    35<title>mixpp: kalman.h File Reference</title> 
    4 <link href="tabs.css" rel="stylesheet" type="text/css"> 
    5 <link href="doxygen.css" rel="stylesheet" type="text/css"> 
    6 </head><body> 
    7 <!-- Generated by Doxygen 1.5.8 --> 
     6<link href="tabs.css" rel="stylesheet" type="text/css"/> 
     7<link href="doxygen.css" rel="stylesheet" type="text/css"/> 
     8</head> 
     9<body> 
     10<!-- Generated by Doxygen 1.6.1 --> 
    811<script type="text/javascript"> 
    912<!-- 
    … …  
    6467</div> 
    6568<div class="contents"> 
    66 <h1>kalman.h File Reference</h1>Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.   
    67 <a href="#_details">More...</a> 
    68 <p> 
    69 <code>#include &quot;../math/functions.h&quot;</code><br> 
    70 <code>#include &quot;<a class="el" href="exp__family_8h-source.html">../stat/exp_family.h</a>&quot;</code><br> 
    71 <code>#include &quot;<a class="el" href="chmat_8h-source.html">../math/chmat.h</a>&quot;</code><br> 
    72 <code>#include &quot;<a class="el" href="user__info_8h-source.html">../base/user_info.h</a>&quot;</code><br> 
     69<h1>kalman.h File Reference</h1> 
     70<p>Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.   
     71<a href="#_details">More...</a></p> 
     72<code>#include &quot;../math/functions.h&quot;</code><br/> 
     73<code>#include &quot;../stat/exp_family.h&quot;</code><br/> 
     74<code>#include &quot;../math/chmat.h&quot;</code><br/> 
     75<code>#include &quot;../base/user_info.h&quot;</code><br/> 
    7376 
    74 <p> 
    75 <a href="kalman_8h-source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0"> 
    76 <tr><td></td></tr> 
    77 <tr><td colspan="2"><br><h2>Classes</h2></td></tr> 
    78 <tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html">bdm::StateSpace&lt; sq_T &gt;</a></td></tr> 
    79  
    80 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Basic elements of linear state-space model.  <a href="classbdm_1_1StateSpace.html#_details">More...</a><br></td></tr> 
    81 <tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html">bdm::Kalman&lt; sq_T &gt;</a></td></tr> 
    82  
    83 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Common abstract base for <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filters.  <a href="classbdm_1_1Kalman.html#_details">More...</a><br></td></tr> 
    84 <tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html">bdm::KalmanFull</a></td></tr> 
    85  
    86 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Basic <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter with full matrices.  <a href="classbdm_1_1KalmanFull.html#_details">More...</a><br></td></tr> 
    87 <tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html">bdm::KalmanCh</a></td></tr> 
    88  
    89 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight"><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.  <a href="classbdm_1_1KalmanCh.html#_details">More...</a><br></td></tr> 
    90 <tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html">bdm::EKFfull</a></td></tr> 
    91  
    92 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> Filter in full matrices.  <a href="classbdm_1_1EKFfull.html#_details">More...</a><br></td></tr> 
    93 <tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html">bdm::EKFCh</a></td></tr> 
    94  
    95 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <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>.  <a href="classbdm_1_1EKFCh.html#_details">More...</a><br></td></tr> 
    96 <tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html">bdm::MultiModel</a></td></tr> 
    97  
    98 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness).  <a href="classbdm_1_1MultiModel.html#_details">More...</a><br></td></tr> 
    99 <tr><td colspan="2"><br><h2>Functions</h2></td></tr> 
    100 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e1b3b4da814283b69eed3dfed7636ce"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="5e1b3b4da814283b69eed3dfed7636ce" args="(KalmanFull)" --> 
     77<p><a href="kalman_8h_source.html">Go to the source code of this file.</a></p> 
     78<table border="0" cellpadding="0" cellspacing="0"> 
     79<tr><td colspan="2"><h2>Classes</h2></td></tr> 
     80<tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html">bdm::StateSpace&lt; sq_T &gt;</a></td></tr> 
     81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Basic elements of linear state-space model.  <a href="classbdm_1_1StateSpace.html#_details">More...</a><br/></td></tr> 
     82<tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html">bdm::Kalman&lt; sq_T &gt;</a></td></tr> 
     83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Common abstract base for <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filters.  <a href="classbdm_1_1Kalman.html#_details">More...</a><br/></td></tr> 
     84<tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html">bdm::KalmanFull</a></td></tr> 
     85<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Basic <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter with full matrices.  <a href="classbdm_1_1KalmanFull.html#_details">More...</a><br/></td></tr> 
     86<tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html">bdm::KalmanCh</a></td></tr> 
     87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight"><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.  <a href="classbdm_1_1KalmanCh.html#_details">More...</a><br/></td></tr> 
     88<tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html">bdm::EKFfull</a></td></tr> 
     89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> Filter in full matrices.  <a href="classbdm_1_1EKFfull.html#_details">More...</a><br/></td></tr> 
     90<tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html">bdm::EKFCh</a></td></tr> 
     91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <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>.  <a href="classbdm_1_1EKFCh.html#_details">More...</a><br/></td></tr> 
     92<tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html">bdm::MultiModel</a></td></tr> 
     93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness).  <a href="classbdm_1_1MultiModel.html#_details">More...</a><br/></td></tr> 
     94<tr><td colspan="2"><h2>Functions</h2></td></tr> 
     95<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5e1b3b4da814283b69eed3dfed7636ce"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="a5e1b3b4da814283b69eed3dfed7636ce" args="(KalmanFull)" --> 
    10196&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (KalmanFull)</td></tr> 
    102  
    103 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79179c84c0f2663fb533255fa90bb5e6"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="79179c84c0f2663fb533255fa90bb5e6" args="(KalmanCh)" --> 
     97<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a79179c84c0f2663fb533255fa90bb5e6"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="a79179c84c0f2663fb533255fa90bb5e6" args="(KalmanCh)" --> 
    10498&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (KalmanCh)</td></tr> 
    105  
    106 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fd9a545e845b00256e0bdfc01c4f811c"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="fd9a545e845b00256e0bdfc01c4f811c" args="(EKFfull)" --> 
     99<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afd9a545e845b00256e0bdfc01c4f811c"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="afd9a545e845b00256e0bdfc01c4f811c" args="(EKFfull)" --> 
    107100&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (EKFfull)</td></tr> 
    108  
    109 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea9e7d50fdc217be77cd6b964ff0f1c6"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="ea9e7d50fdc217be77cd6b964ff0f1c6" args="(EKFCh)" --> 
     101<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aea9e7d50fdc217be77cd6b964ff0f1c6"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="aea9e7d50fdc217be77cd6b964ff0f1c6" args="(EKFCh)" --> 
    110102&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (EKFCh)</td></tr> 
    111  
    112 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab7fcf226fa0a65350b0f3d4624963f9"></a><!-- doxytag: member="kalman.h::SHAREDPTR" ref="ab7fcf226fa0a65350b0f3d4624963f9" args="(EKFCh)" --> 
     103<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aab7fcf226fa0a65350b0f3d4624963f9"></a><!-- doxytag: member="kalman.h::SHAREDPTR" ref="aab7fcf226fa0a65350b0f3d4624963f9" args="(EKFCh)" --> 
    113104&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR</b> (EKFCh)</td></tr> 
    114  
    115 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="84ed423eb4acd7f88d162a6f38a52c52"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="84ed423eb4acd7f88d162a6f38a52c52" args="(MultiModel)" --> 
     105<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a84ed423eb4acd7f88d162a6f38a52c52"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="a84ed423eb4acd7f88d162a6f38a52c52" args="(MultiModel)" --> 
    116106&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (MultiModel)</td></tr> 
    117  
    118 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2745b9ba389d8d4ccc779e76f921a49"></a><!-- doxytag: member="kalman.h::SHAREDPTR" ref="e2745b9ba389d8d4ccc779e76f921a49" args="(MultiModel)" --> 
     107<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae2745b9ba389d8d4ccc779e76f921a49"></a><!-- doxytag: member="kalman.h::SHAREDPTR" ref="ae2745b9ba389d8d4ccc779e76f921a49" args="(MultiModel)" --> 
    119108&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR</b> (MultiModel)</td></tr> 
    120  
    121 <tr><td class="memTemplParams" nowrap colspan="2">template&lt;class sq_T &gt; </td></tr> 
    122 <tr><td class="memTemplItemLeft" nowrap align="right" valign="top">shared_ptr&lt; StateSpace&lt; fsqmat &gt; &gt;&nbsp;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespacebdm.html#ad8e1dc54f48447900bc4e1190f37ded">bdm::to_state_space</a> (const mlnorm&lt; sq_T &gt; &amp;ml, ivec &amp;theta_in_A, ivec &amp;theta_in_C)</td></tr> 
    123  
    124 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">conversion of outer <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> model (<a class="el" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>) to state space model  <a href="#ad8e1dc54f48447900bc4e1190f37ded"></a><br></td></tr> 
     109<tr><td class="memTemplParams" colspan="2">template&lt;class sq_T &gt; </td></tr> 
     110<tr><td class="memTemplItemLeft" align="right" valign="top">shared_ptr&lt; StateSpace&lt; fsqmat &gt; &gt;&nbsp;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="namespacebdm.html#aad8e1dc54f48447900bc4e1190f37ded">bdm::to_state_space</a> (const mlnorm&lt; sq_T &gt; &amp;ml, ivec &amp;theta_in_A, ivec &amp;theta_in_C)</td></tr> 
     111<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">conversion of outer <a class="el" href="classbdm_1_1ARX.html" title="Linear Autoregressive model with Gaussian noise.">ARX</a> model (<a class="el" href="classbdm_1_1mlnorm.html" title="Normal distributed linear function with linear function of mean value;.">mlnorm</a>) to state space model  <a href="#aad8e1dc54f48447900bc4e1190f37ded"></a><br/></td></tr> 
    125112</table> 
    126 <hr><a name="_details"></a><h2>Detailed Description</h2> 
    127 Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.  
    128 <p> 
    129 <dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 
    130 ----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 
    131 Using IT++ for numerical operations ----------------------------------- </div> 
    132 <hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 29 20:49:42 2009 for mixpp by&nbsp; 
     113<hr/><a name="_details"></a><h2>Detailed Description</h2> 
     114<p>Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. </p> 
     115<dl class="author"><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 
     116<p>----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty</p> 
     117<p>Using IT++ for numerical operations ----------------------------------- </p> 
     118</div> 
     119<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:49 2009 for mixpp by&nbsp; 
    133120<a href="http://www.doxygen.org/index.html"> 
    134 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address> 
     121<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
    135122</body> 
    136123</html>