arx.h File Reference

Bayesian Filtering for generalized autoregressive (ARX) model. More...

#include "../stat/libFN.h"
#include "../stat/libEF.h"

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Namespaces
namespace	bdm
Classes
class	bdm::ARX
	Linear Autoregressive model with Gaussian noise. More...

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Detailed Description

Bayesian Filtering for generalized autoregressive (ARX) model.

Author:

Vaclav Smidl.

----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------