filterproposaldensity.h

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// $Id: filterproposaldensity.h 29830 2009-01-14 15:10:41Z kgadeyne $
// Copyright (C) 2003 Klaas Gadeyne <first dot last at gmail dot com>
//
// 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 __FILTER_PROP_DENSITY__
#define __FILTER_PROP_DENSITY__

#include "analyticconditionalgaussian.h"
#include "gaussian.h"
#include "../filter/filter.h"
#include "../model/analyticmeasurementmodel_gaussianuncertainty.h"
#include "../model/analyticsystemmodel_gaussianuncertainty.h"

namespace BFL
{

  class FilterProposalDensity : public AnalyticConditionalGaussian
    {
    public:

      FilterProposalDensity(AnalyticSystemModelGaussianUncertainty * SysModel,
                            AnalyticMeasurementModelGaussianUncertainty * MeasModel);


      FilterProposalDensity(const FilterProposalDensity & fpd);

      virtual ~FilterProposalDensity();

      // redefine pure virtual functions
      virtual MatrixWrapper::ColumnVector    ExpectedValueGet() const;
      virtual MatrixWrapper::SymmetricMatrix CovarianceGet()    const;
      virtual MatrixWrapper::Matrix          dfGet(unsigned int i)       const;


      void SystemModelSet(AnalyticSystemModelGaussianUncertainty * SysModel);


      void MeasurementModelSet(AnalyticMeasurementModelGaussianUncertainty * MeasModel);


      void SampleCovSet(MatrixWrapper::SymmetricMatrix & cov);

    protected:
      mutable Gaussian * _TmpPrior;
      mutable Filter<MatrixWrapper::ColumnVector,MatrixWrapper::ColumnVector> * _filter;

      AnalyticSystemModelGaussianUncertainty * _sysmodel;
      AnalyticMeasurementModelGaussianUncertainty * _measmodel;

      MatrixWrapper::SymmetricMatrix _sample_cov;

      virtual void FilterStep() const;

    };

} // End namespace BFL

#endif //  __FILTER_PROP_DENSITY__