bdm::StateSpace< sq_T > Class Template Reference
Basic elements of linear state-space model. More...
Detailed Description
template<class sq_T>
class bdm::StateSpace< sq_T >
Basic elements of linear state-space model.
Parameter evolution model:
![\[ x_t = A x_{t-1} + B u_t + Q^{1/2} e_t \]](form_36.png)
Observation model:
![\[ y_t = C x_{t-1} + C u_t + Q^{1/2} w_t. \]](form_37.png)
Where $e_t$ and $w_t$ are independent vectors Normal(0,1)-distributed disturbances.
#include <kalman.h>
Public Member Functions | |
| void | set_parameters (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const sq_T &Q0, const sq_T &R0) |
| void | validate () |
| void | from_setting (const Setting &set) |
| not virtual in this case | |
| int | _dimx () |
| access function | |
| int | _dimy () |
| access function | |
| int | _dimu () |
| access function | |
| const mat & | _A () const |
| access function | |
| const mat & | _B () const |
| access function | |
| const mat & | _C () const |
| access function | |
| const mat & | _D () const |
| access function | |
| const sq_T & | _Q () const |
| access function | |
| const sq_T & | _R () const |
| access function | |
Protected Attributes | |
| int | dimx |
| cache of rv.count() | |
| int | dimy |
| cache of rvy.count() | |
| int | dimu |
| cache of rvu.count() | |
| mat | A |
| Matrix A. | |
| mat | B |
| Matrix B. | |
| mat | C |
| Matrix C. | |
| mat | D |
| Matrix D. | |
| sq_T | Q |
| Matrix Q in square-root form. | |
| sq_T | R |
| Matrix R in square-root form. | |
The documentation for this class was generated from the following file:
