\hypertarget{classEKFfixed}{
\section{EKFfixed Class Reference}
\label{classEKFfixed}\index{EKFfixed@{EKFfixed}}
}
{\tt \#include $<$ekf\_\-obj.h$>$}

Inheritance diagram for EKFfixed::\begin{figure}[H]
\begin{center}
\leavevmode
\includegraphics[height=3cm]{classEKFfixed}
\end{center}
\end{figure}


\subsection{Detailed Description}
Extended Kalman Filter with full matrices in fixed point arithmetic. 

An approximation of the exact Bayesian filter with Gaussian noices and non-linear evolutions of their mean. \subsection*{Public Member Functions}
\begin{CompactItemize}
\item 
\hypertarget{classEKFfixed_cece920bbf58fc72b25a6417b3ef0259}{
void \textbf{init\_\-ekf} (double Tv)}
\label{classEKFfixed_cece920bbf58fc72b25a6417b3ef0259}

\item 
\hypertarget{classEKFfixed_491e636b259dda3b876b7bd492df6b7c}{
void \textbf{ekf} (double ux, double uy, double isxd, double isyd)}
\label{classEKFfixed_491e636b259dda3b876b7bd492df6b7c}

\item 
\hypertarget{classEKFfixed_e77b35e1a11356dbfb1fdfa3017f60d3}{
void \textbf{prediction} (int $\ast$ux)}
\label{classEKFfixed_e77b35e1a11356dbfb1fdfa3017f60d3}

\item 
\hypertarget{classEKFfixed_83ed56b86a056d7dbdd6ce44145fa5f3}{
void \textbf{correction} (void)}
\label{classEKFfixed_83ed56b86a056d7dbdd6ce44145fa5f3}

\item 
\hypertarget{classEKFfixed_dce43355681cfe8f1905db207b4dde8d}{
void \textbf{update\_\-psi} (void)}
\label{classEKFfixed_dce43355681cfe8f1905db207b4dde8d}

\item 
\hypertarget{classEKFfixed_05d1f11bd56305420b56fe83ada6e586}{
\hyperlink{classEKFfixed_05d1f11bd56305420b56fe83ada6e586}{EKFfixed} ()}
\label{classEKFfixed_05d1f11bd56305420b56fe83ada6e586}

\begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item 
\hypertarget{classEKFfixed_ddf5334bc1207658fd53698fffbac028}{
void \hyperlink{classEKFfixed_ddf5334bc1207658fd53698fffbac028}{bayes} (const vec \&dt)}
\label{classEKFfixed_ddf5334bc1207658fd53698fffbac028}

\begin{CompactList}\small\item\em Here dt = \mbox{[}yt;ut\mbox{]} of appropriate dimensions. \item\end{CompactList}\item 
\hypertarget{classEKFfixed_f3979e5514fe4278a519ba4481e287ac}{
\hyperlink{classbdm_1_1epdf}{epdf} \& \hyperlink{classEKFfixed_f3979e5514fe4278a519ba4481e287ac}{posterior} ()}
\label{classEKFfixed_f3979e5514fe4278a519ba4481e287ac}

\begin{CompactList}\small\item\em dummy! \item\end{CompactList}\item 
\hypertarget{classEKFfixed_c7fee79e75ad7f0c0e96c5a322cbf44e}{
void \hyperlink{classEKFfixed_c7fee79e75ad7f0c0e96c5a322cbf44e}{condition} (const vec \&Q0)}
\label{classEKFfixed_c7fee79e75ad7f0c0e96c5a322cbf44e}

\begin{CompactList}\small\item\em Substitute {\tt val} for {\tt rvc}. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{
const RV \& \hyperlink{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}{\_\-rvc} () const }
\label{classbdm_1_1BMcond_7506910f93250b44fea505ec4ffb19dc}

\begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize}
\begin{Indent}{\bf Constructors}\par
\begin{CompactItemize}
\item 
virtual BM $\ast$ \hyperlink{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{\_\-copy\_\-} ()
\end{CompactItemize}
\end{Indent}
\begin{Indent}{\bf Mathematical operations}\par
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{
virtual void \hyperlink{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}{bayesB} (const mat \&Dt)}
\label{classbdm_1_1BM_1dee3fddaf021e62d925289660a707dc}

\begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 
virtual double \hyperlink{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{logpred} (const vec \&dt) const 
\item 
\hypertarget{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{
vec \hyperlink{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}{logpred\_\-m} (const mat \&dt) const }
\label{classbdm_1_1BM_0e8ebe61fb14990abe1254bd3dda5fae}

\begin{CompactList}\small\item\em Matrix version of logpred. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{
virtual epdf $\ast$ \hyperlink{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}{epredictor} () const }
\label{classbdm_1_1BM_688d7a2aced1e06aa1c468d73a9e5eba}

\begin{CompactList}\small\item\em Constructs a predictive density $ f(d_{t+1} |d_{t}, \ldots d_{0}) $. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{
virtual mpdf $\ast$ \hyperlink{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}{predictor} () const }
\label{classbdm_1_1BM_598b25e3f3d96a5bc00a5faeb5b3c912}

\begin{CompactList}\small\item\em Constructs a conditional density 1-step ahead predictor. \item\end{CompactList}\end{CompactItemize}
\end{Indent}
\begin{Indent}{\bf Access to attributes}\par
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}{
const RV \& \textbf{\_\-drv} () const }
\label{classbdm_1_1BM_ff2d8755ba0b3def927d31305c03b09c}

\item 
\hypertarget{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}{
void \textbf{set\_\-drv} (const RV \&rv)}
\label{classbdm_1_1BM_f135ae6dce7e9f30c9f88229c7930b96}

\item 
\hypertarget{classbdm_1_1BM_b38d92f17620813ad872d86e01a26e5e}{
void \textbf{set\_\-rv} (const RV \&rv)}
\label{classbdm_1_1BM_b38d92f17620813ad872d86e01a26e5e}

\item 
\hypertarget{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}{
double \textbf{\_\-ll} () const }
\label{classbdm_1_1BM_5be65d37dedfe33a3671e7065f523a70}

\item 
\hypertarget{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}{
void \textbf{set\_\-evalll} (bool evl0)}
\label{classbdm_1_1BM_236b3abbcc93594fc97cd86d82c1a83f}

\item 
\hypertarget{classbdm_1_1BM_bb7b0065d6cb722a66b371a8260121e1}{
virtual const epdf \& \textbf{posterior} () const =0}
\label{classbdm_1_1BM_bb7b0065d6cb722a66b371a8260121e1}

\item 
\hypertarget{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}{
virtual const epdf $\ast$ \textbf{\_\-e} () const =0}
\label{classbdm_1_1BM_4ed0f8b880e606316ae800f3a011c3a6}

\end{CompactItemize}
\end{Indent}
\subsection*{Public Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classEKFfixed_d04ddf049475a15e1ba93161aa5586ab}{
int \textbf{Q} \mbox{[}16\mbox{]}}
\label{classEKFfixed_d04ddf049475a15e1ba93161aa5586ab}

\item 
\hypertarget{classEKFfixed_d914213d413b4d8f8d7bb728c5063d5e}{
int \textbf{R} \mbox{[}4\mbox{]}}
\label{classEKFfixed_d914213d413b4d8f8d7bb728c5063d5e}

\item 
\hypertarget{classEKFfixed_7fd20a80b00e9782da676e48eb5b54b3}{
int \textbf{x\_\-est} \mbox{[}4\mbox{]}}
\label{classEKFfixed_7fd20a80b00e9782da676e48eb5b54b3}

\item 
\hypertarget{classEKFfixed_9518fa723d7324f75df7822a589ee196}{
int \textbf{x\_\-pred} \mbox{[}4\mbox{]}}
\label{classEKFfixed_9518fa723d7324f75df7822a589ee196}

\item 
\hypertarget{classEKFfixed_0b731c546a474433c1ea6f36f0125774}{
int \textbf{P\_\-pred} \mbox{[}16\mbox{]}}
\label{classEKFfixed_0b731c546a474433c1ea6f36f0125774}

\item 
\hypertarget{classEKFfixed_b9ec9cb2d092ca3f4ad2a3b4420867ac}{
int \textbf{P\_\-est} \mbox{[}16\mbox{]}}
\label{classEKFfixed_b9ec9cb2d092ca3f4ad2a3b4420867ac}

\item 
\hypertarget{classEKFfixed_5a8040cdb8bb5dca753485dc67db3287}{
int \textbf{Y\_\-mes} \mbox{[}2\mbox{]}}
\label{classEKFfixed_5a8040cdb8bb5dca753485dc67db3287}

\item 
\hypertarget{classEKFfixed_9292e43fb8e6fedfabb3a9b3c2118e33}{
int \textbf{ukalm} \mbox{[}2\mbox{]}}
\label{classEKFfixed_9292e43fb8e6fedfabb3a9b3c2118e33}

\item 
\hypertarget{classEKFfixed_f754902bb769d3b58b89108c76d9a394}{
int \textbf{Kalm} \mbox{[}8\mbox{]}}
\label{classEKFfixed_f754902bb769d3b58b89108c76d9a394}

\item 
\hypertarget{classEKFfixed_bf4b3d55c8d277673bf77f37f6590217}{
int \textbf{PSI} \mbox{[}16\mbox{]}}
\label{classEKFfixed_bf4b3d55c8d277673bf77f37f6590217}

\item 
\hypertarget{classEKFfixed_8a677b253b54696701c1ca0cb6f7a622}{
int \textbf{temp15a} \mbox{[}16\mbox{]}}
\label{classEKFfixed_8a677b253b54696701c1ca0cb6f7a622}

\item 
\hypertarget{classEKFfixed_6d4354dad09286a7a209983732853c5b}{
int \textbf{cA}}
\label{classEKFfixed_6d4354dad09286a7a209983732853c5b}

\item 
\hypertarget{classEKFfixed_eac752adfb921c1c525f8c3b3fd15dad}{
int \textbf{cB}}
\label{classEKFfixed_eac752adfb921c1c525f8c3b3fd15dad}

\item 
\hypertarget{classEKFfixed_2f35ef3dce13131ae9b4427309a1d005}{
int \textbf{cC}}
\label{classEKFfixed_2f35ef3dce13131ae9b4427309a1d005}

\item 
\hypertarget{classEKFfixed_50b31e70bb17cbdde2e28c83b9612c47}{
int \textbf{cG}}
\label{classEKFfixed_50b31e70bb17cbdde2e28c83b9612c47}

\item 
\hypertarget{classEKFfixed_086e18ad28d139b0a2c0f77badc77a9a}{
int \textbf{cH}}
\label{classEKFfixed_086e18ad28d139b0a2c0f77badc77a9a}

\item 
\hypertarget{classEKFfixed_540046e3ab4d0bed4791f397062a626f}{
long \textbf{temp30a} \mbox{[}4\mbox{]}}
\label{classEKFfixed_540046e3ab4d0bed4791f397062a626f}

\item 
\hypertarget{classEKFfixed_ea92b06e2b66c6771828e689bb727b76}{
\hyperlink{classbdm_1_1enorm}{enorm}$<$ \hyperlink{classfsqmat}{fsqmat} $>$ \textbf{E}}
\label{classEKFfixed_ea92b06e2b66c6771828e689bb727b76}

\item 
\hypertarget{classEKFfixed_6e5552506214757d24e59e508f91c8aa}{
mat \textbf{Ry}}
\label{classEKFfixed_6e5552506214757d24e59e508f91c8aa}

\end{CompactItemize}
\subsection*{Protected Attributes}
\begin{CompactItemize}
\item 
\hypertarget{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{
RV \hyperlink{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}{drv}}
\label{classbdm_1_1BM_c400357e37d27a4834b2b1d9211009ed}

\begin{CompactList}\small\item\em Random variable of the data (optional). \item\end{CompactList}\item 
\hypertarget{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{
double \hyperlink{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}{ll}}
\label{classbdm_1_1BM_4064b6559d962633e4372b12f4cd204a}

\begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{
bool \hyperlink{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}{evalll}}
\label{classbdm_1_1BM_faff0ad12556fe7dc0e2807d4fd938ee}

\begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save computational time. \item\end{CompactList}\item 
\hypertarget{classbdm_1_1BMcond_1164a90f782a2a323b1ee17242100b39}{
int \hyperlink{classbdm_1_1BMcond_1164a90f782a2a323b1ee17242100b39}{dimc}}
\label{classbdm_1_1BMcond_1164a90f782a2a323b1ee17242100b39}

\begin{CompactList}\small\item\em dimension of the conditioning variable \item\end{CompactList}\item 
\hypertarget{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{
RV \hyperlink{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}{rvc}}
\label{classbdm_1_1BMcond_9a12750776d977408aada06a70093297}

\begin{CompactList}\small\item\em Identificator of the conditioning variable. \item\end{CompactList}\end{CompactItemize}


\subsection{Member Function Documentation}
\hypertarget{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}{
\index{EKFfixed@{EKFfixed}!\_\-copy\_\-@{\_\-copy\_\-}}
\index{\_\-copy\_\-@{\_\-copy\_\-}!EKFfixed@{EKFfixed}}
\subsubsection[\_\-copy\_\-]{\setlength{\rightskip}{0pt plus 5cm}virtual BM$\ast$ bdm::BM::\_\-copy\_\- ()\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
\label{classbdm_1_1BM_c0f027ff91d8459937c6f60ff8e553ff}


Copy function required in vectors, Arrays of \hyperlink{classbdm_1_1BM}{BM} etc. Have to be DELETED manually! Prototype: 

\begin{Code}\begin{verbatim} BM* _copy_(){return new BM(*this);} 
\end{verbatim}
\end{Code}

 

Reimplemented in \hyperlink{classbdm_1_1ARX_60c40b5c6abc4c7e464b4ccae64a5a61}{bdm::ARX}.\hypertarget{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}{
\index{EKFfixed@{EKFfixed}!logpred@{logpred}}
\index{logpred@{logpred}!EKFfixed@{EKFfixed}}
\subsubsection[logpred]{\setlength{\rightskip}{0pt plus 5cm}virtual double bdm::BM::logpred (const vec \& {\em dt}) const\hspace{0.3cm}{\tt  \mbox{[}inline, virtual, inherited\mbox{]}}}}
\label{classbdm_1_1BM_50257e0c1e5b5c73153ea6e716ad8ae0}


Evaluates predictive log-likelihood of the given data record I.e. marginal likelihood of the data with the posterior integrated out. 

Reimplemented in \hyperlink{classbdm_1_1ARX_080a7e531e3aa06694112863b15bc6a4}{bdm::ARX}, \hyperlink{classbdm_1_1MixEF_da724da464a75e07521941e430929efa}{bdm::MixEF}, and \hyperlink{classbdm_1_1multiBM_e157b607c1e3fa91d42aeea44458e2bf}{bdm::multiBM}.

Referenced by bdm::BM::logpred\_\-m().

The documentation for this class was generated from the following files:\begin{CompactItemize}
\item 
\hyperlink{ekf__obj_8h}{ekf\_\-obj.h}\item 
ekf\_\-obj.cpp\end{CompactItemize}
