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    53<title>mixpp: bdm::StateSpace&lt; sq_T &gt; Class Template Reference</title> 
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    7269<div class="contents"> 
    73 <h1>bdm::StateSpace&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::StateSpace" --> 
    74 <p>Basic elements of linear state-space model.   
    75 <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/> 
     70<h1>bdm::StateSpace&lt; sq_T &gt; Class Template Reference</h1><!-- doxytag: class="bdm::StateSpace" -->Basic elements of linear state-space model.   
     71<a href="#_details">More...</a> 
     72<p> 
     73<code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code> 
     74<p> 
     75 
     76<p> 
     77<a href="classbdm_1_1StateSpace-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> 
     78<tr><td></td></tr> 
     79<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> 
     80<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::StateSpace::set_parameters" ref="7a053883a11a93a979c28c3e6792ce20" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;Q0, const sq_T &amp;R0)" --> 
     81void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;Q0, const sq_T &amp;R0)</td></tr> 
     82 
     83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a49922a3db65a333d24feceb68164bcd"></a><!-- doxytag: member="bdm::StateSpace::validate" ref="a49922a3db65a333d24feceb68164bcd" args="()" --> 
     84void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> 
     85 
     86<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="02470085bbf3c41fe8e36544813eecbd"></a><!-- doxytag: member="bdm::StateSpace::from_setting" ref="02470085bbf3c41fe8e36544813eecbd" args="(const Setting &amp;set)" --> 
     87void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#02470085bbf3c41fe8e36544813eecbd">from_setting</a> (const Setting &amp;set)</td></tr> 
     88 
     89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">not virtual in this case <br></td></tr> 
     90<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::StateSpace::_dimx" ref="b1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> 
     91int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#b1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> 
     92 
     93<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     94<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::StateSpace::_dimy" ref="f3d83a4b39e05df9fb4246fd6ddc2a60" args="()" --> 
     95int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#f3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr> 
     96 
     97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     98<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::StateSpace::_dimu" ref="a238842025a0eaade26d5d79a0e9000e" args="()" --> 
     99int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr> 
     100 
     101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     102<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::StateSpace::_A" ref="ae0dd610bf28f52c4c7acec87e39ed5e" args="() const " --> 
     103const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const </td></tr> 
     104 
     105<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::StateSpace::_B" ref="19cabf296793357c130778fe74df54a4" args="() const " --> 
     107const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#19cabf296793357c130778fe74df54a4">_B</a> () const </td></tr> 
     108 
     109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     110<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::StateSpace::_C" ref="5731f429df4a70dc0d0d1e6ea8e35125" args="() const " --> 
     111const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const </td></tr> 
     112 
     113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     114<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::StateSpace::_D" ref="286286acb308f9ee596cab9af503b252" args="() const " --> 
     115const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#286286acb308f9ee596cab9af503b252">_D</a> () const </td></tr> 
     116 
     117<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::StateSpace::_Q" ref="38a71e31f22f5459d10c3cbee1e4d977" args="() const " --> 
     119const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const </td></tr> 
     120 
     121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     122<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::StateSpace::_R" ref="69ddac45b7a4efbf83b2232d0d5595ba" args="() const " --> 
     123const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const </td></tr> 
     124 
     125<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
     126<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 
     127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::StateSpace::dimx" ref="c3120f1c9cd7c3a0ba9944e4a2381f21" args="" --> 
     128int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr> 
     129 
     130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br></td></tr> 
     131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::StateSpace::dimy" ref="3b784d85ca911866225a79193ae1441f" args="" --> 
     132int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f">dimy</a></td></tr> 
     133 
     134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br></td></tr> 
     135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::StateSpace::dimu" ref="95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" --> 
     136int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr> 
     137 
     138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br></td></tr> 
     139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="de7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::StateSpace::A" ref="de7d828a8d06cbbd5ac45afeaf9f0c7b" args="" --> 
     140mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#de7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr> 
     141 
     142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br></td></tr> 
     143<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::StateSpace::B" ref="0cdaa906550290b759a1584d02b3ca51" args="" --> 
     144mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#0cdaa906550290b759a1584d02b3ca51">B</a></td></tr> 
     145 
     146<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br></td></tr> 
     147<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::StateSpace::C" ref="c7ec82d2200c956cff6dff559bd32ff9" args="" --> 
     148mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#c7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr> 
     149 
     150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br></td></tr> 
     151<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::StateSpace::D" ref="d5769a41b34eb518716120cf04dbc23f" args="" --> 
     152mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#d5769a41b34eb518716120cf04dbc23f">D</a></td></tr> 
     153 
     154<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr> 
     155<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::StateSpace::Q" ref="66248c83836424f1cd7c1b5b9a92cf1f" args="" --> 
     156sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr> 
     157 
     158<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 
     159<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::StateSpace::R" ref="11dd3493d62ec9329860386adb3e6084" args="" --> 
     160sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#11dd3493d62ec9329860386adb3e6084">R</a></td></tr> 
     161 
     162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 
     163</table> 
     164<hr><a name="_details"></a><h2>Detailed Description</h2> 
     165<h3>template&lt;class sq_T&gt;<br> 
    78166 class bdm::StateSpace&lt; sq_T &gt;</h3> 
    79167 
    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> 
    90  
    91 <p><code>#include &lt;<a class="el" href="kalman_8h_source.html">kalman.h</a>&gt;</code></p> 
    92  
    93 <p><a href="classbdm_1_1StateSpace-members.html">List of all members.</a></p> 
    94 <table border="0" cellpadding="0" cellspacing="0"> 
    95 <tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> 
    96 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::StateSpace::set_parameters" ref="a7a053883a11a93a979c28c3e6792ce20" args="(const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;Q0, const sq_T &amp;R0)" --> 
    97 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const sq_T &amp;Q0, const sq_T &amp;R0)</td></tr> 
    98 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa49922a3db65a333d24feceb68164bcd"></a><!-- doxytag: member="bdm::StateSpace::validate" ref="aa49922a3db65a333d24feceb68164bcd" args="()" --> 
    99 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> 
    100 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a02470085bbf3c41fe8e36544813eecbd"></a><!-- doxytag: member="bdm::StateSpace::from_setting" ref="a02470085bbf3c41fe8e36544813eecbd" args="(const Setting &amp;set)" --> 
    101 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a02470085bbf3c41fe8e36544813eecbd">from_setting</a> (const Setting &amp;set)</td></tr> 
    102 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">not virtual in this case <br/></td></tr> 
    103 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::StateSpace::_dimx" ref="ab1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> 
    104 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ab1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> 
    105 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    106 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3d83a4b39e05df9fb4246fd6ddc2a60"></a><!-- doxytag: member="bdm::StateSpace::_dimy" ref="af3d83a4b39e05df9fb4246fd6ddc2a60" args="()" --> 
    107 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#af3d83a4b39e05df9fb4246fd6ddc2a60">_dimy</a> ()</td></tr> 
    108 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    109 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa238842025a0eaade26d5d79a0e9000e"></a><!-- doxytag: member="bdm::StateSpace::_dimu" ref="aa238842025a0eaade26d5d79a0e9000e" args="()" --> 
    110 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aa238842025a0eaade26d5d79a0e9000e">_dimu</a> ()</td></tr> 
    111 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    112 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae0dd610bf28f52c4c7acec87e39ed5e"></a><!-- doxytag: member="bdm::StateSpace::_A" ref="aae0dd610bf28f52c4c7acec87e39ed5e" args="() const " --> 
    113 const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#aae0dd610bf28f52c4c7acec87e39ed5e">_A</a> () const </td></tr> 
    114 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    115 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19cabf296793357c130778fe74df54a4"></a><!-- doxytag: member="bdm::StateSpace::_B" ref="a19cabf296793357c130778fe74df54a4" args="() const " --> 
    116 const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a19cabf296793357c130778fe74df54a4">_B</a> () const </td></tr> 
    117 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    118 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5731f429df4a70dc0d0d1e6ea8e35125"></a><!-- doxytag: member="bdm::StateSpace::_C" ref="a5731f429df4a70dc0d0d1e6ea8e35125" args="() const " --> 
    119 const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a5731f429df4a70dc0d0d1e6ea8e35125">_C</a> () const </td></tr> 
    120 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    121 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a286286acb308f9ee596cab9af503b252"></a><!-- doxytag: member="bdm::StateSpace::_D" ref="a286286acb308f9ee596cab9af503b252" args="() const " --> 
    122 const mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a286286acb308f9ee596cab9af503b252">_D</a> () const </td></tr> 
    123 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    124 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a38a71e31f22f5459d10c3cbee1e4d977"></a><!-- doxytag: member="bdm::StateSpace::_Q" ref="a38a71e31f22f5459d10c3cbee1e4d977" args="() const " --> 
    125 const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a38a71e31f22f5459d10c3cbee1e4d977">_Q</a> () const </td></tr> 
    126 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    127 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a69ddac45b7a4efbf83b2232d0d5595ba"></a><!-- doxytag: member="bdm::StateSpace::_R" ref="a69ddac45b7a4efbf83b2232d0d5595ba" args="() const " --> 
    128 const sq_T &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a69ddac45b7a4efbf83b2232d0d5595ba">_R</a> () const </td></tr> 
    129 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    130 <tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 
    131 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac3120f1c9cd7c3a0ba9944e4a2381f21"></a><!-- doxytag: member="bdm::StateSpace::dimx" ref="ac3120f1c9cd7c3a0ba9944e4a2381f21" args="" --> 
    132 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21">dimx</a></td></tr> 
    133 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rv.count() <br/></td></tr> 
    134 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b784d85ca911866225a79193ae1441f"></a><!-- doxytag: member="bdm::StateSpace::dimy" ref="a3b784d85ca911866225a79193ae1441f" args="" --> 
    135 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f">dimy</a></td></tr> 
    136 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvy.count() <br/></td></tr> 
    137 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a95bb59ffbfd34c55d03d4d7a2a9b4faf"></a><!-- doxytag: member="bdm::StateSpace::dimu" ref="a95bb59ffbfd34c55d03d4d7a2a9b4faf" args="" --> 
    138 int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a95bb59ffbfd34c55d03d4d7a2a9b4faf">dimu</a></td></tr> 
    139 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of rvu.count() <br/></td></tr> 
    140 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ade7d828a8d06cbbd5ac45afeaf9f0c7b"></a><!-- doxytag: member="bdm::StateSpace::A" ref="ade7d828a8d06cbbd5ac45afeaf9f0c7b" args="" --> 
    141 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ade7d828a8d06cbbd5ac45afeaf9f0c7b">A</a></td></tr> 
    142 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix A. <br/></td></tr> 
    143 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0cdaa906550290b759a1584d02b3ca51"></a><!-- doxytag: member="bdm::StateSpace::B" ref="a0cdaa906550290b759a1584d02b3ca51" args="" --> 
    144 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a0cdaa906550290b759a1584d02b3ca51">B</a></td></tr> 
    145 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix B. <br/></td></tr> 
    146 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac7ec82d2200c956cff6dff559bd32ff9"></a><!-- doxytag: member="bdm::StateSpace::C" ref="ac7ec82d2200c956cff6dff559bd32ff9" args="" --> 
    147 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ac7ec82d2200c956cff6dff559bd32ff9">C</a></td></tr> 
    148 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix C. <br/></td></tr> 
    149 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad5769a41b34eb518716120cf04dbc23f"></a><!-- doxytag: member="bdm::StateSpace::D" ref="ad5769a41b34eb518716120cf04dbc23f" args="" --> 
    150 mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ad5769a41b34eb518716120cf04dbc23f">D</a></td></tr> 
    151 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br/></td></tr> 
    152 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66248c83836424f1cd7c1b5b9a92cf1f"></a><!-- doxytag: member="bdm::StateSpace::Q" ref="a66248c83836424f1cd7c1b5b9a92cf1f" args="" --> 
    153 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f">Q</a></td></tr> 
    154 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br/></td></tr> 
    155 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a11dd3493d62ec9329860386adb3e6084"></a><!-- doxytag: member="bdm::StateSpace::R" ref="a11dd3493d62ec9329860386adb3e6084" args="" --> 
    156 sq_T&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a11dd3493d62ec9329860386adb3e6084">R</a></td></tr> 
    157 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br/></td></tr> 
    158 </table> 
    159 <hr/>The documentation for this class was generated from the following file:<ul> 
    160 <li><a class="el" href="kalman_8h_source.html">kalman.h</a></li> 
    161 </ul> 
     168Basic elements of linear state-space model.  
     169<p> 
     170Parameter evolution model:<p class="formulaDsp"> 
     171<img class="formulaDsp" alt="\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]" src="form_36.png"> 
     172<p> 
     173 Observation model: <p class="formulaDsp"> 
     174<img class="formulaDsp" alt="\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]" src="form_37.png"> 
     175<p> 
     176 Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances. <hr>The documentation for this class was generated from the following file:<ul> 
     177<li><a class="el" href="kalman_8h_source.html">kalman.h</a></ul> 
    162178</div> 
    163 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:06 2009 for mixpp by&nbsp; 
     179<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:47 2009 for mixpp by&nbsp; 
    164180<a href="http://www.doxygen.org/index.html"> 
    165 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
     181<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
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