Public Member Functions | List of all members
BFL::EKFProposalDensity Class Reference

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

#include <EKF_proposaldensity.h>

Inheritance diagram for BFL::EKFProposalDensity:
Inheritance graph
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Public Member Functions

 EKFProposalDensity (AnalyticSystemModelGaussianUncertainty *SysModel, AnalyticMeasurementModelGaussianUncertainty *MeasModel)
 Constructor. More...
 
virtual ~EKFProposalDensity ()
 Destructor. More...
 
- Public Member Functions inherited from BFL::FilterProposalDensity
virtual MatrixWrapper::SymmetricMatrix CovarianceGet () const
 Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf. More...
 
virtual MatrixWrapper::Matrix dfGet (unsigned int i) const
 returns derivative from function to n-th conditional variable More...
 
virtual MatrixWrapper::ColumnVector ExpectedValueGet () const
 Get the expected value E[x] of the pdf. More...
 
 FilterProposalDensity (AnalyticSystemModelGaussianUncertainty *SysModel, AnalyticMeasurementModelGaussianUncertainty *MeasModel)
 Constructor. More...
 
 FilterProposalDensity (const FilterProposalDensity &fpd)
 Copy constructor. More...
 
void MeasurementModelSet (AnalyticMeasurementModelGaussianUncertainty *MeasModel)
 Set Measurementmodel. More...
 
void SampleCovSet (MatrixWrapper::SymmetricMatrix &cov)
 Set SampleCov. More...
 
void SystemModelSet (AnalyticSystemModelGaussianUncertainty *SysModel)
 Set SystemModel. More...
 
virtual ~FilterProposalDensity ()
 Destructor. More...
 
- Public Member Functions inherited from BFL::AnalyticConditionalGaussian
 AnalyticConditionalGaussian (int dim=0, int num_conditional_arguments=0)
 Constructor. More...
 
virtual ~AnalyticConditionalGaussian ()
 Destructor. More...
 
- Public Member Functions inherited from BFL::ConditionalGaussian
virtual ConditionalGaussianClone () const
 Clone function. More...
 
 ConditionalGaussian (int dim=0, int num_conditional_arguments=0)
 Constructor. More...
 
virtual Probability ProbabilityGet (const MatrixWrapper::ColumnVector &input) const
 Get the probability of a certain argument. More...
 
virtual bool SampleFrom (Sample< MatrixWrapper::ColumnVector > &sample, int method=DEFAULT, void *args=NULL) const
 
virtual bool SampleFrom (std::vector< Sample< MatrixWrapper::ColumnVector > > &samples, const int num_samples, int method=DEFAULT, void *args=NULL) const
 
virtual ~ConditionalGaussian ()
 Destructor. More...
 
- Public Member Functions inherited from BFL::ConditionalPdf< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector >
const MatrixWrapper::ColumnVector & ConditionalArgumentGet (unsigned int n_argument) const
 Get the n-th argument of the list. More...
 
virtual void ConditionalArgumentSet (unsigned int n_argument, const MatrixWrapper::ColumnVector &argument)
 Set the n-th argument of the list. More...
 
const std::vector< MatrixWrapper::ColumnVector > & ConditionalArgumentsGet () const
 Get the whole list of conditional arguments. More...
 
virtual void ConditionalArgumentsSet (std::vector< MatrixWrapper::ColumnVector > ConditionalArguments)
 Set the whole list of conditional arguments. More...
 
 ConditionalPdf (int dimension=0, unsigned int num_conditional_arguments=0)
 Constructor. More...
 
unsigned int NumConditionalArgumentsGet () const
 Get the Number of conditional arguments. More...
 
virtual void NumConditionalArgumentsSet (unsigned int numconditionalarguments)
 Set the Number of conditional arguments. More...
 
virtual ~ConditionalPdf ()
 Destructor. More...
 
- Public Member Functions inherited from BFL::BFL::Pdf< MatrixWrapper::ColumnVector >
unsigned int DimensionGet () const
 Get the dimension of the argument. More...
 
virtual void DimensionSet (unsigned int dim)
 Set the dimension of the argument. More...
 
 Pdf (unsigned int dimension=0)
 Constructor. More...
 
virtual bool SampleFrom (vector< Sample< MatrixWrapper::ColumnVector > > &list_samples, const unsigned int num_samples, int method=DEFAULT, void *args=NULL) const
 Draw multiple samples from the Pdf (overloaded) More...
 
virtual bool SampleFrom (Sample< MatrixWrapper::ColumnVector > &one_sample, int method=DEFAULT, void *args=NULL) const
 Draw 1 sample from the Pdf: More...
 
virtual ~Pdf ()
 Destructor. More...
 

Additional Inherited Members

- Protected Member Functions inherited from BFL::FilterProposalDensity
virtual void FilterStep () const
 internal method More...
 
- Protected Attributes inherited from BFL::FilterProposalDensity
Filter< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > * _filter
 
AnalyticMeasurementModelGaussianUncertainty_measmodel
 
MatrixWrapper::SymmetricMatrix _sample_cov
 
AnalyticSystemModelGaussianUncertainty_sysmodel
 
Gaussian_TmpPrior
 
- Protected Attributes inherited from BFL::ConditionalGaussian
ColumnVector _diff
 
Matrix _Low_triangle
 
ColumnVector _Mu
 
ColumnVector _samples
 
ColumnVector _SampleValue
 

Detailed Description

Proposal Density for non-linear systems with additive Gaussian Noise (using a EKF 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.

Definition at line 36 of file EKF_proposaldensity.h.

Constructor & Destructor Documentation

◆ EKFProposalDensity()

BFL::EKFProposalDensity::EKFProposalDensity ( AnalyticSystemModelGaussianUncertainty SysModel,
AnalyticMeasurementModelGaussianUncertainty MeasModel 
)

Constructor.

Parameters
SysModel
MeasModel

◆ ~EKFProposalDensity()

virtual BFL::EKFProposalDensity::~EKFProposalDensity ( )
virtual

Destructor.


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 28 2022 21:56:34