Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. More...
#include "../math/functions.h"#include "../stat/exp_family.h"#include "../math/chmat.h"#include "../base/user_info.h"Go to the source code of this file.
Classes | |
| class | bdm::StateSpace< sq_T > |
| Basic elements of linear state-space model. More... | |
| class | bdm::Kalman< sq_T > |
| Common abstract base for Kalman filters. More... | |
| class | bdm::KalmanFull |
| Basic Kalman filter with full matrices. More... | |
| class | bdm::KalmanCh |
| Kalman filter in square root form. More... | |
| class | bdm::EKFfull |
| Extended Kalman Filter in full matrices. More... | |
| class | bdm::EKFCh |
| Extended Kalman Filter in Square root. More... | |
| class | bdm::MultiModel |
| (Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness). More... | |
| class | bdm::StateCanonical |
| conversion of outer ARX model (mlnorm) to state space model More... | |
Functions | |
| bdm::UIREGISTER (KalmanFull) | |
| bdm::UIREGISTER (KalmanCh) | |
| bdm::UIREGISTER (EKFfull) | |
| bdm::UIREGISTER (EKFCh) | |
| bdm::SHAREDPTR (EKFCh) | |
| bdm::UIREGISTER (MultiModel) | |
| bdm::SHAREDPTR (MultiModel) | |
Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.
----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty
Using IT++ for numerical operations -----------------------------------
1.6.1