Show
Ignore:
Timestamp:
10/15/09 00:10:19 (15 years ago)
Author:
smidl
Message:

doc

Files:
1 modified

Legend:

Unmodified
Added
Removed
  • library/doc/html/classbdm_1_1Kalman.html

    r656 r661  
    8686<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr> 
    8787<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8b22c45cffa949d70b8e5ac92ed5ce25"></a><!-- doxytag: member="bdm::Kalman::Kalman" ref="a8b22c45cffa949d70b8e5ac92ed5ce25" args="(const Kalman&lt; sq_T &gt; &amp;K0)" --> 
    88 &nbsp;</td><td class="memItemRight" valign="bottom"><b>Kalman</b> (const <a class="el" href="classbdm_1_1Kalman.html">Kalman</a>&lt; sq_T &gt; &amp;K0)</td></tr> 
     88&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a8b22c45cffa949d70b8e5ac92ed5ce25">Kalman</a> (const <a class="el" href="classbdm_1_1Kalman.html">Kalman</a>&lt; sq_T &gt; &amp;K0)</td></tr> 
     89<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Copy constructor. <br/></td></tr> 
    8990<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad9107617cd5482272ab046849cbfff49"></a><!-- doxytag: member="bdm::Kalman::set_statistics" ref="ad9107617cd5482272ab046849cbfff49" args="(const vec &amp;mu0, const mat &amp;P0)" --> 
    90 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const mat &amp;P0)</td></tr> 
     91void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#ad9107617cd5482272ab046849cbfff49">set_statistics</a> (const vec &amp;mu0, const mat &amp;P0)</td></tr> 
     92<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set statistics of the posterior <br/></td></tr> 
    9193<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a28cded9e5f44f654cd383503e4e9694c"></a><!-- doxytag: member="bdm::Kalman::set_statistics" ref="a28cded9e5f44f654cd383503e4e9694c" args="(const vec &amp;mu0, const sq_T &amp;P0)" --> 
    92 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_statistics</b> (const vec &amp;mu0, const sq_T &amp;P0)</td></tr> 
     94void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a28cded9e5f44f654cd383503e4e9694c">set_statistics</a> (const vec &amp;mu0, const sq_T &amp;P0)</td></tr> 
     95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set statistics of the posterior <br/></td></tr> 
    9396<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8b0c3db41eb292edb20b826832c9b5fa"></a><!-- doxytag: member="bdm::Kalman::posterior" ref="a8b0c3db41eb292edb20b826832c9b5fa" args="() const " --> 
    9497const <a class="el" href="classbdm_1_1enorm.html">enorm</a>&lt; sq_T &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a8b0c3db41eb292edb20b826832c9b5fa">posterior</a> () const </td></tr> 
    95 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior <br/></td></tr> 
     98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return correctly typed posterior (covariant return) <br/></td></tr> 
    9699<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4da2fdd01e9b335b133def9814eb0620"></a><!-- doxytag: member="bdm::Kalman::shared_posterior" ref="a4da2fdd01e9b335b133def9814eb0620" args="()" --> 
    97100<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1epdf.html">epdf</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a4da2fdd01e9b335b133def9814eb0620">shared_posterior</a> ()</td></tr> 
     
    101104<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">load basic elements of <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> from structure <br/></td></tr> 
    102105<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a34c508e3a9081be46e57634c2079bff4"></a><!-- doxytag: member="bdm::Kalman::validate" ref="a34c508e3a9081be46e57634c2079bff4" args="()" --> 
    103 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr> 
     106void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Kalman.html#a34c508e3a9081be46e57634c2079bff4">validate</a> ()</td></tr> 
     107<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">validate object <br/></td></tr> 
    104108<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaf0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::Kalman::to_string" ref="aaf0e6941ba5919cae1bc530e2181b109" args="()" --> 
    105109virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#aaf0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr> 
     
    109113<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br/></td></tr> 
    110114<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7a053883a11a93a979c28c3e6792ce20"></a><!-- doxytag: member="bdm::Kalman::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)" --> 
    111 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> 
     115void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#a7a053883a11a93a979c28c3e6792ce20">set_parameters</a> (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> 
     116<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set all matrix parameters <br/></td></tr> 
    112117<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab1972e00d9b9dd22a0f983c7cb0b8b40"></a><!-- doxytag: member="bdm::Kalman::_dimx" ref="ab1972e00d9b9dd22a0f983c7cb0b8b40" args="()" --> 
    113118int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1StateSpace.html#ab1972e00d9b9dd22a0f983c7cb0b8b40">_dimx</a> ()</td></tr> 
     
    161166<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Constructs conditional density of 1-step ahead predictor <img class="formulaInl" alt="$ f(d_{t+1} |d_{t+h-1}, \ldots d_{t}) $" src="form_21.png"/>. <br/></td></tr> 
    162167<tr><td colspan="2"><div class="groupHeader">Access to attributes</div></td></tr> 
    163 <tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> </p> 
     168<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb6eb094f9e6af11f8a7d9efa9d8e3623"></a> access function </p> 
    164169<br/><br/></div></td></tr> 
    165170<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff2d8755ba0b3def927d31305c03b09c"></a><!-- doxytag: member="bdm::Kalman::_drv" ref="aff2d8755ba0b3def927d31305c03b09c" args="() const " --> 
    166171const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><b>_drv</b> () const </td></tr> 
    167172<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af135ae6dce7e9f30c9f88229c7930b96"></a><!-- doxytag: member="bdm::Kalman::set_drv" ref="af135ae6dce7e9f30c9f88229c7930b96" args="(const RV &amp;rv)" --> 
    168 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_drv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     173void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#af135ae6dce7e9f30c9f88229c7930b96">set_drv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     174<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br/></td></tr> 
    169175<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab38d92f17620813ad872d86e01a26e5e"></a><!-- doxytag: member="bdm::Kalman::set_rv" ref="ab38d92f17620813ad872d86e01a26e5e" args="(const RV &amp;rv)" --> 
    170 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_rv</b> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     176void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#ab38d92f17620813ad872d86e01a26e5e">set_rv</a> (const <a class="el" href="classbdm_1_1RV.html">RV</a> &amp;rv)</td></tr> 
     177<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access to rv of the posterior <br/></td></tr> 
    171178<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5be65d37dedfe33a3671e7065f523a70"></a><!-- doxytag: member="bdm::Kalman::_ll" ref="a5be65d37dedfe33a3671e7065f523a70" args="() const " --> 
    172 double&nbsp;</td><td class="memItemRight" valign="bottom"><b>_ll</b> () const </td></tr> 
     179double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a5be65d37dedfe33a3671e7065f523a70">_ll</a> () const </td></tr> 
     180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">return internal log-likelihood of the last data vector <br/></td></tr> 
    173181<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a236b3abbcc93594fc97cd86d82c1a83f"></a><!-- doxytag: member="bdm::Kalman::set_evalll" ref="a236b3abbcc93594fc97cd86d82c1a83f" args="(bool evl0)" --> 
    174 void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_evalll</b> (bool evl0)</td></tr> 
     182void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a236b3abbcc93594fc97cd86d82c1a83f">set_evalll</a> (bool evl0)</td></tr> 
     183<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">switch evaluation of log-likelihood on/off <br/></td></tr> 
    175184<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr> 
    176185<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaac28e226fe6cbff5a9ae38d8d025d7a"></a><!-- doxytag: member="bdm::Kalman::yrv" ref="aaac28e226fe6cbff5a9ae38d8d025d7a" args="" --> 
     
    277286<p>Reimplemented in <a class="el" href="classbdm_1_1ARX.html#aca0b54c0997cfd567f49377af5def106">bdm::ARX</a>, <a class="el" href="classbdm_1_1ARXfrg.html#a420f3f195d231723f2f2329ec900de60">bdm::ARXfrg</a>, <a class="el" href="classbdm_1_1KalmanFull.html#ab77ade422273f60b8955122b81abf3c1">bdm::KalmanFull</a>, <a class="el" href="classbdm_1_1KalmanCh.html#a24ce65bdaa538d4d5153d709a929b996">bdm::KalmanCh</a>, <a class="el" href="classbdm_1_1EKFCh.html#a1d1d91400e3f177de9fe7962ea17adc4">bdm::EKFCh</a>, and <a class="el" href="classbdm_1_1BMEF.html#a62d2e4691bed41a1efa6b9c2e35e5c67">bdm::BMEF</a>.</p> 
    278287 
     288<p>Referenced by <a class="el" href="particles_8h_source.html#l00316">bdm::MPF::set_BM()</a>.</p> 
     289 
    279290</div> 
    280291</div> 
     
    330341<p>References <a class="el" href="bdmerror_8h_source.html#l00051">bdm_error</a>.</p> 
    331342 
    332 <p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01098">bdm::BM::logpred_m()</a>.</p> 
     343<p>Referenced by <a class="el" href="bdmbase_8h_source.html#l01102">bdm::BM::logpred_m()</a>.</p> 
    333344 
    334345</div> 
     
    338349</ul> 
    339350</div> 
    340 <hr size="1"/><address style="text-align: right;"><small>Generated on Mon Oct 12 19:37:21 2009 for mixpp by&nbsp; 
     351<hr size="1"/><address style="text-align: right;"><small>Generated on Thu Oct 15 00:07:49 2009 for mixpp by&nbsp; 
    341352<a href="http://www.doxygen.org/index.html"> 
    342353<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>