#include <libKF.h>

Public Member Functions | |
| Kalman (mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0) | |
| Full constructor. | |
| void | bayes (const vec &dt, bool evalll=true) |
| Here dt = [yt;ut] of appropriate dimensions. | |
Public Attributes | |
| vec | mu |
| Mean value of the posterior density. | |
| sq_T | P |
| Mean value of the posterior density. | |
Friends | |
| std::ostream & | operator<< (std::ostream &os, const KalmanFull &kf) |
1.5.3