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    53<title>mixpp: ekf_template.h Source File</title> 
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    129<!-- 
     
    6966<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define EKF_TEMPLATE_H</span> 
    7067<a name="l00015"></a>00015 <span class="preprocessor"></span> 
    71 <a name="l00016"></a>00016 <span class="preprocessor">#include &quot;<a class="code" href="kalman_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">kalman.h</a>&quot;</span> 
     68<a name="l00016"></a>00016 <span class="preprocessor">#include "<a class="code" href="kalman_8h.html" title="Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.">kalman.h</a>"</span> 
    7269<a name="l00017"></a>00017  
    7370<a name="l00018"></a>00018 <span class="keyword">namespace </span>bdm { 
     
    7572<a name="l00021"></a><a class="code" href="classbdm_1_1EKFful__unQR.html">00021</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFful__unQR.html" title="Extended Kalman filter with unknown Q and R.">EKFful_unQR</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a>  { 
    7673<a name="l00022"></a>00022 <span class="keyword">public</span>: 
    77 <a name="l00023"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#a17a98c06f5efe38e0da0beb96d6f9584">00023</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFful__unQR.html#a17a98c06f5efe38e0da0beb96d6f9584" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;QR0 ) { 
    78 <a name="l00024"></a>00024                 <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a> = diag ( QR0 ( 0, <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a> - 1 ) ); 
    79 <a name="l00025"></a>00025                 <a class="code" href="classbdm_1_1StateSpace.html#a11dd3493d62ec9329860386adb3e6084" title="Matrix R in square-root form.">R</a> = diag ( QR0 ( <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a> + <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> - 1 ) ); 
     74<a name="l00023"></a><a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584">00023</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFful__unQR.html#17a98c06f5efe38e0da0beb96d6f9584" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;QR0 ) { 
     75<a name="l00024"></a>00024                 <a class="code" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a> = diag ( QR0 ( 0, <a class="code" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a> - 1 ) ); 
     76<a name="l00025"></a>00025                 <a class="code" href="classbdm_1_1StateSpace.html#11dd3493d62ec9329860386adb3e6084" title="Matrix R in square-root form.">R</a> = diag ( QR0 ( <a class="code" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a> + <a class="code" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> - 1 ) ); 
    8077<a name="l00026"></a>00026         }; 
    8178<a name="l00027"></a>00027 }; 
     
    8380<a name="l00030"></a><a class="code" href="classbdm_1_1EKFCh__dQ.html">00030</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__dQ.html" title="Extended Kalman filter in Choleski form with unknown diagonal Q.">EKFCh_dQ</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> { 
    8481<a name="l00031"></a>00031 <span class="keyword">public</span>: 
    85 <a name="l00032"></a><a class="code" href="classbdm_1_1EKFCh__dQ.html#ab37b8ffb5699b4edd533fda4ffeaa916">00032</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__dQ.html#ab37b8ffb5699b4edd533fda4ffeaa916" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;Q0 ) { 
    86 <a name="l00033"></a>00033                 <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#ab192df5b54b173ba9bc6922ee9983bc9" title="Access functions.">setD</a> ( Q0, 0 ); 
     82<a name="l00032"></a><a class="code" href="classbdm_1_1EKFCh__dQ.html#b37b8ffb5699b4edd533fda4ffeaa916">00032</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__dQ.html#b37b8ffb5699b4edd533fda4ffeaa916" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;Q0 ) { 
     83<a name="l00033"></a>00033                 <a class="code" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#b192df5b54b173ba9bc6922ee9983bc9" title="Access functions.">setD</a> ( Q0, 0 ); 
    8784<a name="l00034"></a>00034                 <span class="comment">//from EKF</span> 
    88 <a name="l00035"></a>00035                 preA.set_submatrix ( <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> + <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a>, <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() ); 
     85<a name="l00035"></a>00035                 preA.set_submatrix ( <a class="code" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> + <a class="code" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a>, <a class="code" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() ); 
    8986<a name="l00036"></a>00036         }; 
    9087<a name="l00037"></a>00037 }; 
     
    9289<a name="l00040"></a><a class="code" href="classbdm_1_1EKFCh__chQ.html">00040</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__chQ.html" title="Extended Kalman filter in Choleski form with unknown Q.">EKFCh_chQ</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> { 
    9390<a name="l00041"></a>00041 <span class="keyword">public</span>: 
    94 <a name="l00042"></a><a class="code" href="classbdm_1_1EKFCh__chQ.html#ae663ea1b2e9ca242a932b837d99d9c6b">00042</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__chQ.html#ae663ea1b2e9ca242a932b837d99d9c6b" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;chQ0 ) { 
    95 <a name="l00043"></a>00043                 <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#ab8fd18754b0e5e0463f818cd16c710c8" title="Access functions.">setCh</a> ( chQ0 ); 
     91<a name="l00042"></a><a class="code" href="classbdm_1_1EKFCh__chQ.html#e663ea1b2e9ca242a932b837d99d9c6b">00042</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__chQ.html#e663ea1b2e9ca242a932b837d99d9c6b" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;chQ0 ) { 
     92<a name="l00043"></a>00043                 <a class="code" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#b8fd18754b0e5e0463f818cd16c710c8" title="Access functions.">setCh</a> ( chQ0 ); 
    9693<a name="l00044"></a>00044                 <span class="comment">//from EKF</span> 
    97 <a name="l00045"></a>00045                 preA.set_submatrix ( <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> + <a class="code" href="classbdm_1_1StateSpace.html#ac3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#a3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a>, <a class="code" href="classbdm_1_1StateSpace.html#a66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#a17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() ); 
     94<a name="l00045"></a>00045                 preA.set_submatrix ( <a class="code" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a> + <a class="code" href="classbdm_1_1StateSpace.html#c3120f1c9cd7c3a0ba9944e4a2381f21" title="cache of rv.count()">dimx</a>, <a class="code" href="classbdm_1_1StateSpace.html#3b784d85ca911866225a79193ae1441f" title="cache of rvy.count()">dimy</a>, <a class="code" href="classbdm_1_1StateSpace.html#66248c83836424f1cd7c1b5b9a92cf1f" title="Matrix Q in square-root form.">Q</a>.<a class="code" href="classbdm_1_1chmat.html#17daa8c5c5914bd3194cb3053c5793a5" title="Access function.">_Ch</a>() ); 
    9895<a name="l00046"></a>00046         }; 
    9996<a name="l00047"></a>00047 }; 
     
    10198<a name="l00050"></a><a class="code" href="classbdm_1_1EKFCh__cond.html">00050</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1EKFCh__cond.html" title="Extended Kalman filter with unknown parameters in IM.">EKFCh_cond</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1EKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a>  { 
    10299<a name="l00051"></a>00051 <span class="keyword">public</span>: 
    103 <a name="l00052"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#a8c792fe284f4a26e6af9de251323fc52">00052</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__cond.html#a8c792fe284f4a26e6af9de251323fc52" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) { 
    104 <a name="l00053"></a>00053                 <a class="code" href="classbdm_1_1EKFCh.html#a5dc1964a6058057c9e17ea3c2f33bd2a" title="Internal Model f(x,u).">pfxu</a>-&gt;condition ( val ); 
     100<a name="l00052"></a><a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52">00052</a>         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1EKFCh__cond.html#8c792fe284f4a26e6af9de251323fc52" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) { 
     101<a name="l00053"></a>00053                 <a class="code" href="classbdm_1_1EKFCh.html#5dc1964a6058057c9e17ea3c2f33bd2a" title="Internal Model f(x,u).">pfxu</a>-&gt;condition ( val ); 
    105102<a name="l00054"></a>00054         }; 
    106103<a name="l00055"></a>00055 }; 
     
    109106<a name="l00058"></a>00058 <span class="preprocessor">#endif //EKF_TEMP_H</span> 
    110107</pre></div></div> 
    111 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:04 2009 for mixpp by&nbsp; 
     108<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:43 2009 for mixpp by&nbsp; 
    112109<a href="http://www.doxygen.org/index.html"> 
    113 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
     110<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
    114111</body> 
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