Proposal Density for non-linear systems with additive Gaussian Noise (using a EKF Filter) More...

Inheritance diagram for BFL::EKFProposalDensity:

Public Member Functions
	EKFProposalDensity (AnalyticSystemModelGaussianUncertainty SysModel, AnalyticMeasurementModelGaussianUncertainty MeasModel)
	Constructor.
virtual	~EKFProposalDensity ()
	Destructor.

Detailed Description

Proposal Density for non-linear systems with additive Gaussian Noise (using a EKF Filter)

Calculates an importance density for all systems of the form

$x_k = f(x_{k-1}[,u_k]) + v_k, \quad v_k \sim N(0, \Sigma_v)$

$z_k = h(x_k[,s_k]) + w_k, \quad w_k \sim N(0, \Sigma_w)$

This means all systems with a system equation and measurement equation that use a AnalyticConditionalGaussian Class.

Definition at line 36 of file EKF_proposaldensity.h.

Constructor & Destructor Documentation

BFL::EKFProposalDensity::EKFProposalDensity	(	AnalyticSystemModelGaussianUncertainty *	SysModel,
		AnalyticMeasurementModelGaussianUncertainty *	MeasModel
	)

Constructor.

Parameters:

SysModel
MeasModel

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

Destructor.

The documentation for this class was generated from the following file: