bdm::StateCanonical Class Reference

conversion of outer ARX model (mlnorm) to state space model More...

#include <kalman.h>

List of all members.

Public Member Functions
void	connect_mlnorm (const mlnorm< fsqmat > &ml)
	set up this object to match given mlnorm
void	update_from (const mlnorm< fsqmat > &ml)
	fast function to update parameters from ml - not checked for compatibility!!
void	set_parameters (const mat &A0, const mat &B0, const mat &C0, const mat &D0, const fsqmat &Q0, const fsqmat &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 fsqmat &	_Q () const
	access function
const fsqmat &	_R () const
	access function
Protected Attributes
datalink_part	th2A
	remember connection from theta ->A
datalink_part	th2C
	remember connection from theta ->C
datalink_part	th2D
	remember connection from theta ->D
vec	A1row
	cached first row of A
vec	C1row
	cached first row of C
vec	D1row
	cached first row of D
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.
fsqmat	Q
	Matrix Q in square-root form.
fsqmat	R
	Matrix R in square-root form.

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Detailed Description

conversion of outer ARX model (mlnorm) to state space model

The model is constructed as:

For example, for: Using Frobenius form, see [].

For easier use in the future, indeces theta_in_A and theta_in_C are set. TODO - explain

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

• kalman.h