Optimal importance density for Nonlinear Gaussian SS Models. More...
#include <optimal_importance_density.h>
Public Member Functions | |
virtual SymmetricMatrix | CovarianceGet () const |
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf. | |
virtual Matrix | dfGet (int i) const |
virtual ColumnVector | ExpectedValueGet () const |
Get the expected value E[x] of the pdf. | |
OptimalImportanceDensity (AnalyticConditionalGaussian *SystemPdf, LinearAnalyticConditionalGaussian *MeasPdf) | |
Constructor. | |
virtual | ~OptimalImportanceDensity () |
Destructor. | |
Private Attributes | |
LinearAnalyticConditionalGaussian * | _MeasPdf |
AnalyticConditionalGaussian * | _SystemPdf |
Optimal importance density for Nonlinear Gaussian SS Models.
Describes the optimal importance density for all systems of the form
This means all systems with a system equation that uses a AnalyticConditionalGaussian Class and a measurement equation that uses a LinearAnalyticConditionalGaussian class
Definition at line 37 of file optimal_importance_density.h.
BFL::OptimalImportanceDensity::OptimalImportanceDensity | ( | AnalyticConditionalGaussian * | SystemPdf, |
LinearAnalyticConditionalGaussian * | MeasPdf | ||
) |
Constructor.
SystemPdf | |
MeasPdf |
virtual BFL::OptimalImportanceDensity::~OptimalImportanceDensity | ( | ) | [virtual] |
Destructor.
virtual SymmetricMatrix BFL::OptimalImportanceDensity::CovarianceGet | ( | ) | const [virtual] |
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.
Get first order statistic (Covariance) of this AnalyticPdf
Reimplemented from BFL::BFL::Pdf< MatrixWrapper::ColumnVector >.
virtual Matrix BFL::OptimalImportanceDensity::dfGet | ( | int | i | ) | const [virtual] |
virtual ColumnVector BFL::OptimalImportanceDensity::ExpectedValueGet | ( | ) | const [virtual] |
Get the expected value E[x] of the pdf.
Get low order statistic (Expected Value) of this AnalyticPdf
Reimplemented from BFL::BFL::Pdf< MatrixWrapper::ColumnVector >.
Definition at line 59 of file optimal_importance_density.h.
Definition at line 58 of file optimal_importance_density.h.