Changeset 660 for library/bdm/estim/kalman.h

Timestamp:

10/15/09 00:04:30 (15 years ago)

Author:

smidl

Message:

doc - doxygen warnings

Files:

• library/bdm/estim/kalman.h (modified) (6 diffs)

library/bdm/estim/kalman.h

@@ -54 +54 @@
         public:
                 StateSpace() : dimx (0), dimy (0), dimu (0), A(), B(), C(), D(), Q(), R() {}
+                //!copy constructor
                 StateSpace(const StateSpace<sq_T> &S0) : dimx (S0.dimx), dimy (S0.dimy), dimu (S0.dimu), A(S0.A), B(S0.B), C(S0.C), D(S0.D), Q(S0.Q), R(S0.R) {}
+                //! set all matrix parameters
                 void set_parameters (const mat &A0, const  mat &B0, const  mat &C0, const  mat &D0, const  sq_T &Q0, const sq_T &R0);
+                //! validation
                 void validate();
                 //! not virtual in this case
@@ -116 +119 @@
         public:
                 Kalman<sq_T>() : BM(), StateSpace<sq_T>(), yrv(),urv(), _K(),  est(new enorm<sq_T>){}
+                //! Copy constructor
                 Kalman<sq_T>(const Kalman<sq_T> &K0) : BM(K0), StateSpace<sq_T>(K0), yrv(K0.yrv),urv(K0.urv), _K(K0._K),  est(new enorm<sq_T>(*K0.est)), fy(K0.fy){}
+                //!set statistics of the posterior
                 void set_statistics (const vec &mu0, const mat &P0) {est->set_parameters (mu0, P0); };
+                //!set statistics of the posterior
                 void set_statistics (const vec &mu0, const sq_T &P0) {est->set_parameters (mu0, P0); };
-                //! posterior
+                //! return correctly typed posterior (covariant return)
                 const enorm<sq_T>& posterior() const {return *est.get();}
                 //! shared posterior
@@ -138 +144 @@
                         validate();
                 }
+                //! validate object
                 void validate() {
                         StateSpace<sq_T>::validate();
@@ -242 +249 @@
                         est->set_parameters (mu0, P0);
                 };
+                //! access function
                 const mat _R() {
                         return est->_R().to_mat();
@@ -371 +379 @@
                 enorm<chmat> est;
         public:
+                //! set internal parameters
                 void set_parameters (Array<EKFCh*> A, int pol0 = 1) {
                         Models = A;//TODO: test if evalll is set
@@ -406 +415 @@
                         }
                 }
-                //! posterior density
+                //! return correctly typed posterior (covariant return)
                 const enorm<chmat>& posterior() const {
                         return est;