bdm::EKFCh_dQ Class Reference

Extended Kalman filter in Choleski form with unknown diagonal Q. More...

#include <ekf_template.h>

Inheritance diagram for bdm::EKFCh_dQ:

List of all members.

Public Member Functions
root *	_copy_ () const
void	bayes (const vec &yt, const vec &cond)
	new bayes, expects cond = [ut, Qt]
void	validate ()

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Detailed Description

Extended Kalman filter in Choleski form with unknown diagonal Q.

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The documentation for this class was generated from the following file:

• ekf_template.h

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Generated on 2 Dec 2013 for mixpp by  1.4.7