nonlinearanalyticconditionalgaussian_ginac.h

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// $Id: nonlinearanalyticconditionalgaussian_ginac.h 29830 2009-01-14 15:10:41Z kgadeyne $
// Copyright (C) 2003 Klaas Gadeyne <first dot last at gmail dot com>
//                    Wim Meeussen  <wim dot meeussen at mech dot kuleuven dot ac dot be>
//
// This program is free software; you can redistribute it and/or modify
// it under the terms of the GNU Lesser General Public License as published by
// the Free Software Foundation; either version 2.1 of the License, or
// (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU Lesser General Public License for more details.
//
// You should have received a copy of the GNU Lesser General Public License
// along with this program; if not, write to the Free Software
// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
//

#ifndef __NONLINEAR_SYSTEM_CONDITIONAL_GAUSSIAN_GINAC__
#define __NONLINEAR_SYSTEM_CONDITIONAL_GAUSSIAN_GINAC__

#include "analyticconditionalgaussian_additivenoise.h"
#include <ginac/ginac.h>
#include <iostream>

namespace BFL
{

  class NonLinearAnalyticConditionalGaussian_Ginac : public AnalyticConditionalGaussianAdditiveNoise
    {
    public:

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


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

      virtual ~NonLinearAnalyticConditionalGaussian_Ginac();

      friend std::ostream& operator<< (std::ostream& os, NonLinearAnalyticConditionalGaussian_Ginac& p);

      GiNaC::matrix FunctionGet();

      vector<GiNaC::symbol> InputGet();

      vector<GiNaC::symbol> StateGet();

      vector<GiNaC::symbol> ConditionalGet();

      // redefinition of virtual functions
      virtual MatrixWrapper::ColumnVector    ExpectedValueGet() const;
      virtual MatrixWrapper::SymmetricMatrix CovarianceGet()    const;

      // Redefinition of dfGet
      virtual MatrixWrapper::Matrix dfGet(unsigned int i)       const;


    private:
      GiNaC::matrix               func_sym;
      vector<GiNaC::symbol>       cond_sym, u_sym, x_sym;
      unsigned int                        cond_size, u_size, x_size, func_size;
      vector<GiNaC::ex>                   dfunc_dcond, dfunc_dx;


    };

} // End namespace

#endif //  __NONLINEAR_SYSTEM_CONDITIONAL_GAUSSIAN_GINAC__