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    53<title>mixpp: kalman.h File Reference</title> 
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    69 <h1>kalman.h File Reference</h1> 
    70 <p>Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.   
    71 <a href="#_details">More...</a></p> 
    72 <code>#include &quot;../math/functions.h&quot;</code><br/> 
    73 <code>#include &quot;../stat/exp_family.h&quot;</code><br/> 
    74 <code>#include &quot;../math/chmat.h&quot;</code><br/> 
    75 <code>#include &quot;../base/user_info.h&quot;</code><br/> 
     66<h1>kalman.h File Reference</h1>Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.   
     67<a href="#_details">More...</a> 
     68<p> 
     69<code>#include &quot;../math/functions.h&quot;</code><br> 
     70<code>#include &quot;<a class="el" href="exp__family_8h_source.html">../stat/exp_family.h</a>&quot;</code><br> 
     71<code>#include &quot;<a class="el" href="chmat_8h_source.html">../math/chmat.h</a>&quot;</code><br> 
     72<code>#include &quot;<a class="el" href="user__info_8h_source.html">../base/user_info.h</a>&quot;</code><br> 
    7673 
    77 <p><a href="kalman_8h_source.html">Go to the source code of this file.</a></p> 
    78 <table border="0" cellpadding="0" cellspacing="0"> 
    79 <tr><td colspan="2"><h2>Classes</h2></td></tr> 
    80 <tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html">bdm::StateSpace&lt; sq_T &gt;</a></td></tr> 
    81 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Basic elements of linear state-space model.  <a href="classbdm_1_1StateSpace.html#_details">More...</a><br/></td></tr> 
    82 <tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html">bdm::Kalman&lt; sq_T &gt;</a></td></tr> 
    83 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Common abstract base for <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filters.  <a href="classbdm_1_1Kalman.html#_details">More...</a><br/></td></tr> 
    84 <tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html">bdm::KalmanFull</a></td></tr> 
    85 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Basic <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter with full matrices.  <a href="classbdm_1_1KalmanFull.html#_details">More...</a><br/></td></tr> 
    86 <tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html">bdm::KalmanCh</a></td></tr> 
    87 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form.  <a href="classbdm_1_1KalmanCh.html#_details">More...</a><br/></td></tr> 
    88 <tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html">bdm::EKFfull</a></td></tr> 
    89 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> Filter in full matrices.  <a href="classbdm_1_1EKFfull.html#_details">More...</a><br/></td></tr> 
    90 <tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html">bdm::EKFCh</a></td></tr> 
    91 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> Filter in Square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a>.  <a href="classbdm_1_1EKFCh.html#_details">More...</a><br/></td></tr> 
    92 <tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html">bdm::MultiModel</a></td></tr> 
    93 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness).  <a href="classbdm_1_1MultiModel.html#_details">More...</a><br/></td></tr> 
    94 <tr><td class="memItemLeft" align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html">bdm::StateCanonical</a></td></tr> 
    95 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">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  <a href="classbdm_1_1StateCanonical.html#_details">More...</a><br/></td></tr> 
    96 <tr><td colspan="2"><h2>Functions</h2></td></tr> 
    97 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5e1b3b4da814283b69eed3dfed7636ce"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="a5e1b3b4da814283b69eed3dfed7636ce" args="(KalmanFull)" --> 
     74<p> 
     75<a href="kalman_8h_source.html">Go to the source code of this file.</a><table border="0" cellpadding="0" cellspacing="0"> 
     76<tr><td></td></tr> 
     77<tr><td colspan="2"><br><h2>Classes</h2></td></tr> 
     78<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html">bdm::StateSpace&lt; sq_T &gt;</a></td></tr> 
     79 
     80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Basic elements of linear state-space model.  <a href="classbdm_1_1StateSpace.html#_details">More...</a><br></td></tr> 
     81<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html">bdm::Kalman&lt; sq_T &gt;</a></td></tr> 
     82 
     83<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Common abstract base for <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filters.  <a href="classbdm_1_1Kalman.html#_details">More...</a><br></td></tr> 
     84<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanFull.html">bdm::KalmanFull</a></td></tr> 
     85 
     86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Basic <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter with full matrices.  <a href="classbdm_1_1KalmanFull.html#_details">More...</a><br></td></tr> 
     87<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1KalmanCh.html">bdm::KalmanCh</a></td></tr> 
     88 
     89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight"><a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter in square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> form.  <a href="classbdm_1_1KalmanCh.html#_details">More...</a><br></td></tr> 
     90<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFfull.html">bdm::EKFfull</a></td></tr> 
     91 
     92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> Filter in full matrices.  <a href="classbdm_1_1EKFfull.html#_details">More...</a><br></td></tr> 
     93<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1EKFCh.html">bdm::EKFCh</a></td></tr> 
     94 
     95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Extended <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> Filter in Square <a class="el" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a>.  <a href="classbdm_1_1EKFCh.html#_details">More...</a><br></td></tr> 
     96<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1MultiModel.html">bdm::MultiModel</a></td></tr> 
     97 
     98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">(Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness).  <a href="classbdm_1_1MultiModel.html#_details">More...</a><br></td></tr> 
     99<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateCanonical.html">bdm::StateCanonical</a></td></tr> 
     100 
     101<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">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  <a href="classbdm_1_1StateCanonical.html#_details">More...</a><br></td></tr> 
     102<tr><td colspan="2"><br><h2>Functions</h2></td></tr> 
     103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5e1b3b4da814283b69eed3dfed7636ce"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="5e1b3b4da814283b69eed3dfed7636ce" args="(KalmanFull)" --> 
    98104&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (KalmanFull)</td></tr> 
    99 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a79179c84c0f2663fb533255fa90bb5e6"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="a79179c84c0f2663fb533255fa90bb5e6" args="(KalmanCh)" --> 
     105 
     106<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="79179c84c0f2663fb533255fa90bb5e6"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="79179c84c0f2663fb533255fa90bb5e6" args="(KalmanCh)" --> 
    100107&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (KalmanCh)</td></tr> 
    101 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="afd9a545e845b00256e0bdfc01c4f811c"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="afd9a545e845b00256e0bdfc01c4f811c" args="(EKFfull)" --> 
     108 
     109<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fd9a545e845b00256e0bdfc01c4f811c"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="fd9a545e845b00256e0bdfc01c4f811c" args="(EKFfull)" --> 
    102110&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (EKFfull)</td></tr> 
    103 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aea9e7d50fdc217be77cd6b964ff0f1c6"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="aea9e7d50fdc217be77cd6b964ff0f1c6" args="(EKFCh)" --> 
     111 
     112<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ea9e7d50fdc217be77cd6b964ff0f1c6"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="ea9e7d50fdc217be77cd6b964ff0f1c6" args="(EKFCh)" --> 
    104113&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (EKFCh)</td></tr> 
    105 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aab7fcf226fa0a65350b0f3d4624963f9"></a><!-- doxytag: member="kalman.h::SHAREDPTR" ref="aab7fcf226fa0a65350b0f3d4624963f9" args="(EKFCh)" --> 
     114 
     115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab7fcf226fa0a65350b0f3d4624963f9"></a><!-- doxytag: member="kalman.h::SHAREDPTR" ref="ab7fcf226fa0a65350b0f3d4624963f9" args="(EKFCh)" --> 
    106116&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR</b> (EKFCh)</td></tr> 
    107 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a84ed423eb4acd7f88d162a6f38a52c52"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="a84ed423eb4acd7f88d162a6f38a52c52" args="(MultiModel)" --> 
     117 
     118<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="84ed423eb4acd7f88d162a6f38a52c52"></a><!-- doxytag: member="kalman.h::UIREGISTER" ref="84ed423eb4acd7f88d162a6f38a52c52" args="(MultiModel)" --> 
    108119&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::UIREGISTER</b> (MultiModel)</td></tr> 
    109 <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae2745b9ba389d8d4ccc779e76f921a49"></a><!-- doxytag: member="kalman.h::SHAREDPTR" ref="ae2745b9ba389d8d4ccc779e76f921a49" args="(MultiModel)" --> 
     120 
     121<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e2745b9ba389d8d4ccc779e76f921a49"></a><!-- doxytag: member="kalman.h::SHAREDPTR" ref="e2745b9ba389d8d4ccc779e76f921a49" args="(MultiModel)" --> 
    110122&nbsp;</td><td class="memItemRight" valign="bottom"><b>bdm::SHAREDPTR</b> (MultiModel)</td></tr> 
     123 
    111124</table> 
    112 <hr/><a name="_details"></a><h2>Detailed Description</h2> 
    113 <p>Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions. </p> 
    114 <dl class="author"><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 
    115 <p>----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty</p> 
    116 <p>Using IT++ for numerical operations ----------------------------------- </p> 
    117 </div> 
    118 <hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 27 00:49:04 2009 for mixpp by&nbsp; 
     125<hr><h2>Detailed Description</h2> 
     126Bayesian Filtering for linear Gaussian models (Kalman Filter) and extensions.  
     127<p> 
     128<dl class="author" compact><dt><b>Author:</b></dt><dd>Vaclav Smidl.</dd></dl> 
     129----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty<p> 
     130Using IT++ for numerical operations ----------------------------------- </div> 
     131<hr size="1"><address style="text-align: right;"><small>Generated on Wed Oct 7 17:34:44 2009 for mixpp by&nbsp; 
    119132<a href="http://www.doxygen.org/index.html"> 
    120 <img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address> 
     133<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.9 </small></address> 
    121134</body> 
    122135</html>