Class List
Here are the classes, structs, unions and interfaces with brief descriptions:| bdm::ARX | Linear Autoregressive model with Gaussian noise |
| bdm::ARXfrg | ARX model conditined by knowledge of the forgetting factor
|
| bdm::ARXg | Non-linear transformation + Gaussian noise |
| bdm::ARXls | ARX moidel with parameters in LS form |
| bdm::ARXprod | Product of ARX models forming an ARX model with potentially reduced structure |
| bdm::BM | Bayesian Model of a system, i.e. all uncertainty is modeled by probabilities |
| bdm::BMEF | Estimator for Exponential family |
| bdm::BootstrapParticle | Internal class which is used in PF |
| bdm::EKF_UD | EKF using bierman and Thorton code |
| bdm::EKFCh | Extended Kalman Filter in Square root |
| bdm::EKFCh_chQ | Extended Kalman filter in Choleski form with unknown Q |
| bdm::EKFCh_dQ | Extended Kalman filter in Choleski form with unknown diagonal Q |
| bdm::EKFful_unQR | Extended Kalman filter with unknown Q and R |
| bdm::EKFfull | Extended Kalman Filter in full matrices |
| bdm::Kalman< sq_T > | Common abstract base for Kalman filters |
| bdm::KalmanCh | Kalman filter in square root form |
| bdm::KalmanFull | Basic Kalman filter with full matrices |
| bdm::MarginalizedParticle | Particle with marginalized subspace, used in PF |
| bdm::MarginalizedParticleBase | Abstract class for Marginalized Particles |
| mexBM | |
| bdm::MixEF | Mixture of Exponential Family Densities |
| bdm::ModelComparator | Class for on-line model selection |
| bdm::multiBM | Estimator for Multinomial density |
| bdm::MultiModel | (Switching) Multiple Model The model runs several models in parallel and evaluates thier weights (fittness) |
| bdm::NoiseParticle | |
| bdm::NoiseParticleX | |
| bdm::PF | Trivial particle filter with proposal density equal to parameter evolution model |
| bdm::ProdBM | |
| bdm::ProdBMBase | Base class for all BM running as parallel update of internal BMs |
| bdm::UKFCh |
![\[ f( heta| d_1 \ldots d_t , \phi_t) \]](form_285.png)
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