Public Member Functions | Protected Member Functions | Protected Attributes
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:
Inheritance graph
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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

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

\[ x_k = f(x_{k-1}[,u_k]) + v_k, \quad v_k \sim N(0, \Sigma_v) \]

\[ z_k = h(x_k[,s_k]) + w_k, \quad w_k \sim N(0, \Sigma_w) \]

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.


Constructor & Destructor Documentation

Constructor.

Parameters:
SysModel
MeasModel

Copy constructor.

Parameters:
fpd
Bug:
Not implemented yet

Destructor.


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:
iNumber 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

Set Measurementmodel.

Parameters:
MeasModel
void BFL::FilterProposalDensity::SampleCovSet ( MatrixWrapper::SymmetricMatrix &  cov)

Set SampleCov.

Parameters:
cov

Set SystemModel.

Parameters:
SysModel

Member Data Documentation

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

Definition at line 82 of file filterproposaldensity.h.

Definition at line 85 of file filterproposaldensity.h.

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

Definition at line 87 of file filterproposaldensity.h.

Definition at line 84 of file filterproposaldensity.h.

Definition at line 81 of file filterproposaldensity.h.


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


bfl
Author(s): Klaas Gadeyne, Wim Meeussen, Tinne Delaet and many others. See web page for a full contributor list. ROS package maintained by Wim Meeussen.
autogenerated on Mon Feb 11 2019 03:45:12