bdm::KalmanFull Class Reference

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

<<<<<<< HEAD:library/doc/html/classbdm_1_1KalmanFull.html #include <kalman.h> ======= #include <kalman.h> >>>>>>> doc:library/doc/html/classbdm_1_1KalmanFull.html

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:

kalman.h
kalman.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