mixpp: bdm::KalmanFull Class Reference

bdm::KalmanFull Class Reference

Basic Kalman filter with full matrices. More...

#include <kalman.h>

Inheritance diagram for bdm::KalmanFull:

bdm::Kalman< sq_T > bdm::BM bdm::StateSpace< sq_T > bdm::root bdm::EKFfull bdm::EKFful_unQR List of all members.

Public Member Functions

 KalmanFull ()
 For EKFfull;.
void bayes (const vec &yt, const vec &cond=empty_vec)
 Here dt = [yt;ut] of appropriate dimensions.
virtual KalmanFull_copy () const

Detailed Description

Basic Kalman filter with full matrices.


The documentation for this class was generated from the following files:
Generated on 2 Dec 2013 for mixpp by  doxygen 1.4.7