bdm::KalmanFull Class Reference

#include <libKF.h>

Inheritance diagram for bdm::KalmanFull:

bdm::EKFfull bdm::EKFful_unQR

List of all members.


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

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

Generated on Mon Feb 16 10:06:32 2009 for mixpp by  doxygen 1.5.6