AnalyticSystemModelGaussianUncertainty Class Reference

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

#include <analyticsystemmodel_gaussianuncertainty.h>

Inheritance diagram for AnalyticSystemModelGaussianUncertainty:

List of all members.

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

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

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
	)			[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

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

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)

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

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

---

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

• analyticsystemmodel_gaussianuncertainty.h