bdm::KalmanFull Class Reference

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

#include <kalman.h>

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:

Generated on Wed Jul 1 13:05:57 2009 for mixpp by  doxygen 1.5.8