gaussian_noise.hpp

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/*
 *    This file is part of ACADO Toolkit.
 *
 *    ACADO Toolkit -- A Toolkit for Automatic Control and Dynamic Optimization.
 *    Copyright (C) 2008-2014 by Boris Houska, Hans Joachim Ferreau,
 *    Milan Vukov, Rien Quirynen, KU Leuven.
 *    Developed within the Optimization in Engineering Center (OPTEC)
 *    under supervision of Moritz Diehl. All rights reserved.
 *
 *    ACADO Toolkit 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 3 of the License, or (at your option) any later version.
 *
 *    ACADO Toolkit 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 ACADO Toolkit; if not, write to the Free Software
 *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */


#ifndef ACADO_TOOLKIT_GAUSSIAN_NOISE_HPP
#define ACADO_TOOLKIT_GAUSSIAN_NOISE_HPP


#include <acado/noise/noise.hpp>


BEGIN_NAMESPACE_ACADO


class GaussianNoise : public Noise
{
        //
        //  PUBLIC MEMBER FUNCTIONS:
        //
        
        public:

                GaussianNoise( );

        GaussianNoise(  const DVector& _mean,
                                                const DVector& _variance
                                                );

        GaussianNoise(  uint _dim,
                                                double _mean,
                                                double _variance
                                                );

                GaussianNoise(  const GaussianNoise& rhs
                                                );
        
                virtual ~GaussianNoise( );

                GaussianNoise& operator=(       const GaussianNoise& rhs
                                                                        );

        virtual GaussianNoise* clone( ) const;

        virtual GaussianNoise* clone(   uint idx
                                                                                ) const;


                inline returnValue setMeans(    const DVector& _mean
                                                                                );

                inline returnValue setMeans(    double _mean
                                                                                );

                inline returnValue setMean(             uint idx,
                                                                                double _mean
                                                                                );


                inline returnValue setVariances(        const DVector& _variance
                                                                                        );

                inline returnValue setVariances(        double _variance
                                                                                        );

                inline returnValue setVariance( uint idx,
                                                                                double _variance
                                                                                );


                virtual returnValue init(       uint seed = 0
                                                                        );

        
                virtual returnValue step(       DVector& _w
                                                                        );

                virtual returnValue step(       VariablesGrid& _w
                                                                        );


                inline const DVector& getMean( ) const;

                inline const DVector& getVariance( ) const;


        
        //
        //  PROTECTED MEMBER FUNCTIONS:
        //
        protected:

                double getGaussianRandomNumber( double _mean,
                                                                                double _variance
                                                                                ) const;


        //
        //  PROTECTED MEMBERS:
        //
        protected:

                DVector mean;                                   
                DVector variance;                               
};


CLOSE_NAMESPACE_ACADO



#include <acado/noise/gaussian_noise.ipp>


#endif  // ACADO_TOOLKIT_GAUSSIAN_NOISE_HPP


/*
 *      end of file
 */