BFL::NonLinearAnalyticConditionalGaussian_Ginac Class Reference

Conditional Gaussian for an analytic nonlinear system using Ginac: More...

`#include <nonlinearanalyticconditionalgaussian_ginac.h>`

Inheritance diagram for BFL::NonLinearAnalyticConditionalGaussian_Ginac:

## Public Member Functions | |

vector< GiNaC::symbol > | ConditionalGet () |

Get conditional arguments. | |

virtual MatrixWrapper::SymmetricMatrix | CovarianceGet () const |

Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf. | |

virtual MatrixWrapper::Matrix | dfGet (unsigned int i) const |

virtual MatrixWrapper::ColumnVector | ExpectedValueGet () const |

Get the expected value E[x] of the pdf. | |

GiNaC::matrix | FunctionGet () |

return function | |

vector< GiNaC::symbol > | InputGet () |

return substitution symbols | |

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

constructor | |

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

constructor | |

NonLinearAnalyticConditionalGaussian_Ginac (const NonLinearAnalyticConditionalGaussian_Ginac &g) | |

copy constructor | |

vector< GiNaC::symbol > | StateGet () |

return state symbols | |

virtual | ~NonLinearAnalyticConditionalGaussian_Ginac () |

Destructor. | |

## Private Attributes | |

unsigned int | cond_size |

vector< GiNaC::symbol > | cond_sym |

vector< GiNaC::ex > | dfunc_dcond |

vector< GiNaC::ex > | dfunc_dx |

unsigned int | func_size |

GiNaC::matrix | func_sym |

unsigned int | u_size |

vector< GiNaC::symbol > | u_sym |

unsigned int | x_size |

vector< GiNaC::symbol > | x_sym |

## Friends | |

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

output stream for measurement model |

Conditional Gaussian for an analytic nonlinear system using Ginac:

Describes classes of the type

with

or

Constructor for the first type:

Constructor for the second type:

When the second type is used, the additive noise on c will be converted to additive noise on f, by locally linearising the function.

**Bug:**- : This class is higly biased towards filtering applications.

Definition at line 48 of file nonlinearanalyticconditionalgaussian_ginac.h.

BFL::NonLinearAnalyticConditionalGaussian_Ginac::NonLinearAnalyticConditionalGaussian_Ginac | ( | const GiNaC::matrix & | func, |

const vector< GiNaC::symbol > & | u, |
||

const vector< GiNaC::symbol > & | x, |
||

const Gaussian & | additiveNoise, |
||

const vector< GiNaC::symbol > & | cond |
||

) |

constructor

**Parameters:**-
func function to be evaluated for expected value u symbols to be substituted (by numeric values) for evaluation. These can be system inputs or sensor parameters x symbols representing state additiveNoise Gaussian representing additive noise cond parameters where additive noise applies to

Definition at line 30 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

BFL::NonLinearAnalyticConditionalGaussian_Ginac::NonLinearAnalyticConditionalGaussian_Ginac | ( | const GiNaC::matrix & | func, |

const vector< GiNaC::symbol > & | u, |
||

const vector< GiNaC::symbol > & | x, |
||

const Gaussian & | additiveNoise |
||

) |

constructor

**Parameters:**-
func function to be evaluated for expected value u symbols to be substituted (by numeric values) for evaluation. These can be system inputs or sensor parameters x symbols representing state additiveNoise Gaussian representing additive noise on function output

Definition at line 62 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

BFL::NonLinearAnalyticConditionalGaussian_Ginac::NonLinearAnalyticConditionalGaussian_Ginac | ( | const NonLinearAnalyticConditionalGaussian_Ginac & | g | ) |

copy constructor

Definition at line 85 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

BFL::NonLinearAnalyticConditionalGaussian_Ginac::~NonLinearAnalyticConditionalGaussian_Ginac | ( | ) | ` [virtual]` |

Destructor.

Definition at line 112 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

vector< GiNaC::symbol > BFL::NonLinearAnalyticConditionalGaussian_Ginac::ConditionalGet | ( | ) |

Get conditional arguments.

Definition at line 285 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

MatrixWrapper::SymmetricMatrix BFL::NonLinearAnalyticConditionalGaussian_Ginac::CovarianceGet | ( | ) | const` [virtual]` |

Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.

Get first order statistic (Covariance) of this AnalyticPdf

**Returns:**- The Covariance of the Pdf (a SymmetricMatrix of dim DIMENSION)

**Todo:**- extend this more general to n-th order statistic

**Bug:**- Discrete pdfs should not be able to use this!

Reimplemented from BFL::AnalyticConditionalGaussianAdditiveNoise.

Definition at line 173 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

MatrixWrapper::Matrix BFL::NonLinearAnalyticConditionalGaussian_Ginac::dfGet | ( | unsigned int | i | ) | const` [virtual]` |

**Bug:**- only implemented for i = 0 for now (so in a filter context, only the derivative with respect to x is implemented

Reimplemented from BFL::AnalyticConditionalGaussian.

Definition at line 224 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

MatrixWrapper::ColumnVector BFL::NonLinearAnalyticConditionalGaussian_Ginac::ExpectedValueGet | ( | ) | const` [virtual]` |

Get the expected value E[x] of the pdf.

Get low order statistic (Expected Value) of this AnalyticPdf

**Returns:**- The Expected Value of the Pdf (a ColumnVector with DIMENSION rows)

**Note:**- No set functions here! This can be useful for analytic functions, but not for sample based representations!
- For certain discrete Pdfs, this function has no meaning, what is the average between yes and no?

Reimplemented from BFL::BFL::Pdf< MatrixWrapper::ColumnVector >.

Definition at line 127 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

GiNaC::matrix BFL::NonLinearAnalyticConditionalGaussian_Ginac::FunctionGet | ( | ) |

return function

Definition at line 266 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

vector< GiNaC::symbol > BFL::NonLinearAnalyticConditionalGaussian_Ginac::InputGet | ( | ) |

return substitution symbols

Definition at line 273 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

vector< GiNaC::symbol > BFL::NonLinearAnalyticConditionalGaussian_Ginac::StateGet | ( | ) |

return state symbols

Definition at line 279 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

std::ostream& operator<< | ( | std::ostream & | os, |

NonLinearAnalyticConditionalGaussian_Ginac & | p |
||

) | ` [friend]` |

output stream for measurement model

Definition at line 116 of file nonlinearanalyticconditionalgaussian_ginac.cpp.

unsigned int BFL::NonLinearAnalyticConditionalGaussian_Ginac::cond_size` [private]` |

Definition at line 115 of file nonlinearanalyticconditionalgaussian_ginac.h.

vector<GiNaC::symbol> BFL::NonLinearAnalyticConditionalGaussian_Ginac::cond_sym` [private]` |

Definition at line 114 of file nonlinearanalyticconditionalgaussian_ginac.h.

vector<GiNaC::ex> BFL::NonLinearAnalyticConditionalGaussian_Ginac::dfunc_dcond` [private]` |

Definition at line 116 of file nonlinearanalyticconditionalgaussian_ginac.h.

vector<GiNaC::ex> BFL::NonLinearAnalyticConditionalGaussian_Ginac::dfunc_dx` [private]` |

Definition at line 116 of file nonlinearanalyticconditionalgaussian_ginac.h.

unsigned int BFL::NonLinearAnalyticConditionalGaussian_Ginac::func_size` [private]` |

Definition at line 115 of file nonlinearanalyticconditionalgaussian_ginac.h.

GiNaC::matrix BFL::NonLinearAnalyticConditionalGaussian_Ginac::func_sym` [private]` |

Definition at line 113 of file nonlinearanalyticconditionalgaussian_ginac.h.

unsigned int BFL::NonLinearAnalyticConditionalGaussian_Ginac::u_size` [private]` |

Definition at line 115 of file nonlinearanalyticconditionalgaussian_ginac.h.

vector<GiNaC::symbol> BFL::NonLinearAnalyticConditionalGaussian_Ginac::u_sym` [private]` |

Definition at line 114 of file nonlinearanalyticconditionalgaussian_ginac.h.

unsigned int BFL::NonLinearAnalyticConditionalGaussian_Ginac::x_size` [private]` |

Definition at line 115 of file nonlinearanalyticconditionalgaussian_ginac.h.

vector<GiNaC::symbol> BFL::NonLinearAnalyticConditionalGaussian_Ginac::x_sym` [private]` |

Definition at line 114 of file nonlinearanalyticconditionalgaussian_ginac.h.

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

bfl

Author(s): Klaas Gadeyne, Wim Meeussen, Tinne Delaet and many others. See web page for a full contributor list. ROS package maintained by Wim Meeussen.

autogenerated on Fri Aug 28 2015 10:10:22

Author(s): Klaas Gadeyne, Wim Meeussen, Tinne Delaet and many others. See web page for a full contributor list. ROS package maintained by Wim Meeussen.

autogenerated on Fri Aug 28 2015 10:10:22