EKF< sq_T > Class Template Reference

Extended Kalman Filter. More...

#include <libKF.h>

Inheritance diagram for EKF< sq_T >:

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Collaboration diagram for EKF< sq_T >:

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List of all members.

Public Member Functions
	EKF (const diffbifn fxu, const diffbifn hxu)
	Default constructor.
void	bayes (const vec &dt, bool evalll=true)
	Here dt = [yt;ut] of appropriate dimensions.

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Detailed Description

template<class sq_T>
class EKF< sq_T >

Extended Kalman Filter.

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

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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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