bdm::KalmanFull Class Reference

#include <libKF.h>

Inheritance diagram for bdm::KalmanFull:

List of all members.

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Detailed Description

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

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

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

• libKF.h
• libKF.cpp