Bayesian Filtering Library
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Proposal Density for non-linear systems with additive Gaussian Noise (using a (analytic) Filter) More...
#include <filterproposaldensity.h>
Public Member Functions | |
FilterProposalDensity (AnalyticSystemModelGaussianUncertainty *SysModel, AnalyticMeasurementModelGaussianUncertainty *MeasModel) | |
Constructor. More... | |
FilterProposalDensity (const FilterProposalDensity &fpd) | |
Copy constructor. More... | |
virtual | ~FilterProposalDensity () |
Destructor. | |
virtual MatrixWrapper::ColumnVector | ExpectedValueGet () const |
Get the expected value E[x] of the pdf. More... | |
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... | |
void | SystemModelSet (AnalyticSystemModelGaussianUncertainty *SysModel) |
Set SystemModel. More... | |
void | MeasurementModelSet (AnalyticMeasurementModelGaussianUncertainty *MeasModel) |
Set Measurementmodel. More... | |
void | SampleCovSet (MatrixWrapper::SymmetricMatrix &cov) |
Set SampleCov. More... | |
virtual ConditionalGaussian * | Clone () const |
Clone function. | |
virtual Probability | ProbabilityGet (const MatrixWrapper::ColumnVector &input) const |
Get the probability of a certain argument. More... | |
virtual bool | SampleFrom (Sample< MatrixWrapper::ColumnVector > &sample, const SampleMthd method=SampleMthd::DEFAULT, void *args=NULL) const |
virtual bool | SampleFrom (std::vector< Sample< MatrixWrapper::ColumnVector > > &samples, const unsigned int num_samples, const SampleMthd method=SampleMthd::DEFAULT, void *args=NULL) const |
virtual bool | SampleFrom (vector< Sample< MatrixWrapper::ColumnVector > > &list_samples, const unsigned int num_samples, const SampleMthd method=SampleMthd::DEFAULT, void *args=NULL) const |
Draw multiple samples from the Pdf (overloaded) More... | |
virtual bool | SampleFrom (Sample< MatrixWrapper::ColumnVector > &one_sample, const SampleMthd method=SampleMthd::DEFAULT, void *args=NULL) const |
Draw 1 sample from the Pdf: 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... | |
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... | |
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... | |
unsigned int | DimensionGet () const |
Get the dimension of the argument. More... | |
virtual void | DimensionSet (unsigned int dim) |
Set the dimension of the argument. More... | |
Protected Member Functions | |
virtual void | FilterStep () const |
internal method | |
Protected Attributes | |
Gaussian * | _TmpPrior |
Filter< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > * | _filter |
AnalyticSystemModelGaussianUncertainty * | _sysmodel |
AnalyticMeasurementModelGaussianUncertainty * | _measmodel |
MatrixWrapper::SymmetricMatrix | _sample_cov |
ColumnVector | _diff |
ColumnVector | _Mu |
Matrix | _Low_triangle |
ColumnVector | _samples |
ColumnVector | _SampleValue |
Proposal Density for non-linear systems with additive Gaussian Noise (using a (analytic) Filter)
Calculates an importance density for all systems of the form
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.
FilterProposalDensity | ( | AnalyticSystemModelGaussianUncertainty * | SysModel, |
AnalyticMeasurementModelGaussianUncertainty * | MeasModel | ||
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Constructor.
SysModel | |
MeasModel |
FilterProposalDensity | ( | const FilterProposalDensity & | fpd | ) |
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inherited |
Get the n-th argument of the list.
Definition at line 165 of file conditionalpdf.h.
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virtualinherited |
Set the n-th argument of the list.
n_argument | which one of the conditional arguments |
argument | value of the n-th argument |
Definition at line 173 of file conditionalpdf.h.
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inherited |
Get the whole list of conditional arguments.
Definition at line 152 of file conditionalpdf.h.
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virtualinherited |
Set the whole list of conditional arguments.
ConditionalArguments | an STL-vector of type Tcontaining the condtional arguments |
Definition at line 158 of file conditionalpdf.h.
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virtual |
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.
Get first order statistic (Covariance) of this AnalyticPdf
Reimplemented from Pdf< MatrixWrapper::ColumnVector >.
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virtual |
returns derivative from function to n-th conditional variable
i | Number of the conditional variable to use for partial derivation |
Reimplemented from AnalyticConditionalGaussian.
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inlineinherited |
Get the dimension of the argument.
Definition at line 166 of file mixtureParticleFilter.h.
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virtualinherited |
Set the dimension of the argument.
dim | the dimension |
Reimplemented in Gaussian.
Definition at line 172 of file mixtureParticleFilter.h.
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virtual |
Get the expected value E[x] of the pdf.
Get low order statistic (Expected Value) of this AnalyticPdf
Reimplemented from Pdf< MatrixWrapper::ColumnVector >.
void MeasurementModelSet | ( | AnalyticMeasurementModelGaussianUncertainty * | MeasModel | ) |
Set Measurementmodel.
MeasModel |
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inlineinherited |
Get the Number of conditional arguments.
Definition at line 135 of file conditionalpdf.h.
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inlinevirtualinherited |
Set the Number of conditional arguments.
numconditionalarguments | the number of conditionalarguments |
Reimplemented in LinearAnalyticConditionalGaussian.
Definition at line 141 of file conditionalpdf.h.
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virtualinherited |
Get the probability of a certain argument.
input | T argument of the Pdf |
Reimplemented from Pdf< MatrixWrapper::ColumnVector >.
void SampleCovSet | ( | MatrixWrapper::SymmetricMatrix & | cov | ) |
Set SampleCov.
cov |
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virtualinherited |
Draw multiple samples from the Pdf (overloaded)
list_samples | list of samples that will contain result of sampling |
num_samples | Number of Samples to be drawn (iid) |
method | Sampling method to be used. Each sampling method is currently represented by an enum eg. SampleMthd::BOXMULLER |
args | Pointer to a struct representing extra sample arguments. "Sample Arguments" can be anything (the number of steps a gibbs-iterator should take, the interval width in MCMC, ... (or nothing), so it is hard to give a meaning to what exactly Sample Arguments should represent... |
Definition at line 179 of file mixtureParticleFilter.h.
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virtualinherited |
Draw 1 sample from the Pdf:
There's no need to create a list for only 1 sample!
one_sample | sample that will contain result of sampling |
method | Sampling method to be used. Each sampling method is currently represented by an enum, eg. SampleMthd::BOXMULLER |
args | Pointer to a struct representing extra sample arguments |
Definition at line 194 of file mixtureParticleFilter.h.
void SystemModelSet | ( | AnalyticSystemModelGaussianUncertainty * | SysModel | ) |
Set SystemModel.
SysModel |