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04/18/08 14:03:19 (16 years ago)
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oprava dokumentace

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    r37 r79  
    2121  </ul> 
    2222</div> 
    23 <h1>EKF_unQ Class Reference</h1><!-- doxytag: class="EKF_unQ" --><!-- doxytag: inherits="EKF&lt; ldmat &gt;,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>.   
    2424<a href="#_details">More...</a> 
    2525<p> 
     
    2929<p><center><img src="classEKF__unQ__inherit__graph.png" border="0" usemap="#EKF__unQ__inherit__map" alt="Inheritance graph"></center> 
    3030<map name="EKF__unQ__inherit__map"> 
    31 <area shape="rect" href="classEKF.html" title="EKF\&lt; ldmat \&gt;" alt="" coords="7,359,121,385"><area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" 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="\&lt; ldmat \&gt;" alt="" coords="137,111,145,119"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="80,179,88,187"><area shape="rect" title="\&lt; ldmat \&gt;" alt="" coords="117,287,125,295"><area shape="rect" title="\&lt; ldmat \&gt;" 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\&lt; chmat \&gt;" 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="\&lt; chmat \&gt;" alt="" coords="140,111,148,119"><area shape="rect" title="\&lt; chmat \&gt;" alt="" coords="83,179,91,187"><area shape="rect" href="classBMcond.html" title="Conditional Bayesian Filter." alt="" coords="133,343,205,369"></map> 
    3232<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    3333<div class="dynheader"> 
     
    3636<p><center><img src="classEKF__unQ__coll__graph.png" border="0" usemap="#EKF__unQ__coll__map" alt="Collaboration graph"></center> 
    3737<map name="EKF__unQ__coll__map"> 
    38 <area shape="rect" href="classEKF.html" title="EKF\&lt; ldmat \&gt;" alt="" coords="279,908,393,935"><area shape="rect" href="classKalman.html" title="Kalman\&lt; ldmat \&gt;" 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\&lt; ldmat \&gt;" 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&#45;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="\&lt; ldmat \&gt;" alt="" coords="217,420,225,428"><area shape="rect" title="\&lt; ldmat \&gt;" 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="\&lt; ldmat \&gt;" alt="" coords="507,420,515,428"><area shape="rect" title="\&lt; ldmat \&gt;" 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="\&lt; ldmat \&gt;" alt="" coords="284,833,292,841"><area shape="rect" title="\&lt; ldmat \&gt;" 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\&lt; chmat \&gt;" 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\&lt; chmat \&gt;" 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&#45;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="\&lt; chmat \&gt;" alt="" coords="309,401,317,409"><area shape="rect" title="\&lt; chmat \&gt;" 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="\&lt; chmat \&gt;" alt="" coords="63,401,71,409"><area shape="rect" title="\&lt; chmat \&gt;" 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> 
    3939<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> 
    4040 
     
    5151 
    5252<tr><td class="mdescLeft">&nbsp;</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&nbsp;</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&nbsp;</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">&nbsp;</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 &amp;Q0)" --> 
     58void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#cd06a8c662da244cf61bb5bd39688c99">condition</a> (const vec &amp;Q0)</td></tr> 
     59 
     60<tr><td class="mdescLeft">&nbsp;</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)" --> 
     62void&nbsp;</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&nbsp;</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">&nbsp;</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 &amp;Q0)" --> 
     69void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF__unQ.html#cd06a8c662da244cf61bb5bd39688c99">condition</a> (const vec &amp;Q0)</td></tr> 
     70 
     71<tr><td class="mdescLeft">&nbsp;</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)" --> 
     73void&nbsp;</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> 
    5574 
    5675<tr><td class="mdescLeft">&nbsp;</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 &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const ldmat &amp;R0, const ldmat &amp;Q0)" --> 
    58 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classldmat.html">ldmat</a> &amp;R0, const <a class="el" href="classldmat.html">ldmat</a> &amp;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 &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const chmat &amp;R0, const chmat &amp;Q0)" --> 
     77void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#92fb227287af05c9f0078d523c7c9793">set_parameters</a> (const mat &amp;A0, const mat &amp;B0, const mat &amp;C0, const mat &amp;D0, const <a class="el" href="classchmat.html">chmat</a> &amp;R0, const <a class="el" href="classchmat.html">chmat</a> &amp;Q0)</td></tr> 
    5978 
    6079<tr><td class="mdescLeft">&nbsp;</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 &amp;dt)" --> 
    62 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7">bayes</a> (const vec &amp;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 &amp;dt)" --> 
     81void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classEKFCh.html#96f6edda324a0b7ef8b4e86cc7af60c1">bayes</a> (const vec &amp;dt)</td></tr> 
    6382 
    6483<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Here dt = [yt;ut] of appropriate dimensions. <br></td></tr> 
     
    6786 
    6887<tr><td class="mdescLeft">&nbsp;</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 &amp;mu0, const ldmat &amp;P0)" --> 
    70 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#80bcf29466d9a9dd2b8f74699807d0c0">set_est</a> (const vec &amp;mu0, const <a class="el" href="classldmat.html">ldmat</a> &amp;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 &amp;mu0, const chmat &amp;P0)" --> 
     89void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#b261b20f6210d4c85131d33302df0adc">set_est</a> (const vec &amp;mu0, const <a class="el" href="classchmat.html">chmat</a> &amp;P0)</td></tr> 
    7190 
    7291<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set estimate values, used e.g. in initialization. <br></td></tr> 
     
    7594 
    7695<tr><td class="mdescLeft">&nbsp;</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="()" --> 
     97mat &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#980fcd41c6c548c5da7b8b67c8e6da79">__K</a> ()</td></tr> 
     98 
     99<tr><td class="mdescLeft">&nbsp;</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="()" --> 
     101vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#ac9540f3850b74d89a5fe4db6fc358ce">_dP</a> ()</td></tr> 
     102 
     103<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    77104<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="EKF_unQ::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " --> 
    78105const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr> 
     
    87114 
    88115<tr><td class="mdescLeft">&nbsp;</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 " --> 
     117const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBMcond.html#3fa60348b2da6b4208bb95b8d146900a">_rvc</a> () const </td></tr> 
     118 
     119<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr> 
    89120<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="" --> 
     122mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#94ee9da75b0e0f632e4a354988ca3798">preA</a></td></tr> 
     123 
     124<tr><td class="mdescLeft">&nbsp;</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="" --> 
     126mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalmanCh.html#0d31a26dc72b5846cfe5af3ccb63ac87">postA</a></td></tr> 
     127 
     128<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post array (triangular matrix) <br></td></tr> 
    90129<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7501230c2fafa3655887d2da23b3184c"></a><!-- doxytag: member="EKF_unQ::rvy" ref="7501230c2fafa3655887d2da23b3184c" args="" --> 
    91130<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#7501230c2fafa3655887d2da23b3184c">rvy</a></td></tr> 
     
    125164<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix D. <br></td></tr> 
    126165<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="classldmat.html">ldmat</a>&nbsp;</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>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9">Q</a></td></tr> 
    128167 
    129168<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix Q in square-root form. <br></td></tr> 
    130169<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="classldmat.html">ldmat</a>&nbsp;</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>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#11d171dc0e0ab111c56a70f98b97b3ec">R</a></td></tr> 
    132171 
    133172<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Matrix R in square-root form. <br></td></tr> 
    134173<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>&lt; <a class="el" href="classldmat.html">ldmat</a> &gt;&nbsp;</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>&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424">est</a></td></tr> 
    136175 
    137176<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density on $x_t$ <br></td></tr> 
    138177<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>&lt; <a class="el" href="classldmat.html">ldmat</a> &gt;&nbsp;</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>&lt; <a class="el" href="classchmat.html">chmat</a> &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#e580ab06483952bd03f2e651763e184f">fy</a></td></tr> 
    140179 
    141180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">preditive density on $y_t$ <br></td></tr> 
     
    144183 
    145184<tr><td class="mdescLeft">&nbsp;</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 *&nbsp;</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="" --> 
     186vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#764bbc95238eda11fc81c5ebd0b1dcfd">_yp</a></td></tr> 
    148187 
    149188<tr><td class="mdescLeft">&nbsp;</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="classldmat.html">ldmat</a> *&nbsp;</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> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#45c9f928d2d62e0c884900fb3380f904">_Ry</a></td></tr> 
    152191 
    153192<tr><td class="mdescLeft">&nbsp;</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> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#8a35bd14afa5a2d9bbd23ad333bec874">_iRy</a></td></tr> 
    156  
    157 <tr><td class="mdescLeft">&nbsp;</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 *&nbsp;</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="" --> 
     194vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061">_mu</a></td></tr> 
    160195 
    161196<tr><td class="mdescLeft">&nbsp;</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="classldmat.html">ldmat</a> *&nbsp;</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> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#9fb808cc94a4c2652e1fb93be9bb7dcf">_P</a></td></tr> 
    164199 
    165200<tr><td class="mdescLeft">&nbsp;</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> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classKalman.html#13fec2c93d8a132201e28b70270acf5c">_iP</a></td></tr> 
    168  
    169 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">cache of est.iR <br></td></tr> 
    170201<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="EKF_unQ::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" --> 
    171202<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr> 
     
    186217</table> 
    187218<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&nbsp; 
     219Extended <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&nbsp; 
    191222<a href="http://www.doxygen.org/index.html"> 
    192223<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>