bdm::StateCanonical Class Reference

conversion of outer ARX model (mlnorm) to state space model More...

#include <kalman.h>

Inheritance diagram for bdm::StateCanonical:

List of all members.

Public Member Functions
void	connect_mlnorm (const mlnorm< fsqmat > &ml)
	set up this object to match given mlnorm
void	update_from (const mlnorm< fsqmat > &ml)
	fast function to update parameters from ml - not checked for compatibility!!
Protected Attributes
datalink_part	th2A
	remember connection from theta ->A
datalink_part	th2C
	remember connection from theta ->C
datalink_part	th2D
	remember connection from theta ->D
vec	A1row
	cached first row of A
vec	C1row
	cached first row of C
vec	D1row
	cached first row of D

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Detailed Description

conversion of outer ARX model (mlnorm) to state space model

The model is constructed as:

For example, for: Using Frobenius form, see [].

For easier use in the future, indices theta_in_A and theta_in_C are set. TODO - explain

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

• kalman.h
• kalman.cpp

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Generated on 2 Dec 2013 for mixpp by  1.4.7