KalmanFull Class Reference

Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon! More...

#include <libKF.h>

Inheritance diagram for KalmanFull:

List of all members.

Public Member Functions

KalmanFull (mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0)

Full constructor.

void bayes (const vec &dt)

Here dt = [yt;ut] of appropriate dimensions.

KalmanFull ()

For EKFfull;.

Public Attributes

vec mu

Mean value of the posterior density.

mat P

Variance of the posterior density.

bool evalll

double ll

Protected Attributes

int dimx

int dimy

int dimu

mat A

mat B

mat C

mat D

mat R

mat Q

mat _Pp

mat _Ry

mat _iRy

mat _K

Friends

std::ostream & operator<< (std::ostream &os, const KalmanFull &kf)

print elements of KF

Detailed Description

Basic Kalman filter with full matrices (education purpose only)! Will be deleted soon!

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

work/git/mixpp/bdm/estim/libKF.h
work/git/mixpp/bdm/estim/libKF.cpp


Public Member Functions
	KalmanFull (mat A, mat B, mat C, mat D, mat R, mat Q, mat P0, vec mu0)
	Full constructor.
void	bayes (const vec &dt)
	Here dt = [yt;ut] of appropriate dimensions.
	KalmanFull ()
	For EKFfull;.
Public Attributes
vec	mu
	Mean value of the posterior density.
mat	P
	Variance of the posterior density.
bool	evalll
double	ll
Protected Attributes
int	dimx
int	dimy
int	dimu
mat	A
mat	B
mat	C
mat	D
mat	R
mat	Q
mat	_Pp
mat	_Ry
mat	_iRy
mat	_K
Friends
std::ostream &	operator<< (std::ostream &os, const KalmanFull &kf)
	print elements of KF