optimal_importance_density.h

Go to the documentation of this file.

// $Id$
// 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 __OPTIMAL_IMPORTANCE_DENSITY__
#define __OPTIMAL_IMPORTANCE_DENSITY__

#include "analyticconditionalgaussian.h"

namespace BFL
{

  class OptimalImportanceDensity : public AnalyticConditionalGaussian
    {
    public:

      OptimalImportanceDensity(AnalyticConditionalGaussian * SystemPdf,
                               LinearAnalyticConditionalGaussian * MeasPdf);

      // Default copy constructor

      virtual ~OptimalImportanceDensity();

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

    private:
      AnalyticConditionalGaussian * _SystemPdf;
      LinearAnalyticConditionalGaussian * _MeasPdf;

    };

} // End namespace BFL

#include "optimal_importance_density.cpp"

#endif //  __OPTIMAL_IMPORTANCE_DENSITY__