ssm Struct Reference

Create a struct for the params. More...

Collaboration diagram for ssm:

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List of all members.

Public Attributes
Matrix	a_mat
Matrix	b_mat
Matrix	c_mat
Matrix	q_mat
Matrix	r_mat
Matrix	s_mat

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Detailed Description

Create a struct for the params.

of a causal linear dynamical system (lds) x_{t+1} = a_mat*x_t + b_mat*u_t + w_t y_t = c_mat*x_t + v_t where E(w_tw_t') = Q; E(v_tv_t') = R; E(w_tv_t') = S;

Member matrices include a_mat, b_mat, c_mat q_mat, r_mat, s_mat

Definition at line 56 of file kalman_helper.h.

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

• mlpack/kalman/kalman_helper.h