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  • library/doc/html/classbdm_1_1StateSpace.html

    r614 r616  
    7474<p>Basic elements of linear state-space model.   
    7575<a href="#_details">More...</a></p> 
     76<hr/><a name="_details"></a><h2>Detailed Description</h2> 
     77<h3>template&lt;class sq_T&gt;<br/> 
     78 class bdm::StateSpace&lt; sq_T &gt;</h3> 
     79 
     80<p>Basic elements of linear state-space model. </p> 
     81<p>Parameter evolution model:</p> 
     82<p class="formulaDsp"> 
     83<img class="formulaDsp" alt="\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]" src="form_36.png"/> 
     84</p> 
     85<p> Observation model: </p> 
     86<p class="formulaDsp"> 
     87<img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_37.png"/> 
     88</p> 
     89<p> Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. </p> 
    7690 
    7791<p><code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code></p> 
    … …  
    143157<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br/></td></tr> 
    144158</table> 
    145 <hr/><a name="_details"></a><h2>Detailed Description</h2> 
    146 <h3>template&lt;class sq_T&gt;<br/> 
    147  class bdm::StateSpace&lt; sq_T &gt;</h3> 
    148  
    149 <p>Basic elements of linear state-space model. </p> 
    150 <p>Parameter evolution model:</p> 
    151 <p class="formulaDsp"> 
    152 <img class="formulaDsp" alt="\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]" src="form_36.png"/> 
    153 </p> 
    154 <p> Observation model: </p> 
    155 <p class="formulaDsp"> 
    156 <img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_37.png"/> 
    157 </p> 
    158 <p> Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. </p> 
    159159<hr/>The documentation for this class was generated from the following file:<ul> 
    160160<li><a class="el" href="kalman_8h_source.html">kalman.h</a></li> 
    161161</ul> 
    162162</div> 
    163 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 22:40:43 2009 for mixpp by&nbsp; 
     163<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 23:08:56 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>