Generates pseudo-random Gaussian noise for simulating the Process. More...

#include <gaussian_noise.hpp>

Inheritance diagram for GaussianNoise:

Public Member Functions
virtual GaussianNoise *	clone () const
virtual GaussianNoise *	clone (uint idx) const
	GaussianNoise ()
	GaussianNoise (const DVector &_mean, const DVector &_variance)
	GaussianNoise (uint _dim, double _mean, double _variance)
	GaussianNoise (const GaussianNoise &rhs)
const DVector &	getMean () const
const DVector &	getVariance () const
virtual returnValue	init (uint seed=0)
GaussianNoise &	operator= (const GaussianNoise &rhs)
returnValue	setMean (uint idx, double _mean)
returnValue	setMeans (const DVector &_mean)
returnValue	setMeans (double _mean)
returnValue	setVariance (uint idx, double _variance)
returnValue	setVariances (const DVector &_variance)
returnValue	setVariances (double _variance)
virtual returnValue	step (DVector &_w)
virtual returnValue	step (VariablesGrid &_w)
virtual	~GaussianNoise ()
Protected Member Functions
double	getGaussianRandomNumber (double _mean, double _variance) const
Protected Attributes
DVector	mean
DVector	variance

Detailed Description

Generates pseudo-random Gaussian noise for simulating the Process.

The class GaussiaNoise generates pseudo-random Gaussian noise for simulating the Process within the SimulationEnvironment.

Author:: Hans Joachim Ferreau, Boris Houska

Definition at line 53 of file gaussian_noise.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO GaussianNoise::GaussianNoise ( )

Default constructor.

Definition at line 45 of file gaussian_noise.cpp.

GaussianNoise::GaussianNoise	(	const DVector &	_mean,
		const DVector &	_variance
	)

Constructor which takes mean value and variance of the random variable. The dimension of these limit vector determine the dimension of the random variable.

Parameters:

[in]	_mean	Mean value for each component.
[in]	_variance	Variance for each component.

Definition at line 50 of file gaussian_noise.cpp.

GaussianNoise::GaussianNoise	(	uint	_dim,
		double	_mean,
		double	_variance
	)

Constructor which takes the dimension of the random variable as well as as common values for the mean value and variance of the random variable.

Parameters:

[in]	_dim	Dimension of random variable.
[in]	_mean	Mean value for each component.
[in]	_variance	Variance for each component.

Definition at line 65 of file gaussian_noise.cpp.

GaussianNoise::GaussianNoise ( const GaussianNoise & rhs )

Copy constructor (deep copy).

Parameters:

[in] rhs Right-hand side object.

Definition at line 83 of file gaussian_noise.cpp.

GaussianNoise::~GaussianNoise ( ) [virtual]

Destructor.

Definition at line 90 of file gaussian_noise.cpp.

Member Function Documentation

GaussianNoise * GaussianNoise::clone ( ) const [virtual]

Clone constructor (deep copy).

Returns:: Pointer to deep copy of base class type

Implements Noise.

Definition at line 109 of file gaussian_noise.cpp.

GaussianNoise * GaussianNoise::clone ( uint idx ) const [virtual]

Clone constructor for a given noise component (deep copy).

Parameters:

[in] idx Right-hand side object.

Returns:: Pointer to deep copy of base class type

Implements Noise.

Definition at line 115 of file gaussian_noise.cpp.

double GaussianNoise::getGaussianRandomNumber	(	double	_mean,
		double	_variance
	)		const `[protected]`

Returns a pseudo-random number based on a Gaussian distribution with given mean and variance.

Parameters:

[in]	_mean	Mean value of Gaussian distribution.
[in]	_variance	Variance of Gaussian distribution.

Returns:: Gaussian distributed pseudo-random number

Definition at line 200 of file gaussian_noise.cpp.

const DVector& GaussianNoise::getMean ( ) const [inline]

Returns mean values of the random variable.

Returns:: Mean values of the random variable

const DVector& GaussianNoise::getVariance ( ) const [inline]

Returns variances of the random variable.

Returns:: Variances of the random variable

returnValue GaussianNoise::init ( uint seed = 0 ) [virtual]

Initializes noise generation and performs a couple of consistency checks. Initialization of the pseudo-random number generator can be based on a seed in order to allow exact reproduction of generated noise. If seed is not specified (i.e. 0), a seed is obtain from the system clock.

Parameters:

[in] seed Seed for pseudo-random number generator.

Returns:: SUCCESSFUL_RETURN,
RET_INVALID_NOISE_SETTINGS,
RET_NO_NOISE_SETTINGS

Implements Noise.

Definition at line 132 of file gaussian_noise.cpp.

GaussianNoise & GaussianNoise::operator= ( const GaussianNoise & rhs )

Assignment Operator (deep copy)

Parameters:

[in] rhs Right-hand side object.

Definition at line 95 of file gaussian_noise.cpp.

returnValue GaussianNoise::setMean	(	uint	idx,
		double	_mean
	)		`[inline]`

Assigns new mean value on the component of the random variable with given index.

Parameters:

[in]	idx	Index of component.
[in]	_mean	New mean value.

Returns:: SUCCESSFUL_RETURN,
RET_INDEX_OUT_OF_BOUNDS

returnValue GaussianNoise::setMeans ( const DVector & _mean ) [inline]

Assigns new mean values to the random variable.

Parameters:

[in] _mean New mean value for each component.

Returns:: SUCCESSFUL_RETURN,
RET_VECTOR_DIMENSION_MISMATCH

returnValue GaussianNoise::setMeans ( double _mean ) [inline]

Assigns new mean values to the random variable.

Parameters:

[in] _mean New common mean value for all components.

Returns:: SUCCESSFUL_RETURN,
RET_INVALID_ARGUMENTS

returnValue GaussianNoise::setVariance	(	uint	idx,
		double	_variance
	)		`[inline]`

Assigns new variance on the component of the random variable with given index.

Parameters:

[in]	idx	Index of component.
[in]	_variance	New variance.

Returns:: SUCCESSFUL_RETURN,
RET_INDEX_OUT_OF_BOUNDS

returnValue GaussianNoise::setVariances ( const DVector & _variance ) [inline]

Assigns new variances to the random variable.

Parameters:

[in] _variance New variances for each component.

Returns:: SUCCESSFUL_RETURN,
RET_VECTOR_DIMENSION_MISMATCH

returnValue GaussianNoise::setVariances ( double _variance ) [inline]

Assigns new variances to the random variable.

Parameters:

[in] _variance New common variance for all components.

Returns:: SUCCESSFUL_RETURN,
RET_INVALID_ARGUMENTS

returnValue GaussianNoise::step ( DVector & _w ) [virtual]

Generates a single noise vector based on current internal settings.

Parameters:

[out] _w Generated noise vector.

Returns:: SUCCESSFUL_RETURN,
RET_BLOCK_NOT_READY,
RET_VECTOR_DIMENSION_MISMATCH

Implements Noise.

Definition at line 153 of file gaussian_noise.cpp.

returnValue GaussianNoise::step ( VariablesGrid & _w ) [virtual]

Generates a noise vector sequence based on current internal settings. Noise is generated for each grid point of the VariablesGrid passed.

Parameters:

[in,out] _w Generated noise vector sequence.

Returns:: SUCCESSFUL_RETURN,
RET_BLOCK_NOT_READY,
RET_VECTOR_DIMENSION_MISMATCH

Implements Noise.

Definition at line 174 of file gaussian_noise.cpp.

Member Data Documentation

DVector GaussianNoise::mean [protected]

Mean value for each component.

Definition at line 266 of file gaussian_noise.hpp.

DVector GaussianNoise::variance [protected]

Variance for each component.

Definition at line 267 of file gaussian_noise.hpp.

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

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation