00001 // $Id: optimal_importance_density.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 __OPTIMAL_IMPORTANCE_DENSITY__ 00020 #define __OPTIMAL_IMPORTANCE_DENSITY__ 00021 00022 #include "analyticconditionalgaussian.h" 00023 00024 namespace BFL 00025 { 00027 00037 class OptimalImportanceDensity : public AnalyticConditionalGaussian 00038 { 00039 public: 00041 00044 OptimalImportanceDensity(AnalyticConditionalGaussian * SystemPdf, 00045 LinearAnalyticConditionalGaussian * MeasPdf); 00046 00047 // Default copy constructor 00048 00050 virtual ~OptimalImportanceDensity(); 00051 00052 // redefine pure virtual functions 00053 virtual ColumnVector ExpectedValueGet() const; 00054 virtual SymmetricMatrix CovarianceGet() const; 00055 virtual Matrix dfGet(int i) const; 00056 00057 private: 00058 AnalyticConditionalGaussian * _SystemPdf; 00059 LinearAnalyticConditionalGaussian * _MeasPdf; 00060 00061 }; 00062 00063 } // End namespace BFL 00064 00065 #include "optimal_importance_density.cpp" 00066 00067 #endif // __OPTIMAL_IMPORTANCE_DENSITY__