arx.h File Reference

Bayesian Filtering for generalized autoregressive (ARX) model. More...

#include "../math/functions.h"
#include "../stat/exp_family.h"
#include "../base/user_info.h"

Go to the source code of this file.

Classes
class	bdm::ARX
	Linear Autoregressive model with Gaussian noise. More...
Functions
	bdm::UIREGISTER (ARX)
	bdm::SHAREDPTR (ARX)

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Detailed Description

Bayesian Filtering for generalized autoregressive (ARX) model.

Author:

Vaclav Smidl.

----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------