bdm::NoiseParticleXY Class Reference
#include <particles.h>
Inheritance diagram for bdm::NoiseParticleXY:
Public Member Functions | |
| NoiseParticleXY (const NoiseParticleXY &m2) | |
| const eprod_3 & | posterior () const |
| void | set_prior (const epdf *pdf0) |
| BM * | _copy () const |
| void | bayes (const vec &dt, const vec &cond) |
| void | from_setting (const Setting &set) |
| void | to_setting (Setting &set) const |
| void | validate () |
Protected Attributes | |
| dirac | est_emp |
| discrte particle | |
| shared_ptr< BM > | bmx |
| internal Bayes Model | |
| shared_ptr< BM > | bmy |
| bdm::NoiseParticleXY::eprod_3 | est |
| Internal class for custom posterior - product of empirical and exact part. | |
| shared_ptr< fnc > | g |
| function transforming xt, ut -> x_t+1 | |
| shared_ptr< fnc > | h |
| function transforming xt,ut -> yt | |
| RV | rvx |
| RV | rvxc |
| RV | rvyc |
| datalink_part | cond2g |
| link from condition to f | |
| datalink_part | cond2h |
| link from condition to h | |
| datalink_part | x2g |
| link from xt to f | |
| datalink_part | x2h |
| link from xt to h | |
Classes | |
| class | eprod_3 |
| Internal class for custom posterior - product of empirical and exact part. More... | |
Detailed Description
Marginalized particle for state-space models with unknown parameters of distribuution of residues on
and 
.
This particle is a only a shell creating the residues calling internal estimator of their parameters. The internal estimator can be of any compatible type, e.g. ARX for Gaussian residues with unknown mean and variance.
The documentation for this class was generated from the following file:
Generated on 2 Dec 2013 for mixpp by
1.4.7
