AnalyticSystemModelGaussianUncertainty Class Reference

Class for analytic system models with additive Gauss. uncertainty. More...

#include <analyticsystemmodel_gaussianuncertainty.h>

Inheritance diagram for AnalyticSystemModelGaussianUncertainty:

Public Member Functions
	AnalyticSystemModelGaussianUncertainty (AnalyticConditionalGaussian *Systempdf)
	Constructor. More...
virtual	~AnalyticSystemModelGaussianUncertainty ()
	Default copy Constructor, interface class. More...
virtual MatrixWrapper::Matrix	df_dxGet (const MatrixWrapper::ColumnVector &u, const MatrixWrapper::ColumnVector &x)
	Returns F-matrix. More...
virtual MatrixWrapper::ColumnVector	PredictionGet (const MatrixWrapper::ColumnVector &u, const MatrixWrapper::ColumnVector &x)
	Returns prediction of state.
virtual MatrixWrapper::SymmetricMatrix	CovarianceGet (const MatrixWrapper::ColumnVector &u, const MatrixWrapper::ColumnVector &x)
	Covariance of system noise.
int	StateSizeGet () const
	Get State Size. More...
bool	SystemWithoutInputs () const
	Has the system inputs or not.
ConditionalPdf < MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *	SystemPdfGet ()
	Get the SystemPDF. More...
void	SystemPdfSet (ConditionalPdf< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *pdf)
	Set the SystemPDF. More...
MatrixWrapper::ColumnVector	Simulate (const MatrixWrapper::ColumnVector &x, const MatrixWrapper::ColumnVector &u, int sampling_method=DEFAULT, void *sampling_args=NULL)
	Simulate the system. More...
MatrixWrapper::ColumnVector	Simulate (const MatrixWrapper::ColumnVector &x, int sampling_method=DEFAULT, void *sampling_args=NULL)
	Simulate the system (no input system) More...
Probability	ProbabilityGet (const MatrixWrapper::ColumnVector &x_k, const MatrixWrapper::ColumnVector &x_kminusone, const MatrixWrapper::ColumnVector &u)
	Get the probability of arriving in a next state. More...
Probability	ProbabilityGet (const MatrixWrapper::ColumnVector &x_k, const MatrixWrapper::ColumnVector &x_kminusone)
	Get the probability of arriving in a next state. More...

Protected Attributes
ConditionalPdf < MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *	_SystemPdf
	ConditionalPdf representing .
bool	_systemWithoutInputs
	System with no inputs?

Detailed Description

Class for analytic system models with additive Gauss. uncertainty.

Class representing all analytic system Models with Additive Gaussian noise

Definition at line 31 of file analyticsystemmodel_gaussianuncertainty.h.

Constructor & Destructor Documentation

AnalyticSystemModelGaussianUncertainty

(

AnalyticConditionalGaussian *

Systempdf

)

Constructor.

Parameters

Systempdf

AnalyticConditionalGaussian representing

virtual ~AnalyticSystemModelGaussianUncertainty ( )

virtual

Default copy Constructor, interface class.

Destructor

Member Function Documentation

virtual MatrixWrapper::Matrix df_dxGet ( const MatrixWrapper::ColumnVector &  u, const MatrixWrapper::ColumnVector &  x  )

virtual

Returns F-matrix.

used by kalman filter variants

Parameters

u	The value of the input in which the derivate is evaluated
x	The value in the state in which the derivate is evaluated

Bug:

Should actually be defined for any continuous system model! There should be a class between this one and system model tout court, not assuming gaussian uncertainty!

Probability ProbabilityGet ( const MatrixWrapper::ColumnVector &  x_k, const MatrixWrapper::ColumnVector &  x_kminusone, const MatrixWrapper::ColumnVector &  u  )

inherited

Get the probability of arriving in a next state.

Parameters

x_k	the next state (at time k)
x_kminusone	the current state (at time k-1)
u	the input

Returns

the probability value

Probability ProbabilityGet ( const MatrixWrapper::ColumnVector &  x_k, const MatrixWrapper::ColumnVector &  x_kminusone  )

inherited

Get the probability of arriving in a next state.

(no-input-system)

Parameters

x_k	the next state (at time k)
x_kminusone	the current state (at time k-1)

Returns

the probability value

MatrixWrapper::ColumnVector Simulate ( const MatrixWrapper::ColumnVector &  x, const MatrixWrapper::ColumnVector &  u, int  sampling_method = DEFAULT, void *  sampling_args = NULL  )

inherited

Simulate the system.

Parameters

x	current state of the system
u	input to the system

Returns

State where we arrive by simulating the system model for 1 step

Parameters

sampling_method	the sampling method to be used while sampling from the Conditional Pdf describing the system (if not specified = DEFAULT)
sampling_args	Sometimes a sampling method can have some extra parameters (eg mcmc sampling)

Note

Maybe the return value would better be a Sample<T> instead of a T

MatrixWrapper::ColumnVector Simulate ( const MatrixWrapper::ColumnVector &  x, int  sampling_method = DEFAULT, void *  sampling_args = NULL  )

inherited

Simulate the system (no input system)

Parameters

x	current state of the system

Returns

State where we arrive by simulating the system model for 1 step

Note

Maybe the return value would better be a Sample<T> instead of a T

Parameters

sampling_method	the sampling method to be used while sampling from the Conditional Pdf describing the system (if not specified = DEFAULT)
sampling_args	Sometimes a sampling method can have some extra parameters (eg mcmc sampling)

int StateSizeGet ( ) const

inherited

Get State Size.

Copy constructor SystemModel(const SystemModel<T>& model);

Returns

the statesize of the system

ConditionalPdf<MatrixWrapper::ColumnVector ,MatrixWrapper::ColumnVector >* SystemPdfGet ( )

inherited

Get the SystemPDF.

Returns

a reference to the ConditionalPdf describing the system

void SystemPdfSet ( ConditionalPdf< MatrixWrapper::ColumnVector , MatrixWrapper::ColumnVector > *  pdf )

inherited

Set the SystemPDF.

Parameters

pdf	a reference to the ConditionalPdf describing the system

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

• analyticsystemmodel_gaussianuncertainty.h