bdm::EKF_UD Class Reference
EKF using bierman and Thorton code. More...
#include <kalman.h>
Inheritance diagram for bdm::EKF_UD:
Public Types | |
| __VA_ARGS__ | |
| enum | log_level_enums { __VA_ARGS__ } |
| logger | |
Public Member Functions | |
| EKF_UD * | _copy () const |
| copy constructor duplicated | |
| const enorm< ldmat > & | posterior () const |
| enorm< ldmat > & | prior () |
| EKF_UD (const EKF_UD &E0) | |
| void | set_parameters (const shared_ptr< diffbifn > &pfxu, const shared_ptr< diffbifn > &phxu, const mat Q0, const vec R0) |
| Set nonlinear functions for mean values and covariance matrices. | |
| void | bayes (const vec &yt, const vec &cond=empty_vec) |
| Here dt = [yt;ut] of appropriate dimensions. | |
| void | log_register (bdm::logger &L, const string &prefix) |
| void | from_setting (const Setting &set) |
| void | validate () |
Public Attributes | |
| log_level_template< EKF_UD > | log_level |
Friends | |
| class | log_level_intermediate< EKF_UD > |
Detailed Description
EKF using bierman and Thorton code.
Member Function Documentation
| void bdm::EKF_UD::from_setting | ( | const Setting & | set | ) | [virtual] |
Create object from the following structure
class = 'EKF_UD'; 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
mu0 = [0,0,0,....]; % empty statistics
P0 = eye( dim );
Reimplemented from bdm::BM.
The documentation for this class was generated from the following files:
- kalman.h
- kalman.cpp
Generated on 2 Dec 2013 for mixpp by
1.4.7
