mixpp: bdm::EKFCh Class Reference

bdm::EKFCh Class Reference

Extended Kalman Filter in Square root. More...

#include <kalman.h>

List of all members.

Detailed Description

Extended Kalman Filter in Square root.

An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.

Member Function Documentation

void bdm::EKFCh::from_setting (const Setting & set ) 

Create object from the following structure

    class = 'EKFCh';
    OM = configuration of bdm::diffbifn;    % any offspring of diffbifn, bdm::diffbifn::from_setting
    IM = configuration of bdm::diffbifn;    % any offspring of diffbifn, bdm::diffbifn::from_setting
    dQ = [...];                             % vector containing diagonal of Q
    dR = [...];                             % vector containing diagonal of R
    --- optional fields ---
    mu0 = [...];                            % vector of statistics mu0
    dP0 = [...];                            % vector containing diagonal of P0
    -- or --
    P0 = [...];                             % full matrix P0
    --- inherited fields ---
    bdm::BM::from_setting

If the optional fields are not given, they will be filled as follows: 

    mu0 = [0,0,0,....];                     % empty statistics
    P0 = eye( dim );

Reimplemented from bdm::KalmanCh.

References bdm::UI::get(), set_parameters(), and bdm::Kalman< chmat >::set_statistics().

The documentation for this class was generated from the following files:
Generated on Fri Aug 27 16:54:40 2010 for mixpp by  doxygen 1.6.0