# bdm::StateSpace< sq_T > Class Template Reference

Basic elements of linear state-space model. More...

## Detailed Description

### template<class sq_T>
class bdm::StateSpace< sq_T >

Basic elements of linear state-space model.

Parameter evolution model:

Observation model:

Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances.

`#include <kalman.h>`

List of all members.

## Public Member Functions
| StateSpace (const StateSpace< sq_T > &S0)
| copy constructor
void | set_parameters (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const sq_T &Q0, const sq_T &R0)
| set all matrix parameters
void | validate ()
| validation
void | from_setting (const Setting &set)
| not virtual in this case
int | _dimx ()
| access function
int | _dimy ()
| access function
int | _dimu ()
| access function
const mat & | _A () const
| access function
const mat & | _B () const
| access function
const mat & | _C () const
| access function
const mat & | _D () const
| access function
const sq_T & | _Q () const
| access function
const sq_T & | _R () const
| access function
## Protected Attributes
int | dimx
| cache of rv.count()
int | dimy
| cache of rvy.count()
int | dimu
| cache of rvu.count()
mat | A
| Matrix A.
mat | B
| Matrix B.
mat | C
| Matrix C.
mat | D
| Matrix D.
sq_T | Q
| Matrix Q in square-root form.
sq_T | R
| Matrix R in square-root form.

The documentation for this class was generated from the following file:

- kalman.h