Kalman< sq_T > Class Template Reference

Kalman filter with covaraince matrices in square root form. More...

#include <libKF.h>

Inheritance diagram for Kalman< sq_T >:

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Collaboration diagram for Kalman< sq_T >:

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List of all members.

Public Member Functions
	Kalman (mat A0, mat B0, mat C0, mat D0, sq_T R0, sq_T Q0, sq_T P0, vec mu0)
	Full constructor.
void	bayes (const vec &dt, bool evalll=true)
	Here dt = [yt;ut] of appropriate dimensions.
Public Attributes
vec	mu
	Mean value of the posterior density.
sq_T	P
	Mean value of the posterior density.
Friends
std::ostream &	operator<< (std::ostream &os, const KalmanFull &kf)

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Detailed Description

template<class sq_T>
class Kalman< sq_T >

Kalman filter with covaraince matrices in square root form.

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

• work/mixpp/bdm/estim/libKF.h

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