#include <ekf_obj.h>
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< fsqmat > | E |
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. |
An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean.
virtual double BM::logpred | ( | const vec & | dt | ) | const [inline, virtual, inherited] |
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().