Bayesian Filtering Library Generated from SVN r
Public Member Functions | Protected Attributes
AnalyticSystemModelGaussianUncertainty Class Reference

Class for analytic system models with additive Gauss. uncertainty. More...

#include <analyticsystemmodel_gaussianuncertainty.h>

Inheritance diagram for AnalyticSystemModelGaussianUncertainty:
SystemModel< MatrixWrapper::ColumnVector > LinearAnalyticSystemModelGaussianUncertainty NonLinearAnalyticSystemModelGaussianUncertainty_Ginac

List of all members.

Public Member Functions

 AnalyticSystemModelGaussianUncertainty (AnalyticConditionalGaussian *Systempdf)
 Constructor.
virtual ~AnalyticSystemModelGaussianUncertainty ()
 Default copy Constructor, interface class.
MatrixWrapper::Matrix df_dxGet (const MatrixWrapper::ColumnVector &u, const MatrixWrapper::ColumnVector &x)
 Returns F-matrix.
MatrixWrapper::ColumnVector PredictionGet (const MatrixWrapper::ColumnVector &u, const MatrixWrapper::ColumnVector &x)
 Returns prediction of state.
MatrixWrapper::SymmetricMatrix CovarianceGet (const MatrixWrapper::ColumnVector &u, const MatrixWrapper::ColumnVector &x)
 Covariance of system noise.
int StateSizeGet () const
 Get State Size.
bool SystemWithoutInputs () const
 Has the system inputs or not.
ConditionalPdf
< MatrixWrapper::ColumnVector,
MatrixWrapper::ColumnVector > * 
SystemPdfGet ()
 Get the SystemPDF.
void SystemPdfSet (ConditionalPdf< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *pdf)
 Set the SystemPDF.
MatrixWrapper::ColumnVector Simulate (const MatrixWrapper::ColumnVector &x, const MatrixWrapper::ColumnVector &u, int sampling_method=DEFAULT, void *sampling_args=NULL)
 Simulate the system.
MatrixWrapper::ColumnVector Simulate (const MatrixWrapper::ColumnVector &x, int sampling_method=DEFAULT, void *sampling_args=NULL)
 Simulate the system (no input system)
Probability ProbabilityGet (const MatrixWrapper::ColumnVector &x_k, const MatrixWrapper::ColumnVector &x_kminusone, const MatrixWrapper::ColumnVector &u)
 Get the probability of arriving in a next state.
Probability ProbabilityGet (const MatrixWrapper::ColumnVector &x_k, const MatrixWrapper::ColumnVector &x_kminusone)
 Get the probability of arriving in a next state.

Protected Attributes

ConditionalPdf
< MatrixWrapper::ColumnVector,
MatrixWrapper::ColumnVector > * 
_SystemPdf
 ConditionalPdf representing $ P(X_k | X_{k-1}, U_{k}) $.
bool _systemWithoutInputs
 System with no inputs?

Detailed Description

Class for analytic system models with additive Gauss. uncertainty.

Class representing all analytic system Models with Additive Gaussian noise

Definition at line 31 of file analyticsystemmodel_gaussianuncertainty.h.


Constructor & Destructor Documentation

Constructor.

Parameters:
SystempdfAnalyticConditionalGaussian representing $ P(X_k | X_{k-1}, U_{k}) $

Default copy Constructor, interface class.

Destructor


Member Function Documentation

MatrixWrapper::Matrix df_dxGet ( const MatrixWrapper::ColumnVector &  u,
const MatrixWrapper::ColumnVector &  x 
)

Returns F-matrix.

\[ F = \frac{df}{dx} \mid_{u,x} \]

used by kalman filter variants

Parameters:
uThe value of the input in which the derivate is evaluated
xThe value in the state in which the derivate is evaluated
Bug:
Should actually be defined for _any_ continuous system model! There should be a class between this one and system model tout court, not assuming gaussian uncertainty!
Probability ProbabilityGet ( const MatrixWrapper::ColumnVector &  x_k,
const MatrixWrapper::ColumnVector &  x_kminusone,
const MatrixWrapper::ColumnVector &  u 
) [inherited]

Get the probability of arriving in a next state.

Parameters:
x_kthe next state (at time k)
x_kminusonethe current state (at time k-1)
uthe input
Returns:
the probability value
Probability ProbabilityGet ( const MatrixWrapper::ColumnVector &  x_k,
const MatrixWrapper::ColumnVector &  x_kminusone 
) [inherited]

Get the probability of arriving in a next state.

(no-input-system)

Parameters:
x_kthe next state (at time k)
x_kminusonethe current state (at time k-1)
Returns:
the probability value
MatrixWrapper::ColumnVector Simulate ( const MatrixWrapper::ColumnVector &  x,
int  sampling_method = DEFAULT,
void *  sampling_args = NULL 
) [inherited]

Simulate the system (no input system)

Parameters:
xcurrent state of the system
Returns:
State where we arrive by simulating the system model for 1 step
Note:
Maybe the return value would better be a Sample<T> instead of a T
Parameters:
sampling_methodthe sampling method to be used while sampling from the Conditional Pdf describing the system (if not specified = DEFAULT)
sampling_argsSometimes a sampling method can have some extra parameters (eg mcmc sampling)
MatrixWrapper::ColumnVector Simulate ( const MatrixWrapper::ColumnVector &  x,
const MatrixWrapper::ColumnVector &  u,
int  sampling_method = DEFAULT,
void *  sampling_args = NULL 
) [inherited]

Simulate the system.

Parameters:
xcurrent state of the system
uinput to the system
Returns:
State where we arrive by simulating the system model for 1 step
Parameters:
sampling_methodthe sampling method to be used while sampling from the Conditional Pdf describing the system (if not specified = DEFAULT)
sampling_argsSometimes a sampling method can have some extra parameters (eg mcmc sampling)
Note:
Maybe the return value would better be a Sample<T> instead of a T
int StateSizeGet ( ) const [inherited]

Get State Size.

Copy constructor SystemModel(const SystemModel<T>& model);

Returns:
the statesize of the system
ConditionalPdf<MatrixWrapper::ColumnVector ,MatrixWrapper::ColumnVector >* SystemPdfGet ( ) [inherited]

Get the SystemPDF.

Returns:
a reference to the ConditionalPdf describing the system
void SystemPdfSet ( ConditionalPdf< MatrixWrapper::ColumnVector , MatrixWrapper::ColumnVector > *  pdf) [inherited]

Set the SystemPDF.

Parameters:
pdfa reference to the ConditionalPdf describing the system

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