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

Inheritance diagram for BFL::AnalyticSystemModelGaussianUncertainty:

Public Member Functions
	AnalyticSystemModelGaussianUncertainty (AnalyticConditionalGaussian *Systempdf)
	Constructor.
MatrixWrapper::SymmetricMatrix	CovarianceGet (const MatrixWrapper::ColumnVector &u, const MatrixWrapper::ColumnVector &x)
	Covariance of system noise.
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.
virtual	~AnalyticSystemModelGaussianUncertainty ()
	Default copy Constructor, interface class.

Detailed Description

Class for analytic system models with additive Gauss. uncertainty.

Class representing all analytic system Models with Additive Gaussian noise

Constructor & Destructor Documentation

BFL::AnalyticSystemModelGaussianUncertainty::AnalyticSystemModelGaussianUncertainty ( AnalyticConditionalGaussian * Systempdf )

Constructor.

Parameters:

Systempdf AnalyticConditionalGaussian representing $P(X_k | X_{k-1}, U_{k})$

BFL::AnalyticSystemModelGaussianUncertainty::~AnalyticSystemModelGaussianUncertainty ( ) [virtual]

Default copy Constructor, interface class.

Destructor

SymmetricMatrix BFL::AnalyticSystemModelGaussianUncertainty::CovarianceGet	(	const MatrixWrapper::ColumnVector &	u,
		const MatrixWrapper::ColumnVector &	x
	)

Covariance of system noise.

Matrix BFL::AnalyticSystemModelGaussianUncertainty::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:

u	The value of the input in which the derivate is evaluated
x	The 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!

ColumnVector BFL::AnalyticSystemModelGaussianUncertainty::PredictionGet	(	const MatrixWrapper::ColumnVector &	u,
		const MatrixWrapper::ColumnVector &	x
	)

Returns prediction of state.

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