Changeset 737 for library/bdm/estim/kalman.cpp

Timestamp:

11/25/09 12:14:38 (14 years ago)

Author:

mido

Message:

ASTYLER RUN OVER THE WHOLE LIBRARY, JUPEE

Files:

• library/bdm/estim/kalman.cpp (modified) (13 diffs)

library/bdm/estim/kalman.cpp

@@ -13 +13 @@
         const vec &u = cond; // in this case cond=ut
         const vec &y = yt;
-        
+
         vec& mu = est._mu();
         mat &P = est._R();
@@ -20 +20 @@
         //Time update
         mu = A * mu + B * u;
-        P  = A * P * A.transpose() + (mat)Q;
+        P  = A * P * A.transpose() + ( mat ) Q;
 
         //Data update
-        _Ry = C * P * C.transpose() + (mat)R;
+        _Ry = C * P * C.transpose() + ( mat ) R;
         _K = P * C.transpose() * inv ( _Ry );
         P -= _K * C * P; // P = P -KCP;
@@ -30 +30 @@
 
         if ( evalll ) {
-                ll=fy.evallog(y);
+                ll = fy.evallog ( y );
         }
 };
@@ -43 +43 @@
         phxu = phxu0;
 
-        set_dim( pfxu0->_dimx());
+        set_dim ( pfxu0->_dimx() );
         dimy = phxu0->dimension();
         dimc = pfxu0->_dimu();
-        est.set_parameters( zeros(dimension()), eye(dimension()) );
+        est.set_parameters ( zeros ( dimension() ), eye ( dimension() ) );
 
         A.set_size ( dimension(), dimension() );
@@ -60 +60 @@
 }
 
-void EKFfull::bayes ( const vec &yt, const vec &cond) {
+void EKFfull::bayes ( const vec &yt, const vec &cond ) {
         bdm_assert_debug ( yt.length() == ( dimy ), "EKFull::bayes wrong size of dt" );
         bdm_assert_debug ( cond.length() == ( dimc ), "EKFull::bayes wrong size of dt" );
-        
+
         const vec &u = cond;
         const vec &y = yt; //lazy to change it
@@ -70 +70 @@
         mat& _Ry = fy._R();
         vec& yp = fy._mu();
-        
+
         pfxu->dfdx_cond ( mu, zeros ( dimc ), A, true );
         phxu->dfdx_cond ( mu, zeros ( dimc ), C, true );
@@ -76 +76 @@
         //Time update
         mu = pfxu->eval ( mu, u );// A*mu + B*u;
-        P  = A * P * A.transpose() + (mat)Q;
+        P  = A * P * A.transpose() + ( mat ) Q;
 
         //Data update
-        _Ry = C * P * C.transpose() + (mat)R;
+        _Ry = C * P * C.transpose() + ( mat ) R;
         _K = P * C.transpose() * inv ( _Ry );
         P -= _K * C * P; // P = P -KCP;
@@ -86 +86 @@
 
         if ( BM::evalll ) {
-                ll=fy.evallog(y);
+                ll = fy.evallog ( y );
         }
 };
@@ -95 +95 @@
 
         ( ( StateSpace<chmat>* ) this )->set_parameters ( A0, B0, C0, D0, Q0, R0 );
-        
-        _K=zeros(dimension(),dimy);
-}
-
-void KalmanCh::initialize(){
+
+        _K = zeros ( dimension(), dimy );
+}
+
+void KalmanCh::initialize() {
         preA = zeros ( dimy + dimension() + dimension(), dimy + dimension() );
 //      preA.clear();
@@ -107 +107 @@
 
 void KalmanCh::bayes ( const vec &yt, const vec &cond ) {
-        bdm_assert_debug(yt.length()==dimy, "yt mismatch");
-        bdm_assert_debug(cond.length()==dimc, "yt mismatch");
-        
+        bdm_assert_debug ( yt.length() == dimy, "yt mismatch" );
+        bdm_assert_debug ( cond.length() == dimc, "yt mismatch" );
+
         const vec &u = cond;
         const vec &y = yt;
         vec pom ( dimy );
 
-        chmat &_P=est._R();
+        chmat &_P = est._R();
         vec &_mu = est._mu();
-        mat _K(dimension(),dimy);
-        chmat &_Ry=fy._R();
+        mat _K ( dimension(), dimy );
+        chmat &_Ry = fy._R();
         vec &_yp = fy._mu();
         //TODO get rid of Q in qr()!
@@ -156 +156 @@
         phxu = phxu0;
 
-        set_dim( pfxu0->_dimx());
+        set_dim ( pfxu0->_dimx() );
         dimy = phxu0->dimension();
         dimc = pfxu0->_dimu();
-        
+
         vec &_mu = est._mu();
         // if mu is not set, set it to zeros, just for constant terms of A and C
-        if ( _mu.length() != dimension() ) _mu = zeros ( dimension() ); 
+        if ( _mu.length() != dimension() ) _mu = zeros ( dimension() );
         A = zeros ( dimension(), dimension() );
         C = zeros ( dimy, dimension() );
@@ -194 +194 @@
         chmat &_Ry = fy._R();
         vec &_yp = fy._mu();
-        
+
         pfxu->dfdx_cond ( _mu, u, A, false ); //update A by a derivative of fx
         phxu->dfdx_cond ( _mu, u, C, false ); //update A by a derivative of fx
@@ -244 +244 @@
 
 void EKFCh::from_setting ( const Setting &set ) {
-        BM::from_setting(set);
+        BM::from_setting ( set );
         shared_ptr<diffbifn> IM = UI::build<diffbifn> ( set, "IM", UI::compulsory );
         shared_ptr<diffbifn> OM = UI::build<diffbifn> ( set, "OM", UI::compulsory );