Bayesian Filtering Library Generated from SVN r
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Class for linear analytic systemmodels with additive gaussian noise. More...
#include <linearanalyticsystemmodel_gaussianuncertainty.h>
Public Member Functions | |
LinearAnalyticSystemModelGaussianUncertainty (LinearAnalyticConditionalGaussian *pdf) | |
Constructor. | |
virtual | ~LinearAnalyticSystemModelGaussianUncertainty () |
Destructor. | |
void | ASet (const MatrixWrapper::Matrix &a) |
Set Matrix A. | |
void | BSet (const MatrixWrapper::Matrix &b) |
Set Matrix B. | |
const MatrixWrapper::Matrix & | AGet () const |
Get Matrix A. | |
const MatrixWrapper::Matrix & | BGet () const |
Get Matrix B. | |
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 ![]() | |
bool | _systemWithoutInputs |
System with no inputs? |
Class for linear analytic systemmodels with additive gaussian noise.
This class represents all systemmodels of the form
Definition at line 33 of file linearanalyticsystemmodel_gaussianuncertainty.h.
Constructor.
Conditional pdf with Gaussian uncertainty |
void ASet | ( | const MatrixWrapper::Matrix & | a | ) |
Set Matrix A.
This can be particularly useful for time-varying systems
a | Matrix a |
void BSet | ( | const MatrixWrapper::Matrix & | b | ) |
Set Matrix B.
This can be particularly useful for time-varying systems
b | Matrix b |
MatrixWrapper::Matrix df_dxGet | ( | const MatrixWrapper::ColumnVector & | u, |
const MatrixWrapper::ColumnVector & | x | ||
) | [inherited] |
Returns F-matrix.
used by kalman filter variants
u | The value of the input in which the derivate is evaluated |
x | The value in the state in which the derivate is evaluated |
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.
x_k | the next state (at time k) |
x_kminusone | the current state (at time k-1) |
u | the input |
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)
x_k | the next state (at time k) |
x_kminusone | the current state (at time k-1) |
MatrixWrapper::ColumnVector Simulate | ( | const MatrixWrapper::ColumnVector & | x, |
int | sampling_method = DEFAULT , |
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void * | sampling_args = NULL |
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) | [inherited] |
Simulate the system (no input system)
x | current state of the system |
sampling_method | the sampling method to be used while sampling from the Conditional Pdf describing the system (if not specified = DEFAULT) |
sampling_args | Sometimes 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 , |
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void * | sampling_args = NULL |
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) | [inherited] |
Simulate the system.
x | current state of the system |
u | input to the system |
sampling_method | the sampling method to be used while sampling from the Conditional Pdf describing the system (if not specified = DEFAULT) |
sampling_args | Sometimes a sampling method can have some extra parameters (eg mcmc sampling) |
int StateSizeGet | ( | ) | const [inherited] |
Get State Size.
Copy constructor SystemModel(const SystemModel<T>& model);
ConditionalPdf<MatrixWrapper::ColumnVector ,MatrixWrapper::ColumnVector >* SystemPdfGet | ( | ) | [inherited] |
Get the SystemPDF.
void SystemPdfSet | ( | ConditionalPdf< MatrixWrapper::ColumnVector , MatrixWrapper::ColumnVector > * | ) | [inherited] |
Set the SystemPDF.
a reference to the ConditionalPdf describing the system |