Changeset 608 for library/doc/html/kalman.html

Timestamp:

09/12/09 11:41:43 (15 years ago)

Author:

smidl

Message:

doc

Files:

• library/doc/html/kalman.html (modified) (3 diffs)

library/doc/html/kalman.html

@@ -71 +71 @@
 <p>Kalman filtering is optimal estimation procedure for linear state space model: </p>
 <p class="formulaDsp">
-<img class="formulaDsp" alt="\begin{eqnarray} x_t &amp;= &amp;A x_{t-1} + B u_{t} + v_t,\\ y_t &amp;= &amp;C x_{t} + D u_{t} + w_t, \end{eqnarray}" src="form_108.png"/>
+<img class="formulaDsp" alt="\begin{eqnarray} x_t &amp;= &amp;A x_{t-1} + B u_{t} + v_t,\\ y_t &amp;= &amp;C x_{t} + D u_{t} + w_t, \end{eqnarray}" src="form_119.png"/>
 </p>
-<p> where <img class="formulaInl" alt="$ x_t $" src="form_109.png"/> is the state, <img class="formulaInl" alt="$ y_t $" src="form_26.png"/> is the system output, <img class="formulaInl" alt="$ A, B, C, D$" src="form_110.png"/> are state matrices of appropriate dimensions, <img class="formulaInl" alt="$v_t, w_t$" src="form_111.png"/> are zero mean Gaussian noises with covariance matrices <img class="formulaInl" alt="$Q, R$" src="form_112.png"/>, respectively.</p>
+<p> where <img class="formulaInl" alt="$ x_t $" src="form_120.png"/> is the state, <img class="formulaInl" alt="$ y_t $" src="form_6.png"/> is the system output, <img class="formulaInl" alt="$ A, B, C, D$" src="form_121.png"/> are state matrices of appropriate dimensions, <img class="formulaInl" alt="$v_t, w_t$" src="form_122.png"/> are zero mean Gaussian noises with covariance matrices <img class="formulaInl" alt="$Q, R$" src="form_123.png"/>, respectively.</p>
 <p>Both prior and posterior densities on the state are Gaussian, i.e. of the class enorm.</p>
 <p>There is a range of classes that implements this functionality, namely:</p>
@@ -84 +84 @@
 <p>Extended Kalman filtering arise by linearization of non-linear state space model: </p>
 <p class="formulaDsp">
-<img class="formulaDsp" alt="\begin{eqnarray} x_t &amp;= &amp;g( x_{t-1}, u_{t}) + v_t,\\ y_t &amp;= &amp;h( x_{t} , u_{t}) + w_t, \end{eqnarray}" src="form_113.png"/>
+<img class="formulaDsp" alt="\begin{eqnarray} x_t &amp;= &amp;g( x_{t-1}, u_{t}) + v_t,\\ y_t &amp;= &amp;h( x_{t} , u_{t}) + w_t, \end{eqnarray}" src="form_124.png"/>
 </p>
-<p> where <img class="formulaInl" alt="$ g(), h() $" src="form_114.png"/> are general non-linear functions which have finite derivatives. Remaining variables have the same meaning as in the Kalman Filter.</p>
+<p> where <img class="formulaInl" alt="$ g(), h() $" src="form_125.png"/> are general non-linear functions which have finite derivatives. Remaining variables have the same meaning as in the Kalman Filter.</p>
 <p>In order to use this class, the non-linear functions and their derivatives must be defined as an instance of class <code>diffbifn</code>.</p>
 <p>Two classes are defined:</p>
@@ -127 +127 @@
 }
 </pre></div> </div>
-<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Aug 30 22:10:50 2009 for mixpp by&nbsp;
+<hr size="1"/><address style="text-align: right;"><small>Generated on Tue Sep 8 22:11:32 2009 for mixpp by&nbsp;
 <a href="http://www.doxygen.org/index.html">
 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>