BFL::FilterProposalDensity Class Reference

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

#include <filterproposaldensity.h>

Inheritance diagram for BFL::FilterProposalDensity:

List of all members.

Public Member Functions
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
	returns derivative from function to n-th conditional variable
virtual MatrixWrapper::ColumnVector	ExpectedValueGet () const
	Get the expected value E[x] of the pdf.
	FilterProposalDensity (AnalyticSystemModelGaussianUncertainty *SysModel, AnalyticMeasurementModelGaussianUncertainty *MeasModel)
	Constructor.
	FilterProposalDensity (const FilterProposalDensity &fpd)
	Copy constructor.
void	MeasurementModelSet (AnalyticMeasurementModelGaussianUncertainty *MeasModel)
	Set Measurementmodel.
void	SampleCovSet (MatrixWrapper::SymmetricMatrix &cov)
	Set SampleCov.
void	SystemModelSet (AnalyticSystemModelGaussianUncertainty *SysModel)
	Set SystemModel.
virtual	~FilterProposalDensity ()
	Destructor.
Protected Member Functions
virtual void	FilterStep () const
	internal method
Protected Attributes
Filter < MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *	_filter
AnalyticMeasurementModelGaussianUncertainty *	_measmodel
MatrixWrapper::SymmetricMatrix	_sample_cov
AnalyticSystemModelGaussianUncertainty *	_sysmodel
Gaussian *	_TmpPrior

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Detailed Description

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

Calculates an importance density for all systems of the form

This means all systems with a system equation and measurement equation that use a AnalyticConditionalGaussian Class. It uses a Filter to generate a proposal

Definition at line 40 of file filterproposaldensity.h.

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Constructor & Destructor Documentation

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

Constructor.

Parameters:

SysModel
MeasModel

BFL::FilterProposalDensity::FilterProposalDensity

(

const FilterProposalDensity &

fpd

)

Copy constructor.

Parameters:

fpd

Bug:

Not implemented yet

virtual BFL::FilterProposalDensity::~FilterProposalDensity

(

)

[virtual]

Destructor.

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Member Function Documentation

virtual MatrixWrapper::SymmetricMatrix BFL::FilterProposalDensity::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::BFL::Pdf< MatrixWrapper::ColumnVector >.

virtual MatrixWrapper::Matrix BFL::FilterProposalDensity::dfGet

(

unsigned int

i

)

const [virtual]

returns derivative from function to n-th conditional variable

Parameters:

i	Number of the conditional variable to use for partial derivation

Returns:

Partial derivative with respect to conditional variable i

Reimplemented from BFL::AnalyticConditionalGaussian.

virtual MatrixWrapper::ColumnVector BFL::FilterProposalDensity::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 >.

virtual void BFL::FilterProposalDensity::FilterStep

(

)

const [protected, virtual]

internal method

void BFL::FilterProposalDensity::MeasurementModelSet

(

AnalyticMeasurementModelGaussianUncertainty *

MeasModel

)

Set Measurementmodel.

Parameters:

MeasModel

void BFL::FilterProposalDensity::SampleCovSet

(

MatrixWrapper::SymmetricMatrix &

cov

)

Set SampleCov.

Parameters:

cov

void BFL::FilterProposalDensity::SystemModelSet

(

AnalyticSystemModelGaussianUncertainty *

SysModel

)

Set SystemModel.

Parameters:

SysModel

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Member Data Documentation

Filter<MatrixWrapper::ColumnVector,MatrixWrapper::ColumnVector>* BFL::FilterProposalDensity::_filter [mutable, protected]

Definition at line 82 of file filterproposaldensity.h.

AnalyticMeasurementModelGaussianUncertainty* BFL::FilterProposalDensity::_measmodel [protected]

Definition at line 85 of file filterproposaldensity.h.

MatrixWrapper::SymmetricMatrix BFL::FilterProposalDensity::_sample_cov [protected]

Definition at line 87 of file filterproposaldensity.h.

AnalyticSystemModelGaussianUncertainty* BFL::FilterProposalDensity::_sysmodel [protected]

Definition at line 84 of file filterproposaldensity.h.

Gaussian* BFL::FilterProposalDensity::_TmpPrior [mutable, protected]

Definition at line 81 of file filterproposaldensity.h.

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

• filterproposaldensity.h