Changeset 79 for doc/html/classEKF__unQ.html
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- 04/18/08 14:03:19 (17 years ago)
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doc/html/classEKF__unQ.html
r37 r79 21 21 </ul> 22 22 </div> 23 <h1>EKF_unQ Class Reference</h1><!-- doxytag: class="EKF_unQ" --><!-- doxytag: inherits="EKF < ldmat >,BMcond" -->Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code>.23 <h1>EKF_unQ Class Reference</h1><!-- doxytag: class="EKF_unQ" --><!-- doxytag: inherits="EKFCh,BMcond,EKFCh,BMcond,EKFCh,BMcond" -->Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code>. 24 24 <a href="#_details">More...</a> 25 25 <p> … … 29 29 <p><center><img src="classEKF__unQ__inherit__graph.png" border="0" usemap="#EKF__unQ__inherit__map" alt="Inheritance graph"></center> 30 30 <map name="EKF__unQ__inherit__map"> 31 <area shape="rect" href="classEKF .html" title="EKF\< ldmat \>" alt="" coords="7,359,121,385"><area shape="rect" href="classKalman.html" title="Kalman\< ldmat \>" alt="" coords="5,183,141,209"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="80,263,184,289"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="64,7,107,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="89,87,217,113"><area shape="rect" title="\< ldmat \>" alt="" coords="137,111,145,119"><area shape="rect" title="\< ldmat \>" alt="" coords="80,179,88,187"><area shape="rect" title="\< ldmat \>" alt="" coords="117,287,125,295"><area shape="rect" title="\< ldmat \>" alt="" coords="69,355,77,363"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="145,359,217,385"></map>31 <area shape="rect" href="classEKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="43,343,109,369"><area shape="rect" href="classKalmanCh.html" title="Kalman filter in square root form." alt="" coords="32,263,120,289"><area shape="rect" href="classKalman.html" title="Kalman\< chmat \>" alt="" coords="5,183,147,209"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="67,7,109,33"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="92,87,220,113"><area shape="rect" title="\< chmat \>" alt="" coords="140,111,148,119"><area shape="rect" title="\< chmat \>" alt="" coords="83,179,91,187"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="133,343,205,369"></map> 32 32 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 33 33 <div class="dynheader"> … … 36 36 <p><center><img src="classEKF__unQ__coll__graph.png" border="0" usemap="#EKF__unQ__coll__map" alt="Collaboration graph"></center> 37 37 <map name="EKF__unQ__coll__map"> 38 <area shape="rect" href="classEKF .html" title="EKF\< ldmat \>" alt="" coords="279,908,393,935"><area shape="rect" href="classKalman.html" title="Kalman\< ldmat \>" alt="" coords="312,695,448,721"><area shape="rect" href="classEKF.html" title="Extended Kalman Filter." alt="" coords="239,809,343,836"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="432,215,475,241"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="448,396,576,423"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="465,7,503,33"><area shape="rect" title="rvu\nrvy" alt="" coords="500,21,508,29"><area shape="rect" title="rvu\nrvy" alt="" coords="445,691,453,699"><area shape="rect" title="rv" alt="" coords="477,31,485,39"><area shape="rect" title="rv" alt="" coords="452,211,460,219"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="275,103,325,129"><area shape="rect" title="rv" alt="" coords="461,25,469,33"><area shape="rect" title="rv" alt="" coords="321,99,329,107"><area shape="rect" title="rvu\nrvy" alt="" coords="484,31,492,39"><area shape="rect" title="rvu\nrvy" alt="" coords="508,392,516,400"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="75,695,141,721"><area shape="rect" title="rvu\nrvx" alt="" coords="461,16,469,24"><area shape="rect" title="rvu\nrvx" alt="" coords="100,691,108,699"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="633,159,705,185"><area shape="rect" title="rvc" alt="" coords="500,19,508,27"><area shape="rect" title="rvc" alt="" coords="664,155,672,163"><area shape="rect" href="classldmat.html" title="Matrix stored in LD form, (typically known as UD)." alt="" coords="315,396,373,423"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="341,420,349,428"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="373,691,381,699"><area shape="rect" href="classenorm.html" title="enorm\< ldmat \>" alt="" coords="159,545,289,572"><area shape="rect" title="_iR\nR" alt="" coords="327,420,335,428"><area shape="rect" title="_iR\nR" alt="" coords="231,541,239,549"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="331,215,392,241"><area shape="rect" title="est\nfy" alt="" coords="228,569,236,577"><area shape="rect" title="est\nfy" alt="" coords="344,691,352,699"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="189,215,235,241"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="171,396,291,423"><area shape="rect" title="\< ldmat \>" alt="" coords="217,420,225,428"><area shape="rect" title="\< ldmat \>" alt="" coords="216,541,224,549"><area shape="rect" title="_iR\nR" alt="" coords="271,239,279,247"><area shape="rect" title="_iR\nR" alt="" coords="229,392,237,400"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="291,239,299,247"><area shape="rect" title="_iP\n_P\nQ\nR\n_iRy\n_Ry" alt="" coords="472,392,480,400"><area shape="rect" title="\< ldmat \>" alt="" coords="507,420,515,428"><area shape="rect" title="\< ldmat \>" alt="" coords="400,691,408,699"><area shape="rect" title="pfxu\nphxu" alt="" coords="111,719,119,727"><area shape="rect" title="pfxu\nphxu" alt="" coords="299,904,307,912"><area shape="rect" title="pfxu\nphxu" alt="" coords="131,719,139,727"><area shape="rect" title="pfxu\nphxu" alt="" coords="267,805,275,813"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="5,545,45,572"><area shape="rect" title="\< ldmat \>" alt="" coords="284,833,292,841"><area shape="rect" title="\< ldmat \>" alt="" coords="311,904,319,912"></map>38 <area shape="rect" href="classEKFCh.html" title="Extended Kalman Filter in Square root." alt="" coords="513,785,580,812"><area shape="rect" href="classKalmanCh.html" title="Kalman filter in square root form." alt="" coords="372,705,460,732"><area shape="rect" href="classKalman.html" title="Kalman\< chmat \>" alt="" coords="309,625,451,652"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="145,231,188,257"><area shape="rect" href="classKalman.html" title="Kalman filter with covariance matrices in square root form." alt="" coords="5,377,133,404"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="449,7,487,33"><area shape="rect" title="rvu\nrvy" alt="" coords="467,31,475,39"><area shape="rect" title="rvu\nrvy" alt="" coords="403,621,411,629"><area shape="rect" title="rv" alt="" coords="445,31,453,39"><area shape="rect" title="rv" alt="" coords="181,227,189,235"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="383,119,433,145"><area shape="rect" title="rv" alt="" coords="456,31,464,39"><area shape="rect" title="rv" alt="" coords="411,115,419,123"><area shape="rect" title="rvu\nrvy" alt="" coords="445,23,453,31"><area shape="rect" title="rvu\nrvy" alt="" coords="67,373,75,381"><area shape="rect" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$." alt="" coords="536,119,603,145"><area shape="rect" title="rvu\nrvx" alt="" coords="484,29,492,37"><area shape="rect" title="rvu\nrvx" alt="" coords="557,115,565,123"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="604,785,676,812"><area shape="rect" title="rvc" alt="" coords="484,20,492,28"><area shape="rect" title="rvc" alt="" coords="636,781,644,789"><area shape="rect" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky." alt="" coords="403,377,464,404"><area shape="rect" title="_P\nQ\nR\n_Ry" alt="" coords="427,401,435,409"><area shape="rect" title="_P\nQ\nR\n_Ry" alt="" coords="379,621,387,629"><area shape="rect" href="classenorm.html" title="enorm\< chmat \>" alt="" coords="248,493,381,520"><area shape="rect" title="R" alt="" coords="416,401,424,409"><area shape="rect" title="R" alt="" coords="327,489,335,497"><area shape="rect" href="classsqmat.html" title="Virtual class for representation of double symmetric matrices in square-root form..." alt="" coords="403,231,464,257"><area shape="rect" title="est\nfy" alt="" coords="319,517,327,525"><area shape="rect" title="est\nfy" alt="" coords="369,621,377,629"><area shape="rect" href="classeEF.html" title="General conjugate exponential family posterior density." alt="" coords="304,231,349,257"><area shape="rect" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix." alt="" coords="259,377,379,404"><area shape="rect" title="\< chmat \>" alt="" coords="309,401,317,409"><area shape="rect" title="\< chmat \>" alt="" coords="308,489,316,497"><area shape="rect" title="R" alt="" coords="251,255,259,263"><area shape="rect" title="R" alt="" coords="308,373,316,381"><area shape="rect" title="_P\nQ\nR\n_Ry" alt="" coords="231,255,239,263"><area shape="rect" title="_P\nQ\nR\n_Ry" alt="" coords="95,373,103,381"><area shape="rect" title="\< chmat \>" alt="" coords="63,401,71,409"><area shape="rect" title="\< chmat \>" alt="" coords="305,627,313,635"><area shape="rect" title="pfxu\nphxu" alt="" coords="565,143,573,151"><area shape="rect" title="pfxu\nphxu" alt="" coords="548,781,556,789"><area shape="rect" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv." alt="" coords="653,7,693,33"></map> 39 39 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 40 40 … … 51 51 52 52 <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 53 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28d058ae4d24d992d2f055419a06ee66"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="28d058ae4d24d992d2f055419a06ee66" args="(diffbifn *pfxu, diffbifn *phxu, const ldmatQ0, const ldmatR0)" --> 54 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#28d058ae4d24d992d2f055419a06ee66">set_parameters</a> (<a class="el" href="classdiffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classdiffbifn.html">diffbifn</a> *phxu, const ldmatQ0, const ldmatR0)</td></tr> 53 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="159eaaa5a05c5ceecdaa20956a307244"></a><!-- doxytag: member="EKF_unQ::EKF_unQ" ref="159eaaa5a05c5ceecdaa20956a307244" args="(RV rx, RV ry, RV ru, RV rQ)" --> 54 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</a> (<a class="el" href="classRV.html">RV</a> rx, <a class="el" href="classRV.html">RV</a> ry, <a class="el" href="classRV.html">RV</a> ru, <a class="el" href="classRV.html">RV</a> rQ)</td></tr> 55 56 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> 57 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd06a8c662da244cf61bb5bd39688c99"></a><!-- doxytag: member="EKF_unQ::condition" ref="cd06a8c662da244cf61bb5bd39688c99" args="(const vec &Q0)" --> 58 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#cd06a8c662da244cf61bb5bd39688c99">condition</a> (const vec &Q0)</td></tr> 59 60 <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 61 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="44b49058c8eb27c7910ae31a1dfd3d21"></a><!-- doxytag: member="EKF_unQ::bayes" ref="44b49058c8eb27c7910ae31a1dfd3d21" args="(const vec dt)" --> 62 void </td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec dt)</td></tr> 63 64 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="159eaaa5a05c5ceecdaa20956a307244"></a><!-- doxytag: member="EKF_unQ::EKF_unQ" ref="159eaaa5a05c5ceecdaa20956a307244" args="(RV rx, RV ry, RV ru, RV rQ)" --> 65 </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#159eaaa5a05c5ceecdaa20956a307244">EKF_unQ</a> (<a class="el" href="classRV.html">RV</a> rx, <a class="el" href="classRV.html">RV</a> ry, <a class="el" href="classRV.html">RV</a> ru, <a class="el" href="classRV.html">RV</a> rQ)</td></tr> 66 67 <tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr> 68 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cd06a8c662da244cf61bb5bd39688c99"></a><!-- doxytag: member="EKF_unQ::condition" ref="cd06a8c662da244cf61bb5bd39688c99" args="(const vec &Q0)" --> 69 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#cd06a8c662da244cf61bb5bd39688c99">condition</a> (const vec &Q0)</td></tr> 70 71 <tr><td class="mdescLeft"> </td><td class="mdescRight">Substitute <code>val</code> for <code>rvc</code>. <br></td></tr> 72 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0216bed270df59fe65d0d62d41f8257c"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="0216bed270df59fe65d0d62d41f8257c" args="(diffbifn *pfxu, diffbifn *phxu, const chmat Q0, const chmat R0)" --> 73 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh.html#0216bed270df59fe65d0d62d41f8257c">set_parameters</a> (<a class="el" href="classdiffbifn.html">diffbifn</a> *pfxu, <a class="el" href="classdiffbifn.html">diffbifn</a> *phxu, const <a class="el" href="classchmat.html">chmat</a> Q0, const <a class="el" href="classchmat.html">chmat</a> R0)</td></tr> 55 74 56 75 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set nonlinear functions for mean values and covariance matrices. <br></td></tr> 57 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 239b28a0380946f5749b2f8d2807f93a"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="239b28a0380946f5749b2f8d2807f93a" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const ldmat &R0, const ldmat &Q0)" -->58 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman .html#239b28a0380946f5749b2f8d2807f93a">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="classldmat.html">ldmat</a> &R0, const <a class="el" href="classldmat.html">ldmat</a> &Q0)</td></tr>76 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="92fb227287af05c9f0078d523c7c9793"></a><!-- doxytag: member="EKF_unQ::set_parameters" ref="92fb227287af05c9f0078d523c7c9793" args="(const mat &A0, const mat &B0, const mat &C0, const mat &D0, const chmat &R0, const chmat &Q0)" --> 77 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#92fb227287af05c9f0078d523c7c9793">set_parameters</a> (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const <a class="el" href="classchmat.html">chmat</a> &R0, const <a class="el" href="classchmat.html">chmat</a> &Q0)</td></tr> 59 78 60 79 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set parameters with check of relevance. <br></td></tr> 61 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" c79c62c9b3e0b56b3aaa1b6f1d9a7af7"></a><!-- doxytag: member="EKF_unQ::bayes" ref="c79c62c9b3e0b56b3aaa1b6f1d9a7af7" args="(const vec &dt)" -->62 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF .html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">bayes</a> (const vec &dt)</td></tr>80 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="96f6edda324a0b7ef8b4e86cc7af60c1"></a><!-- doxytag: member="EKF_unQ::bayes" ref="96f6edda324a0b7ef8b4e86cc7af60c1" args="(const vec &dt)" --> 81 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh.html#96f6edda324a0b7ef8b4e86cc7af60c1">bayes</a> (const vec &dt)</td></tr> 63 82 64 83 <tr><td class="mdescLeft"> </td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> … … 67 86 68 87 <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 69 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 80bcf29466d9a9dd2b8f74699807d0c0"></a><!-- doxytag: member="EKF_unQ::set_est" ref="80bcf29466d9a9dd2b8f74699807d0c0" args="(const vec &mu0, const ldmat &P0)" -->70 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman .html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a> (const vec &mu0, const <a class="el" href="classldmat.html">ldmat</a> &P0)</td></tr>88 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b261b20f6210d4c85131d33302df0adc"></a><!-- doxytag: member="EKF_unQ::set_est" ref="b261b20f6210d4c85131d33302df0adc" args="(const vec &mu0, const chmat &P0)" --> 89 void </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#b261b20f6210d4c85131d33302df0adc">set_est</a> (const vec &mu0, const <a class="el" href="classchmat.html">chmat</a> &P0)</td></tr> 71 90 72 91 <tr><td class="mdescLeft"> </td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr> … … 75 94 76 95 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 96 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="980fcd41c6c548c5da7b8b67c8e6da79"></a><!-- doxytag: member="EKF_unQ::__K" ref="980fcd41c6c548c5da7b8b67c8e6da79" args="()" --> 97 mat & </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#980fcd41c6c548c5da7b8b67c8e6da79">__K</a> ()</td></tr> 98 99 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 100 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ac9540f3850b74d89a5fe4db6fc358ce"></a><!-- doxytag: member="EKF_unQ::_dP" ref="ac9540f3850b74d89a5fe4db6fc358ce" args="()" --> 101 vec </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#ac9540f3850b74d89a5fe4db6fc358ce">_dP</a> ()</td></tr> 102 103 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 77 104 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKF_unQ::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " --> 78 105 const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr> … … 87 114 88 115 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 116 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fa60348b2da6b4208bb95b8d146900a"></a><!-- doxytag: member="EKF_unQ::_rvc" ref="3fa60348b2da6b4208bb95b8d146900a" args="() const " --> 117 const <a class="el" href="classRV.html">RV</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">_rvc</a> () const </td></tr> 118 119 <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br></td></tr> 89 120 <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> 121 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="94ee9da75b0e0f632e4a354988ca3798"></a><!-- doxytag: member="EKF_unQ::preA" ref="94ee9da75b0e0f632e4a354988ca3798" args="" --> 122 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#94ee9da75b0e0f632e4a354988ca3798">preA</a></td></tr> 123 124 <tr><td class="mdescLeft"> </td><td class="mdescRight">pre array (triangular matrix) <br></td></tr> 125 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0d31a26dc72b5846cfe5af3ccb63ac87"></a><!-- doxytag: member="EKF_unQ::postA" ref="0d31a26dc72b5846cfe5af3ccb63ac87" args="" --> 126 mat </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#0d31a26dc72b5846cfe5af3ccb63ac87">postA</a></td></tr> 127 128 <tr><td class="mdescLeft"> </td><td class="mdescRight">post array (triangular matrix) <br></td></tr> 90 129 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7501230c2fafa3655887d2da23b3184c"></a><!-- doxytag: member="EKF_unQ::rvy" ref="7501230c2fafa3655887d2da23b3184c" args="" --> 91 130 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#7501230c2fafa3655887d2da23b3184c">rvy</a></td></tr> … … 125 164 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix D. <br></td></tr> 126 165 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b69015c800eb93f3ee49da23a6f55d9"></a><!-- doxytag: member="EKF_unQ::Q" ref="9b69015c800eb93f3ee49da23a6f55d9" args="" --> 127 <a class="el" href="class ldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9">Q</a></td></tr>166 <a class="el" href="classchmat.html">chmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9">Q</a></td></tr> 128 167 129 168 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 130 169 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="11d171dc0e0ab111c56a70f98b97b3ec"></a><!-- doxytag: member="EKF_unQ::R" ref="11d171dc0e0ab111c56a70f98b97b3ec" args="" --> 131 <a class="el" href="class ldmat.html">ldmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#11d171dc0e0ab111c56a70f98b97b3ec">R</a></td></tr>170 <a class="el" href="classchmat.html">chmat</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#11d171dc0e0ab111c56a70f98b97b3ec">R</a></td></tr> 132 171 133 172 <tr><td class="mdescLeft"> </td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 134 173 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5568c74bac67ae6d3b1061dba60c9424"></a><!-- doxytag: member="EKF_unQ::est" ref="5568c74bac67ae6d3b1061dba60c9424" args="" --> 135 <a class="el" href="classenorm.html">enorm</a>< <a class="el" href="class ldmat.html">ldmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr>174 <a class="el" href="classenorm.html">enorm</a>< <a class="el" href="classchmat.html">chmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr> 136 175 137 176 <tr><td class="mdescLeft"> </td><td class="mdescRight">posterior density on $x_t$ <br></td></tr> 138 177 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e580ab06483952bd03f2e651763e184f"></a><!-- doxytag: member="EKF_unQ::fy" ref="e580ab06483952bd03f2e651763e184f" args="" --> 139 <a class="el" href="classenorm.html">enorm</a>< <a class="el" href="class ldmat.html">ldmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td></tr>178 <a class="el" href="classenorm.html">enorm</a>< <a class="el" href="classchmat.html">chmat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td></tr> 140 179 141 180 <tr><td class="mdescLeft"> </td><td class="mdescRight">preditive density on $y_t$ <br></td></tr> … … 144 183 145 184 <tr><td class="mdescLeft"> </td><td class="mdescRight">placeholder for <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> gain <br></td></tr> 146 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" 5188eb0329f8561f0b357af329769bf8"></a><!-- doxytag: member="EKF_unQ::_yp" ref="5188eb0329f8561f0b357af329769bf8" args="" -->147 vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5188eb0329f8561f0b357af329769bf8">_yp</a></td></tr>185 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="764bbc95238eda11fc81c5ebd0b1dcfd"></a><!-- doxytag: member="EKF_unQ::_yp" ref="764bbc95238eda11fc81c5ebd0b1dcfd" args="" --> 186 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#764bbc95238eda11fc81c5ebd0b1dcfd">_yp</a></td></tr> 148 187 149 188 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of fy.mu <br></td></tr> 150 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" e17dd745daa8a958035a334a56fa4674"></a><!-- doxytag: member="EKF_unQ::_Ry" ref="e17dd745daa8a958035a334a56fa4674" args="" -->151 <a class="el" href="class ldmat.html">ldmat</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e17dd745daa8a958035a334a56fa4674">_Ry</a></td></tr>189 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="45c9f928d2d62e0c884900fb3380f904"></a><!-- doxytag: member="EKF_unQ::_Ry" ref="45c9f928d2d62e0c884900fb3380f904" args="" --> 190 <a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#45c9f928d2d62e0c884900fb3380f904">_Ry</a></td></tr> 152 191 153 192 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of fy.R <br></td></tr> 154 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8a35bd14afa5a2d9bbd23ad333bec874"></a><!-- doxytag: member="EKF_unQ::_iRy" ref="8a35bd14afa5a2d9bbd23ad333bec874" args="" --> 155 <a class="el" href="classldmat.html">ldmat</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#8a35bd14afa5a2d9bbd23ad333bec874">_iRy</a></td></tr> 156 157 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of fy.iR <br></td></tr> 158 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d1f669b5b3421a070cc75d77b55ba734"></a><!-- doxytag: member="EKF_unQ::_mu" ref="d1f669b5b3421a070cc75d77b55ba734" args="" --> 159 vec * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#d1f669b5b3421a070cc75d77b55ba734">_mu</a></td></tr> 193 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fe803a81d2d847b0b1db3c6b29c18061"></a><!-- doxytag: member="EKF_unQ::_mu" ref="fe803a81d2d847b0b1db3c6b29c18061" args="" --> 194 vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061">_mu</a></td></tr> 160 195 161 196 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.mu <br></td></tr> 162 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name=" b3388218567128a797e69b109138271d"></a><!-- doxytag: member="EKF_unQ::_P" ref="b3388218567128a797e69b109138271d" args="" -->163 <a class="el" href="class ldmat.html">ldmat</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#b3388218567128a797e69b109138271d">_P</a></td></tr>197 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9fb808cc94a4c2652e1fb93be9bb7dcf"></a><!-- doxytag: member="EKF_unQ::_P" ref="9fb808cc94a4c2652e1fb93be9bb7dcf" args="" --> 198 <a class="el" href="classchmat.html">chmat</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#9fb808cc94a4c2652e1fb93be9bb7dcf">_P</a></td></tr> 164 199 165 200 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.R <br></td></tr> 166 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13fec2c93d8a132201e28b70270acf5c"></a><!-- doxytag: member="EKF_unQ::_iP" ref="13fec2c93d8a132201e28b70270acf5c" args="" -->167 <a class="el" href="classldmat.html">ldmat</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#13fec2c93d8a132201e28b70270acf5c">_iP</a></td></tr>168 169 <tr><td class="mdescLeft"> </td><td class="mdescRight">cache of est.iR <br></td></tr>170 201 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="EKF_unQ::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" --> 171 202 <a class="el" href="classRV.html">RV</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr> … … 186 217 </table> 187 218 <hr><a name="_details"></a><h2>Detailed Description</h2> 188 Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code>. <hr>The documentation for this class was generated from the following file :<ul>189 <li>work/mixpp/ tests/pmsm_unkQpf.cpp</ul>190 <hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:49 2008 for mixpp by 219 Extended <a class="el" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter with unknown <code>Q</code>. <hr>The documentation for this class was generated from the following files:<ul> 220 <li>work/mixpp/pmsm/pmsm_sim.cpp<li>work/mixpp/pmsm/pmsm_sim2.cpp<li>work/mixpp/pmsm/pmsm_unkQpf.cpp</ul> 221 <hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:19 2008 for mixpp by 191 222 <a href="http://www.doxygen.org/index.html"> 192 223 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>