Conditional Gaussian for an analytic nonlinear system using Ginac: More...

#include <nonlinearanalyticconditionalgaussian_ginac.h>

Inheritance diagram for BFL::NonLinearAnalyticConditionalGaussian_Ginac:

Public Member Functions
vector< GiNaC::symbol >	ConditionalGet ()
	Get conditional arguments.
virtual MatrixWrapper::SymmetricMatrix	CovarianceGet () const
	Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.
virtual MatrixWrapper::Matrix	dfGet (unsigned int i) const
virtual MatrixWrapper::ColumnVector	ExpectedValueGet () const
	Get the expected value E[x] of the pdf.
GiNaC::matrix	FunctionGet ()
	return function
vector< GiNaC::symbol >	InputGet ()
	return substitution symbols
	NonLinearAnalyticConditionalGaussian_Ginac (const GiNaC::matrix &func, const vector< GiNaC::symbol > &u, const vector< GiNaC::symbol > &x, const Gaussian &additiveNoise, const vector< GiNaC::symbol > &cond)
	constructor
	NonLinearAnalyticConditionalGaussian_Ginac (const GiNaC::matrix &func, const vector< GiNaC::symbol > &u, const vector< GiNaC::symbol > &x, const Gaussian &additiveNoise)
	constructor
	NonLinearAnalyticConditionalGaussian_Ginac (const NonLinearAnalyticConditionalGaussian_Ginac &g)
	copy constructor
vector< GiNaC::symbol >	StateGet ()
	return state symbols
virtual	~NonLinearAnalyticConditionalGaussian_Ginac ()
	Destructor.
Private Attributes
unsigned int	cond_size
vector< GiNaC::symbol >	cond_sym
vector< GiNaC::ex >	dfunc_dcond
vector< GiNaC::ex >	dfunc_dx
unsigned int	func_size
GiNaC::matrix	func_sym
unsigned int	u_size
vector< GiNaC::symbol >	u_sym
unsigned int	x_size
vector< GiNaC::symbol >	x_sym
Friends
std::ostream &	operator<< (std::ostream &os, NonLinearAnalyticConditionalGaussian_Ginac &p)
	output stream for measurement model

Detailed Description

Conditional Gaussian for an analytic nonlinear system using Ginac:

Describes classes of the type

$P(z | subs)$

with

$z=f(subs) + N(\mu,\Sigma)$

or

$z=f(subs,c+N(\mu, \Sigma))$

Constructor for the first type:

$NonLinearAnalyticConditionalGaussian_Ginac(f(subs), subs, N(\mu, \Sigma) )$

Constructor for the second type:

$NonLinearAnalyticConditionalGaussian_Ginac(f(subs,z), subs, N(\mu, \Sigma) ,c)$

When the second type is used, the additive noise on c will be converted to additive noise on f, by locally linearising the function.

Bug:: : This class is higly biased towards filtering applications.

Definition at line 48 of file nonlinearanalyticconditionalgaussian_ginac.h.

Constructor & Destructor Documentation

BFL::NonLinearAnalyticConditionalGaussian_Ginac::NonLinearAnalyticConditionalGaussian_Ginac	(	const GiNaC::matrix &	func,
		const vector< GiNaC::symbol > &	u,
		const vector< GiNaC::symbol > &	x,
		const Gaussian &	additiveNoise,
		const vector< GiNaC::symbol > &	cond
	)

constructor

Parameters:

func	function to be evaluated for expected value
u	symbols to be substituted (by numeric values) for evaluation. These can be system inputs or sensor parameters
x	symbols representing state
additiveNoise	Gaussian representing additive noise
cond	parameters where additive noise applies to

Definition at line 30 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

BFL::NonLinearAnalyticConditionalGaussian_Ginac::NonLinearAnalyticConditionalGaussian_Ginac	(	const GiNaC::matrix &	func,
		const vector< GiNaC::symbol > &	u,
		const vector< GiNaC::symbol > &	x,
		const Gaussian &	additiveNoise
	)

constructor

Parameters:

func	function to be evaluated for expected value
u	symbols to be substituted (by numeric values) for evaluation. These can be system inputs or sensor parameters
x	symbols representing state
additiveNoise	Gaussian representing additive noise on function output

Definition at line 62 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

BFL::NonLinearAnalyticConditionalGaussian_Ginac::NonLinearAnalyticConditionalGaussian_Ginac ( const NonLinearAnalyticConditionalGaussian_Ginac & g )

copy constructor

Definition at line 85 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

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

Destructor.

Definition at line 112 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

Member Function Documentation

vector< GiNaC::symbol > BFL::NonLinearAnalyticConditionalGaussian_Ginac::ConditionalGet ( )

Get conditional arguments.

Definition at line 285 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

MatrixWrapper::SymmetricMatrix BFL::NonLinearAnalyticConditionalGaussian_Ginac::CovarianceGet ( ) const [virtual]

Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.

Get first order statistic (Covariance) of this AnalyticPdf

Returns:: The Covariance of the Pdf (a SymmetricMatrix of dim DIMENSION)

Todo:: extend this more general to n-th order statistic

Bug:: Discrete pdfs should not be able to use this!

Reimplemented from BFL::AnalyticConditionalGaussianAdditiveNoise.

Definition at line 173 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

MatrixWrapper::Matrix BFL::NonLinearAnalyticConditionalGaussian_Ginac::dfGet ( unsigned int i ) const [virtual]

Bug:: only implemented for i = 0 for now (so in a filter context, only the derivative with respect to x is implemented

Reimplemented from BFL::AnalyticConditionalGaussian.

Definition at line 224 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

MatrixWrapper::ColumnVector BFL::NonLinearAnalyticConditionalGaussian_Ginac::ExpectedValueGet ( ) const [virtual]

Get the expected value E[x] of the pdf.

Get low order statistic (Expected Value) of this AnalyticPdf

Returns:: The Expected Value of the Pdf (a ColumnVector with DIMENSION rows)

Note:: No set functions here! This can be useful for analytic functions, but not for sample based representations!; For certain discrete Pdfs, this function has no meaning, what is the average between yes and no?

Reimplemented from BFL::BFL::Pdf< MatrixWrapper::ColumnVector >.

Definition at line 127 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

GiNaC::matrix BFL::NonLinearAnalyticConditionalGaussian_Ginac::FunctionGet ( )

return function

Definition at line 266 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

vector< GiNaC::symbol > BFL::NonLinearAnalyticConditionalGaussian_Ginac::InputGet ( )

return substitution symbols

Definition at line 273 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

vector< GiNaC::symbol > BFL::NonLinearAnalyticConditionalGaussian_Ginac::StateGet ( )

return state symbols

Definition at line 279 of file nonlinearanalyticconditionalgaussian_ginac.cpp.