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09/13/09 23:15:31 (15 years ago)
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  • library/doc/html/classbdm_1_1StateCanonical.html

    r614 r616  
    7474<p>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   
    7575<a href="#_details">More...</a></p> 
     76<hr/><a name="_details"></a><h2>Detailed Description</h2> 
     77<p>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 </p> 
     78<p>The model is constructed as: </p> 
     79<p class="formulaDsp"> 
     80<img class="formulaDsp" alt="\[ x_{t+1} = Ax_t + B u_t + R^{1/2} e_t, y_t=Cx_t+Du_t + R^{1/2}w_t, \]" src="form_38.png"/> 
     81</p> 
     82<p> For example, for: Using Frobenius form, see [].</p> 
     83<p>For easier use in the future, indeces theta_in_A and theta_in_C are set. TODO - explain </p> 
    7684 
    7785<p><code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code></p> 
    … …  
    167175<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br/></td></tr> 
    168176</table> 
    169 <hr/><a name="_details"></a><h2>Detailed Description</h2> 
    170 <p>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 </p> 
    171 <p>The model is constructed as: </p> 
    172 <p class="formulaDsp"> 
    173 <img class="formulaDsp" alt="\[ x_{t+1} = Ax_t + B u_t + R^{1/2} e_t, y_t=Cx_t+Du_t + R^{1/2}w_t, \]" src="form_38.png"/> 
    174 </p> 
    175 <p> For example, for: Using Frobenius form, see [].</p> 
    176 <p>For easier use in the future, indeces theta_in_A and theta_in_C are set. TODO - explain </p> 
    177177<hr/>The documentation for this class was generated from the following file:<ul> 
    178178<li><a class="el" href="kalman_8h_source.html">kalman.h</a></li> 
    179179</ul> 
    180180</div> 
    181 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 22:40:43 2009 for mixpp by&nbsp; 
     181<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 23:08:56 2009 for mixpp by&nbsp; 
    182182<a href="http://www.doxygen.org/index.html"> 
    183183<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>