EKFfixed Class Reference

Extended Kalman Filter with full matrices in fixed point arithmetic. More...

#include <ekf_obj.h>

Inheritance diagram for EKFfixed:

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List of all members.

Public Member Functions

void init_ekf (double Tv)
void ekf (double ux, double uy, double isxd, double isyd)
void prediction (int *ux)
void correction (void)
void update_psi (void)
 EKFfixed (RV rvx, RV rvc)
 Default constructor.
void bayes (const vec &dt)
 Here dt = [yt;ut] of appropriate dimensions.
epdf_epdf ()
 dummy!
void condition (const vec &Q0)
 Substitute val for rvc.
virtual void bayesB (const mat &Dt)
 Batch Bayes rule (columns of Dt are observations).
virtual const epdf_epdf () const =0
 Returns a pointer to the epdf representing posterior density on parameters. Use with care!
virtual double logpred (const vec &dt) const
const RV_rv () const
 access function
double _ll () const
 access function
void set_evalll (bool evl0)
 access function
virtual BM_copy_ (bool changerv=false)
const RV_rvc () const
 access function

Public Attributes

int Q [16]
int R [4]
int x_est [4]
int x_pred [4]
int P_pred [16]
int P_est [16]
int Y_mes [2]
int ukalm [2]
int Kalm [8]
int PSI [16]
int temp15a [16]
int cA
int cB
int cC
int cG
int cH
long temp30a [4]
enorm< fsqmatE
mat Ry

Protected Attributes

RV rv
 Random variable of the posterior.
double ll
 Logarithm of marginalized data likelihood.
bool evalll
 If true, the filter will compute likelihood of the data record and store it in ll . Set to false if you want to save computational time.
RV rvc
 Identificator of the conditioning variable.


Detailed Description

Extended Kalman Filter with full matrices in fixed point arithmetic.

An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.


Member Function Documentation

virtual double BM::logpred ( const vec &  dt  )  const [inline, virtual, inherited]

Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out.

Reimplemented in ARX, MixEF, and multiBM.

virtual BM* BM::_copy_ ( bool  changerv = false  )  [inline, virtual, inherited]

Copy function required in vectors, Arrays of BM etc. Have to be DELETED manually! Prototype: BM* _copy_(){BM Tmp*=new Tmp(this*); return Tmp; }

Reimplemented in ARX.

Referenced by MixEF::MixEF().


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

Generated on Tue Sep 23 16:00:51 2008 for mixpp by  doxygen 1.5.6