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  • library/doc/html/classbdm_1_1StateSpace.html

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    9696int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr> 
    9797<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="()" --> 
    99 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa70f6c8ab37f955f408361150e13c47b">_A</a> ()</td></tr> 
     98<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::StateSpace::_A" ref="aae0dd610bf28f52c4c7acec87e39ed5e" args="() const " --> 
     99const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const </td></tr> 
    100100<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="()" --> 
    102 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a4272982f976ea9d0ea7c9b7182ed7e3c">_B</a> ()</td></tr> 
     101<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::StateSpace::_B" ref="a19cabf296793357c130778fe74df54a4" args="() const " --> 
     102const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a19cabf296793357c130778fe74df54a4">_B</a> () const </td></tr> 
    103103<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="()" --> 
    105 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aec4c0923e2b5d0c3e5dfe119ffee511e">_C</a> ()</td></tr> 
     104<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::StateSpace::_C" ref="a5731f429df4a70dc0d0d1e6ea8e35125" args="() const " --> 
     105const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const </td></tr> 
    106106<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="()" --> 
    108 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ae0757fcc5e0ebaf0bd95f522bf405f06">_D</a> ()</td></tr> 
     107<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::StateSpace::_D" ref="a286286acb308f9ee596cab9af503b252" args="() const " --> 
     108const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a286286acb308f9ee596cab9af503b252">_D</a> () const </td></tr> 
    109109<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="()" --> 
    111 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a4c908775f27db8d869b93078862a4934">_Q</a> ()</td></tr> 
     110<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::StateSpace::_Q" ref="a38a71e31f22f5459d10c3cbee1e4d977" args="() const " --> 
     111const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const </td></tr> 
    112112<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="()" --> 
    114 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a8c94418779eb70f6199fa3467c45f316">_R</a> ()</td></tr> 
     113<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::StateSpace::_R" ref="a69ddac45b7a4efbf83b2232d0d5595ba" args="() const " --> 
     114const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const </td></tr> 
    115115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    116116<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 
     
    150150<p>Parameter evolution model:</p> 
    151151<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"/> 
     152<img class="formulaDsp" alt="\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]" src="form_36.png"/> 
    153153</p> 
    154154<p> Observation model: </p> 
    155155<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"/> 
     156<img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_37.png"/> 
    157157</p> 
    158158<p> Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. </p> 
     
    161161</ul> 
    162162</div> 
    163 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:50 2009 for mixpp by&nbsp; 
     163<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:33 2009 for mixpp by&nbsp; 
    164164<a href="http://www.doxygen.org/index.html"> 
    165165<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>