Bayesian Filtering Library
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Class for linear analytic systemmodels with additive gaussian noise. More...
#include <linearanalyticsystemmodel_gaussianuncertainty.h>
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, |
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) |
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) |
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 |