#include <libKF.h>
Public Member Functions | |
| KalmanFull (mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0) | |
| Full constructor. | |
| void | bayes (const vec &dt) |
| Here dt = [yt;ut] of appropriate dimensions. | |
Public Attributes | |
| vec | mu |
| Mean value of the posterior density. | |
| mat | P |
| Variance of the posterior density. | |
Friends | |
| std::ostream & | operator<< (std::ostream &os, const KalmanFull &kf) |
| print elements of KF | |
1.5.3