00001 // $Id: filterproposaldensity.h 29830 2009-01-14 15:10:41Z kgadeyne $ 00002 // Copyright (C) 2003 Klaas Gadeyne <first dot last at gmail dot com> 00003 // 00004 // This program is free software; you can redistribute it and/or modify 00005 // it under the terms of the GNU Lesser General Public License as published by 00006 // the Free Software Foundation; either version 2.1 of the License, or 00007 // (at your option) any later version. 00008 // 00009 // This program is distributed in the hope that it will be useful, 00010 // but WITHOUT ANY WARRANTY; without even the implied warranty of 00011 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 00012 // GNU Lesser General Public License for more details. 00013 // 00014 // You should have received a copy of the GNU Lesser General Public License 00015 // along with this program; if not, write to the Free Software 00016 // Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 00017 // 00018 00019 #ifndef __FILTER_PROP_DENSITY__ 00020 #define __FILTER_PROP_DENSITY__ 00021 00022 #include "analyticconditionalgaussian.h" 00023 #include "gaussian.h" 00024 #include "../filter/filter.h" 00025 #include "../model/analyticmeasurementmodel_gaussianuncertainty.h" 00026 #include "../model/analyticsystemmodel_gaussianuncertainty.h" 00027 00028 namespace BFL 00029 { 00031 00040 class FilterProposalDensity : public AnalyticConditionalGaussian 00041 { 00042 public: 00044 00047 FilterProposalDensity(AnalyticSystemModelGaussianUncertainty * SysModel, 00048 AnalyticMeasurementModelGaussianUncertainty * MeasModel); 00049 00051 00054 FilterProposalDensity(const FilterProposalDensity & fpd); 00055 00057 virtual ~FilterProposalDensity(); 00058 00059 // redefine pure virtual functions 00060 virtual MatrixWrapper::ColumnVector ExpectedValueGet() const; 00061 virtual MatrixWrapper::SymmetricMatrix CovarianceGet() const; 00062 virtual MatrixWrapper::Matrix dfGet(unsigned int i) const; 00063 00065 00067 void SystemModelSet(AnalyticSystemModelGaussianUncertainty * SysModel); 00068 00070 00072 void MeasurementModelSet(AnalyticMeasurementModelGaussianUncertainty * MeasModel); 00073 00075 00078 void SampleCovSet(MatrixWrapper::SymmetricMatrix & cov); 00079 00080 protected: 00081 mutable Gaussian * _TmpPrior; 00082 mutable Filter<MatrixWrapper::ColumnVector,MatrixWrapper::ColumnVector> * _filter; 00083 00084 AnalyticSystemModelGaussianUncertainty * _sysmodel; 00085 AnalyticMeasurementModelGaussianUncertainty * _measmodel; 00086 00087 MatrixWrapper::SymmetricMatrix _sample_cov; 00088 00090 virtual void FilterStep() const; 00091 00092 }; 00093 00094 } // End namespace BFL 00095 00096 #endif // __FILTER_PROP_DENSITY__