Changeset 91 for doc/html/libKF_8h-source.html
- Timestamp:
- 04/30/08 15:20:07 (17 years ago)
- Files:
-
- 1 modified
-
doc/html/libKF_8h-source.html (modified) (9 diffs)
Legend:
- Unmodified
- Added
- Removed
-
doc/html/libKF_8h-source.html
r79 r91 5 5 <link href="tabs.css" rel="stylesheet" type="text/css"> 6 6 </head><body> 7 <!-- Generated by Doxygen 1.5.3 --> 8 <div class="tabs"> 9 <ul> 10 <li><a href="index.html"><span>Main Page</span></a></li> 11 <li><a href="annotated.html"><span>Classes</span></a></li> 12 <li class="current"><a href="files.html"><span>Files</span></a></li> 13 <li><a href="pages.html"><span>Related Pages</span></a></li> 14 </ul> 15 </div> 7 <!-- Generated by Doxygen 1.5.5 --> 8 <div class="navigation" id="top"> 9 <div class="tabs"> 10 <ul> 11 <li><a href="index.html"><span>Main Page</span></a></li> 12 <li><a href="pages.html"><span>Related Pages</span></a></li> 13 <li><a href="annotated.html"><span>Classes</span></a></li> 14 <li class="current"><a href="files.html"><span>Files</span></a></li> 15 </ul> 16 </div> 16 17 <h1>work/mixpp/bdm/estim/libKF.h</h1><a href="libKF_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 17 18 <a name="l00013"></a>00013 <span class="preprocessor">#ifndef KF_H</span> … … 107 108 <a name="l00170"></a><a class="code" href="classEKFfull.html">00170</a> <span class="keyword">class </span><a class="code" href="classEKFfull.html" title="Extended Kalman Filter in full matrices.">EKFfull</a> : <span class="keyword">public</span> <a class="code" href="classKalmanFull.html" title="Basic Kalman filter with full matrices (education purpose only)! Will be deleted...">KalmanFull</a>, <span class="keyword">public</span> <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> { 108 109 <a name="l00171"></a>00171 109 <a name="l00173"></a>00173 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu;110 <a name="l00175"></a>00175 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu;110 <a name="l00173"></a>00173 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* pfxu; 111 <a name="l00175"></a>00175 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* phxu; 111 112 <a name="l00176"></a>00176 112 113 <a name="l00177"></a>00177 <a class="code" href="classenorm.html" title="Gaussian density with positive definite (decomposed) covariance matrix.">enorm<fsqmat></a> E; 113 114 <a name="l00178"></a>00178 <span class="keyword">public</span>: 114 115 <a name="l00180"></a>00180 <a class="code" href="classEKFfull.html#67ac4de96fd025197da767fe0472c7f7" title="Default constructor.">EKFfull</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvy, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvu ); 115 <a name="l00182"></a>00182 <span class="keywordtype">void</span> <a class="code" href="classEKFfull.html#fc753106e0d4cf68e4f2160fd54458c0" title="Set nonlinear functions for mean values and covariance matrices.">set_parameters</a> ( <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu, <span class="keyword">const</span> mat Q0, <span class="keyword">const</span> mat R0 );116 <a name="l00182"></a>00182 <span class="keywordtype">void</span> <a class="code" href="classEKFfull.html#fc753106e0d4cf68e4f2160fd54458c0" title="Set nonlinear functions for mean values and covariance matrices.">set_parameters</a> ( <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* pfxu, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* phxu, <span class="keyword">const</span> mat Q0, <span class="keyword">const</span> mat R0 ); 116 117 <a name="l00184"></a>00184 <span class="keywordtype">void</span> <a class="code" href="classEKFfull.html#8ca46f177e395fa714bbd8bd29ea43e0" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a> ( <span class="keyword">const</span> vec &dt ); 117 118 <a name="l00186"></a><a class="code" href="classEKFfull.html#7bb76ea74c144ea0b36db99f94750b7b">00186</a> <span class="keywordtype">void</span> <a class="code" href="classEKFfull.html#7bb76ea74c144ea0b36db99f94750b7b" title="set estimates">set_est</a> (vec mu0, mat P0){<a class="code" href="classKalmanFull.html#fb5aec635e2720cc5ac31bc01c18a68a" title="Mean value of the posterior density.">mu</a>=mu0;<a class="code" href="classKalmanFull.html#b75dc059e84fa8ffc076203b30f926cc" title="Variance of the posterior density.">P</a>=P0;}; … … 121 122 <a name="l00196"></a>00196 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 122 123 <a name="l00197"></a><a class="code" href="classEKF.html">00197</a> <span class="keyword">class </span><a class="code" href="classEKF.html" title="Extended Kalman Filter.">EKF</a> : <span class="keyword">public</span> <a class="code" href="classKalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a><fsqmat> { 123 <a name="l00199"></a>00199 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu;124 <a name="l00201"></a>00201 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu;124 <a name="l00199"></a>00199 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* pfxu; 125 <a name="l00201"></a>00201 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* phxu; 125 126 <a name="l00202"></a>00202 <span class="keyword">public</span>: 126 127 <a name="l00204"></a>00204 <a class="code" href="classEKF.html#ea4f3254cacf0a92d2a820b1201d049e" title="Default constructor.">EKF</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classKalman.html#7501230c2fafa3655887d2da23b3184c" title="Indetifier of output rv.">rvy</a>, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classKalman.html#44a16ffd5ac1e6e39bae34fea9e1e498" title="Indetifier of exogeneous rv.">rvu</a> ); 127 <a name="l00206"></a>00206 <span class="keywordtype">void</span> <a class="code" href="classEKF.html#28d058ae4d24d992d2f055419a06ee66" title="Set nonlinear functions for mean values and covariance matrices.">set_parameters</a> ( <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu, <span class="keyword">const</span> sq_T Q0, <span class="keyword">const</span> sq_T R0 );128 <a name="l00206"></a>00206 <span class="keywordtype">void</span> <a class="code" href="classEKF.html#28d058ae4d24d992d2f055419a06ee66" title="Set nonlinear functions for mean values and covariance matrices.">set_parameters</a> ( <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* pfxu, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* phxu, <span class="keyword">const</span> sq_T Q0, <span class="keyword">const</span> sq_T R0 ); 128 129 <a name="l00208"></a>00208 <span class="keywordtype">void</span> <a class="code" href="classEKF.html#c79c62c9b3e0b56b3aaa1b6f1d9a7af7" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a> ( <span class="keyword">const</span> vec &dt ); 129 130 <a name="l00209"></a>00209 }; 130 131 <a name="l00210"></a>00210 131 132 <a name="l00217"></a><a class="code" href="classEKFCh.html">00217</a> <span class="keyword">class </span><a class="code" href="classEKFCh.html" title="Extended Kalman Filter in Square root.">EKFCh</a> : <span class="keyword">public</span> <a class="code" href="classKalmanCh.html" title="Kalman filter in square root form.">KalmanCh</a> { 132 <a name="l00219"></a>00219 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu;133 <a name="l00221"></a>00221 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu;133 <a name="l00219"></a>00219 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* pfxu; 134 <a name="l00221"></a>00221 <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* phxu; 134 135 <a name="l00222"></a>00222 <span class="keyword">public</span>: 135 136 <a name="l00224"></a>00224 <a class="code" href="classEKFCh.html#e9e39a9204db3dda88d06e47c1e19064" title="Default constructor.">EKFCh</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvx, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classKalman.html#7501230c2fafa3655887d2da23b3184c" title="Indetifier of output rv.">rvy</a>, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classKalman.html#44a16ffd5ac1e6e39bae34fea9e1e498" title="Indetifier of exogeneous rv.">rvu</a> ); 136 <a name="l00226"></a>00226 <span class="keywordtype">void</span> <a class="code" href="classEKFCh.html#0216bed270df59fe65d0d62d41f8257c" title="Set nonlinear functions for mean values and covariance matrices.">set_parameters</a> ( <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu, <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> Q0, <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> R0 );137 <a name="l00226"></a>00226 <span class="keywordtype">void</span> <a class="code" href="classEKFCh.html#0216bed270df59fe65d0d62d41f8257c" title="Set nonlinear functions for mean values and covariance matrices.">set_parameters</a> ( <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* pfxu, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* phxu, <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> Q0, <span class="keyword">const</span> <a class="code" href="classchmat.html" title="Symmetric matrix stored in square root decomposition using upper cholesky.">chmat</a> R0 ); 137 138 <a name="l00228"></a>00228 <span class="keywordtype">void</span> <a class="code" href="classEKFCh.html#96f6edda324a0b7ef8b4e86cc7af60c1" title="Here dt = [yt;ut] of appropriate dimensions.">bayes</a> ( <span class="keyword">const</span> vec &dt ); 138 139 <a name="l00229"></a>00229 }; … … 160 161 <a name="l00262"></a>00262 A ( dimx,dimx ), B ( dimx,dimu ), C ( dimy,dimx ), D ( dimy,dimu ), 161 162 <a name="l00263"></a>00263 Q(dimx), R(dimy), 162 <a name="l00264"></a>00264 est ( rv ), fy ( rvy ), _ mu(est._mu()), _P(est._R()), _yp(fy._mu()),_Ry(fy._R()) {163 <a name="l00264"></a>00264 est ( rv ), fy ( rvy ), _yp(fy._mu()),_Ry(fy._R()), _mu(est._mu()), _P(est._R()) { 163 164 <a name="l00265"></a>00265 164 165 <a name="l00266"></a>00266 this-><a class="code" href="classKalman.html#239b28a0380946f5749b2f8d2807f93a" title="Set parameters with check of relevance.">set_parameters</a> ( K0.<a class="code" href="classKalman.html#5e02efe86ee91e9c74b93b425fe060b9" title="Matrix A.">A</a>, K0.<a class="code" href="classKalman.html#dc87704284a6c0bca13bf51f4345a50a" title="Matrix B.">B</a>, K0.<a class="code" href="classKalman.html#86a805cd6515872d1132ad0d6eb5dc13" title="Matrix C.">C</a>, K0.<a class="code" href="classKalman.html#d69f774ba3335c970c1c5b1d182f4dd1" title="Matrix D.">D</a>, K0.<a class="code" href="classKalman.html#11d171dc0e0ab111c56a70f98b97b3ec" title="Matrix R in square-root form.">R</a>, K0.<a class="code" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9" title="Matrix Q in square-root form.">Q</a> ); … … 177 178 <a name="l00279"></a>00279 <a class="code" href="classKalman.html#5e02efe86ee91e9c74b93b425fe060b9" title="Matrix A.">A</a> ( <a class="code" href="classKalman.html#39c8c403b46fa3b8c7da77cb2e3729eb" title="cache of rv.count()">dimx</a>,<a class="code" href="classKalman.html#39c8c403b46fa3b8c7da77cb2e3729eb" title="cache of rv.count()">dimx</a> ), <a class="code" href="classKalman.html#dc87704284a6c0bca13bf51f4345a50a" title="Matrix B.">B</a> ( <a class="code" href="classKalman.html#39c8c403b46fa3b8c7da77cb2e3729eb" title="cache of rv.count()">dimx</a>,<a class="code" href="classKalman.html#b0153795a1444b6968a86409c778d9ce" title="cache of rvu.count()">dimu</a> ), <a class="code" href="classKalman.html#86a805cd6515872d1132ad0d6eb5dc13" title="Matrix C.">C</a> ( <a class="code" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a" title="cache of rvy.count()">dimy</a>,<a class="code" href="classKalman.html#39c8c403b46fa3b8c7da77cb2e3729eb" title="cache of rv.count()">dimx</a> ), <a class="code" href="classKalman.html#d69f774ba3335c970c1c5b1d182f4dd1" title="Matrix D.">D</a> ( <a class="code" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a" title="cache of rvy.count()">dimy</a>,<a class="code" href="classKalman.html#b0153795a1444b6968a86409c778d9ce" title="cache of rvu.count()">dimu</a> ), 178 179 <a name="l00280"></a>00280 <a class="code" href="classKalman.html#9b69015c800eb93f3ee49da23a6f55d9" title="Matrix Q in square-root form.">Q</a>(<a class="code" href="classKalman.html#39c8c403b46fa3b8c7da77cb2e3729eb" title="cache of rv.count()">dimx</a>), <a class="code" href="classKalman.html#11d171dc0e0ab111c56a70f98b97b3ec" title="Matrix R in square-root form.">R</a> (<a class="code" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a" title="cache of rvy.count()">dimy</a>), 179 <a name="l00281"></a>00281 <a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a> ( rvx ), <a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a> ( <a class="code" href="classKalman.html#7501230c2fafa3655887d2da23b3184c" title="Indetifier of output rv.">rvy</a> ), <a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a>(<a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>.<a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a>()), <a class="code" href="classKalman.html#9fb808cc94a4c2652e1fb93be9bb7dcf" title="cache of est.R">_P</a>(<a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>._R()), <a class="code" href="classKalman.html#764bbc95238eda11fc81c5ebd0b1dcfd" title="cache of fy.mu">_yp</a>(<a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a>.<a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a>()),<a class="code" href="classKalman.html#45c9f928d2d62e0c884900fb3380f904" title="cache of fy.R">_Ry</a>(<a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a>._R()) {180 <a name="l00281"></a>00281 <a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a> ( rvx ), <a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a> ( <a class="code" href="classKalman.html#7501230c2fafa3655887d2da23b3184c" title="Indetifier of output rv.">rvy</a> ), <a class="code" href="classKalman.html#764bbc95238eda11fc81c5ebd0b1dcfd" title="cache of fy.mu">_yp</a>(<a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a>.<a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a>()),<a class="code" href="classKalman.html#45c9f928d2d62e0c884900fb3380f904" title="cache of fy.R">_Ry</a>(<a class="code" href="classKalman.html#e580ab06483952bd03f2e651763e184f" title="preditive density on $y_t$">fy</a>._R()),<a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a>(<a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>.<a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a>()), <a class="code" href="classKalman.html#9fb808cc94a4c2652e1fb93be9bb7dcf" title="cache of est.R">_P</a>(<a class="code" href="classKalman.html#5568c74bac67ae6d3b1061dba60c9424" title="posterior density on $x_t$">est</a>._R()) { 180 181 <a name="l00282"></a>00282 }; 181 182 <a name="l00283"></a>00283 … … 243 244 <a name="l00345"></a>00345 244 245 <a name="l00346"></a>00346 <span class="keyword">template</span><<span class="keyword">class</span> sq_T> 245 <a name="l00347"></a><a class="code" href="classEKF.html#28d058ae4d24d992d2f055419a06ee66">00347</a> <span class="keywordtype">void</span> <a class="code" href="classEKF.html#28d058ae4d24d992d2f055419a06ee66" title="Set nonlinear functions for mean values and covariance matrices.">EKF<sq_T>::set_parameters</a> ( <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* pfxu0, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables $f(x,u)$.">diffbifn</a>* phxu0,<span class="keyword">const</span> sq_T Q0,<span class="keyword">const</span> sq_T R0 ) {246 <a name="l00347"></a><a class="code" href="classEKF.html#28d058ae4d24d992d2f055419a06ee66">00347</a> <span class="keywordtype">void</span> <a class="code" href="classEKF.html#28d058ae4d24d992d2f055419a06ee66" title="Set nonlinear functions for mean values and covariance matrices.">EKF<sq_T>::set_parameters</a> ( <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* pfxu0, <a class="code" href="classdiffbifn.html" title="Class representing a differentiable function of two variables .">diffbifn</a>* phxu0,<span class="keyword">const</span> sq_T Q0,<span class="keyword">const</span> sq_T R0 ) { 246 247 <a name="l00348"></a>00348 pfxu = pfxu0; 247 248 <a name="l00349"></a>00349 phxu = phxu0; … … 267 268 <a name="l00369"></a>00369 vec y = dt.get ( 0,<a class="code" href="classKalman.html#ba17b956df1e38b31fbbc299c8213b6a" title="cache of rvy.count()">dimy</a>-1 ); 268 269 <a name="l00370"></a>00370 <span class="comment">//Time update</span> 269 <a name="l00371"></a>00371 <a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a> = pfxu-><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$(VS: Do we really need common eval? ).">eval</a> ( <a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a>, u );270 <a name="l00371"></a>00371 <a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a> = pfxu-><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates (VS: Do we really need common eval? ).">eval</a> ( <a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a>, u ); 270 271 <a name="l00372"></a>00372 pfxu-><a class="code" href="classdiffbifn.html#6d217a02d4fa13931258d4bebdd0feb4" title="Evaluates and writes result into A .">dfdx_cond</a> ( <a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a>,u,<a class="code" href="classKalman.html#5e02efe86ee91e9c74b93b425fe060b9" title="Matrix A.">A</a>,<span class="keyword">false</span> ); <span class="comment">//update A by a derivative of fx</span> 271 272 <a name="l00373"></a>00373 … … 288 289 <a name="l00390"></a>00390 iRy.mult_sym_t ( <a class="code" href="classKalman.html#86a805cd6515872d1132ad0d6eb5dc13" title="Matrix C.">C</a>*Pfull,pom ); 289 290 <a name="l00391"></a>00391 (<a class="code" href="classKalman.html#9fb808cc94a4c2652e1fb93be9bb7dcf" title="cache of est.R">_P</a> ) -= pom; <span class="comment">// P = P -PC'iRy*CP;</span> 290 <a name="l00392"></a>00392 <a class="code" href="classKalman.html#764bbc95238eda11fc81c5ebd0b1dcfd" title="cache of fy.mu">_yp</a> = phxu-><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates $f(x0,u0)$(VS: Do we really need common eval? ).">eval</a> ( <a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a>,u ); <span class="comment">//y prediction</span>291 <a name="l00392"></a>00392 <a class="code" href="classKalman.html#764bbc95238eda11fc81c5ebd0b1dcfd" title="cache of fy.mu">_yp</a> = phxu-><a class="code" href="classdiffbifn.html#ad7673e16aa1a046b131b24c731c4632" title="Evaluates (VS: Do we really need common eval? ).">eval</a> ( <a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a>,u ); <span class="comment">//y prediction</span> 291 292 <a name="l00393"></a>00393 ( <a class="code" href="classKalman.html#fe803a81d2d847b0b1db3c6b29c18061" title="cache of est.mu">_mu</a> ) += <a class="code" href="classKalman.html#d422f51467c7a06174af2476d2826132" title="placeholder for Kalman gain">_K</a>* ( y-<a class="code" href="classKalman.html#764bbc95238eda11fc81c5ebd0b1dcfd" title="cache of fy.mu">_yp</a> ); 292 293 <a name="l00394"></a>00394 … … 298 299 <a name="l00400"></a>00400 <span class="preprocessor"></span> 299 300 <a name="l00401"></a>00401 300 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:14 2008 for mixpp by 301 </pre></div></div> 302 <hr size="1"><address style="text-align: right;"><small>Generated on Tue Apr 29 20:46:24 2008 for mixpp by 301 303 <a href="http://www.doxygen.org/index.html"> 302 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5. 3</small></address>304 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.5 </small></address> 303 305 </body> 304 306 </html>
