Changeset 79 for doc/latex/classEKF.tex

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

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  • doc/latex/classEKF.tex

    r33 r79  
    1010\begin{center} 
    1111\leavevmode 
    12 \includegraphics[width=101pt]{classEKF__inherit__graph} 
     12\includegraphics[width=103pt]{classEKF__inherit__graph} 
    1313\end{center} 
    1414\end{figure} 
    … …  
    3232 
    3333\begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions. \item\end{CompactList}\item  
    34 void {\bf set\_\-parameters} (const mat \&A0, const mat \&B0, const mat \&C0, const mat \&D0, const {\bf ldmat} \&R0, const {\bf ldmat} \&Q0)\label{classKalman_239b28a0380946f5749b2f8d2807f93a} 
     34void {\bf set\_\-parameters} (const mat \&A0, const mat \&B0, const mat \&C0, const mat \&D0, const {\bf fsqmat} \&R0, const {\bf fsqmat} \&Q0)\label{classKalman_239b28a0380946f5749b2f8d2807f93a} 
    3535 
    3636\begin{CompactList}\small\item\em Set parameters with check of relevance. \item\end{CompactList}\item  
    37 void {\bf set\_\-est} (const vec \&mu0, const {\bf ldmat} \&P0)\label{classKalman_80bcf29466d9a9dd2b8f74699807d0c0} 
     37void {\bf set\_\-est} (const vec \&mu0, const {\bf fsqmat} \&P0)\label{classKalman_80bcf29466d9a9dd2b8f74699807d0c0} 
    3838 
    3939\begin{CompactList}\small\item\em Set estimate values, used e.g. in initialization. \item\end{CompactList}\item  
    … …  
    4242\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item  
    4343{\bf epdf} \& {\bf \_\-epdf} ()\label{classKalman_a213c57aef55b2645e550bed81cfc0d4} 
     44 
     45\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     46mat \& {\bf \_\-\_\-K} ()\label{classKalman_980fcd41c6c548c5da7b8b67c8e6da79} 
     47 
     48\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
     49vec {\bf \_\-dP} ()\label{classKalman_ac9540f3850b74d89a5fe4db6fc358ce} 
    4450 
    4551\begin{CompactList}\small\item\em access function \item\end{CompactList}\item  
    … …  
    8086 
    8187\begin{CompactList}\small\item\em Matrix D. \item\end{CompactList}\item  
    82 {\bf ldmat} {\bf Q}\label{classKalman_9b69015c800eb93f3ee49da23a6f55d9} 
     88{\bf fsqmat} {\bf Q}\label{classKalman_9b69015c800eb93f3ee49da23a6f55d9} 
    8389 
    8490\begin{CompactList}\small\item\em Matrix Q in square-root form. \item\end{CompactList}\item  
    85 {\bf ldmat} {\bf R}\label{classKalman_11d171dc0e0ab111c56a70f98b97b3ec} 
     91{\bf fsqmat} {\bf R}\label{classKalman_11d171dc0e0ab111c56a70f98b97b3ec} 
    8692 
    8793\begin{CompactList}\small\item\em Matrix R in square-root form. \item\end{CompactList}\item  
    88 {\bf enorm}$<$ {\bf ldmat} $>$ {\bf est}\label{classKalman_5568c74bac67ae6d3b1061dba60c9424} 
     94{\bf enorm}$<$ {\bf fsqmat} $>$ {\bf est}\label{classKalman_5568c74bac67ae6d3b1061dba60c9424} 
    8995 
    9096\begin{CompactList}\small\item\em posterior density on \$x\_\-t\$ \item\end{CompactList}\item  
    91 {\bf enorm}$<$ {\bf ldmat} $>$ {\bf fy}\label{classKalman_e580ab06483952bd03f2e651763e184f} 
     97{\bf enorm}$<$ {\bf fsqmat} $>$ {\bf fy}\label{classKalman_e580ab06483952bd03f2e651763e184f} 
    9298 
    9399\begin{CompactList}\small\item\em preditive density on \$y\_\-t\$ \item\end{CompactList}\item  
    … …  
    95101 
    96102\begin{CompactList}\small\item\em placeholder for \doxyref{Kalman}{p.}{classKalman} gain \item\end{CompactList}\item  
    97 vec $\ast$ {\bf \_\-yp}\label{classKalman_5188eb0329f8561f0b357af329769bf8} 
     103vec \& {\bf \_\-yp}\label{classKalman_764bbc95238eda11fc81c5ebd0b1dcfd} 
    98104 
    99105\begin{CompactList}\small\item\em cache of fy.mu \item\end{CompactList}\item  
    100 {\bf ldmat} $\ast$ {\bf \_\-Ry}\label{classKalman_e17dd745daa8a958035a334a56fa4674} 
     106{\bf fsqmat} \& {\bf \_\-Ry}\label{classKalman_45c9f928d2d62e0c884900fb3380f904} 
    101107 
    102108\begin{CompactList}\small\item\em cache of fy.R \item\end{CompactList}\item  
    103 {\bf ldmat} $\ast$ {\bf \_\-iRy}\label{classKalman_8a35bd14afa5a2d9bbd23ad333bec874} 
    104  
    105 \begin{CompactList}\small\item\em cache of fy.iR \item\end{CompactList}\item  
    106 vec $\ast$ {\bf \_\-mu}\label{classKalman_d1f669b5b3421a070cc75d77b55ba734} 
     109vec \& {\bf \_\-mu}\label{classKalman_fe803a81d2d847b0b1db3c6b29c18061} 
    107110 
    108111\begin{CompactList}\small\item\em cache of est.mu \item\end{CompactList}\item  
    109 {\bf ldmat} $\ast$ {\bf \_\-P}\label{classKalman_b3388218567128a797e69b109138271d} 
     112{\bf fsqmat} \& {\bf \_\-P}\label{classKalman_9fb808cc94a4c2652e1fb93be9bb7dcf} 
    110113 
    111114\begin{CompactList}\small\item\em cache of est.R \item\end{CompactList}\item  
    112 {\bf ldmat} $\ast$ {\bf \_\-iP}\label{classKalman_13fec2c93d8a132201e28b70270acf5c} 
    113  
    114 \begin{CompactList}\small\item\em cache of est.iR \item\end{CompactList}\item  
    115115{\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88} 
    116116