\section{Kalman$<$ sq\_\-T $>$ Class Template Reference}
\label{classKalman}\index{Kalman@{Kalman}}
\doxyref{Kalman}{p.}{classKalman} filter with covaraince matrices in square root form.  


{\tt \#include $<$libKF.h$>$}

Inheritance diagram for Kalman$<$ sq\_\-T $>$:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=70pt]{classKalman__inherit__graph}
\end{center}
\end{figure}
Collaboration diagram for Kalman$<$ sq\_\-T $>$:\nopagebreak
\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[width=70pt]{classKalman__coll__graph}
\end{center}
\end{figure}
\subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
{\bf Kalman} (mat A0, mat B0, mat C0, mat D0, sq\_\-T R0, sq\_\-T Q0, sq\_\-T P0, vec mu0)\label{classKalman_83118f4bd2ecbc70b03cfd573088ed6f}

\begin{CompactList}\small\item\em Full constructor. \item\end{CompactList}\item 
void {\bf bayes} (const vec \&dt, bool evalll=true)\label{classKalman_e945d9205ca14acbd83ba80ea6f72b8e}

\begin{CompactList}\small\item\em Here dt = [yt;ut] of appropriate dimensions. \item\end{CompactList}\end{CompactItemize}
\subsection*{Public Attributes}
\begin{CompactItemize}
\item 
vec {\bf mu}\label{classKalman_3063a3f58a74cea672ae889971012eed}

\begin{CompactList}\small\item\em Mean value of the posterior density. \item\end{CompactList}\item 
sq\_\-T {\bf P}\label{classKalman_188cd5ac1c9e496b1a371eb7c57c97d3}

\begin{CompactList}\small\item\em Mean value of the posterior density. \item\end{CompactList}\end{CompactItemize}
\subsection*{Friends}
\begin{CompactItemize}
\item 
std::ostream \& \textbf{operator$<$$<$} (std::ostream \&os, const {\bf KalmanFull} \&kf)\label{classKalman_86ba216243ed95bb46d80d88775d16af}

\end{CompactItemize}


\subsection{Detailed Description}
\subsubsection*{template$<$class sq\_\-T$>$ class Kalman$<$ sq\_\-T $>$}

\doxyref{Kalman}{p.}{classKalman} filter with covaraince matrices in square root form. 

The documentation for this class was generated from the following file:\begin{CompactItemize}
\item 
work/mixpp/bdm/estim/{\bf libKF.h}\end{CompactItemize}
