KalmanFull Class Reference

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

#include <libKF.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.
Public Attributes
vec	mu
	Mean value of the posterior density.
mat	P
	Variance of the posterior density.
Friends
std::ostream &	operator<< (std::ostream &os, const KalmanFull &kf)
	print elements of KF

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Detailed Description

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

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

• work/mixpp/bdm/estim/libKF.h
• work/mixpp/bdm/estim/libKF.cpp

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