Class for linear analytic systemmodels with additive gaussian noise.
More...
#include <linearanalyticsystemmodel_gaussianuncertainty.h>
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| LinearAnalyticSystemModelGaussianUncertainty (LinearAnalyticConditionalGaussian *pdf) |
| Constructor. More...
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virtual | ~LinearAnalyticSystemModelGaussianUncertainty () |
| Destructor.
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void | ASet (const MatrixWrapper::Matrix &a) |
| Set Matrix A. More...
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void | BSet (const MatrixWrapper::Matrix &b) |
| Set Matrix B. More...
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const MatrixWrapper::Matrix & | AGet () const |
| Get Matrix A.
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const MatrixWrapper::Matrix & | BGet () const |
| Get Matrix B.
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virtual MatrixWrapper::Matrix | df_dxGet (const MatrixWrapper::ColumnVector &u, const MatrixWrapper::ColumnVector &x) |
| Returns F-matrix. More...
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virtual MatrixWrapper::ColumnVector | PredictionGet (const MatrixWrapper::ColumnVector &u, const MatrixWrapper::ColumnVector &x) |
| Returns prediction of state.
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virtual MatrixWrapper::SymmetricMatrix | CovarianceGet (const MatrixWrapper::ColumnVector &u, const MatrixWrapper::ColumnVector &x) |
| Covariance of system noise.
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int | StateSizeGet () const |
| Get State Size. More...
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bool | SystemWithoutInputs () const |
| Has the system inputs or not.
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ConditionalPdf< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > * | SystemPdfGet () |
| Get the SystemPDF. More...
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void | SystemPdfSet (ConditionalPdf< MatrixWrapper::ColumnVector, MatrixWrapper::ColumnVector > *pdf) |
| Set the SystemPDF. More...
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MatrixWrapper::ColumnVector | Simulate (const MatrixWrapper::ColumnVector &x, const MatrixWrapper::ColumnVector &u, const SampleMthd sampling_method=SampleMthd::DEFAULT, void *sampling_args=NULL) |
| Simulate the system. More...
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MatrixWrapper::ColumnVector | Simulate (const MatrixWrapper::ColumnVector &x, const SampleMthd sampling_method=SampleMthd::DEFAULT, void *sampling_args=NULL) |
| Simulate the system (no input system) More...
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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...
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Probability | ProbabilityGet (const MatrixWrapper::ColumnVector &x_k, const MatrixWrapper::ColumnVector &x_kminusone) |
| Get the probability of arriving in a next state. More...
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Class for linear analytic systemmodels with additive gaussian noise.
This class represents all systemmodels of the form
Definition at line 33 of file linearanalyticsystemmodel_gaussianuncertainty.h.
◆ LinearAnalyticSystemModelGaussianUncertainty()
Constructor.
- Precondition
- LinearAnalyticConditionalGaussian should have 1/2 conditional Arguments (checked) and the first conditional argument should be x!
- Parameters
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pdf | Conditional pdf with Gaussian uncertainty |
◆ ASet()
Set Matrix A.
This can be particularly useful for time-varying systems
- Parameters
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◆ BSet()
Set Matrix B.
This can be particularly useful for time-varying systems
- Parameters
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◆ df_dxGet()
Returns F-matrix.
used by kalman filter variants
- Parameters
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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!
◆ ProbabilityGet() [1/2]
Probability ProbabilityGet |
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const T & |
x_k, |
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const T & |
x_kminusone |
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inherited |
Get the probability of arriving in a next state.
(no-input-system)
- Parameters
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x_k | the next state (at time k) |
x_kminusone | the current state (at time k-1) |
- Returns
- the probability value
◆ ProbabilityGet() [2/2]
Probability ProbabilityGet |
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const T & |
x_k, |
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const T & |
x_kminusone, |
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const T & |
u |
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inherited |
Get the probability of arriving in a next state.
- Parameters
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x_k | the next state (at time k) |
x_kminusone | the current state (at time k-1) |
u | the input |
- Returns
- the probability value
◆ Simulate() [1/2]
MatrixWrapper::ColumnVector Simulate |
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const T & |
x, |
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const T & |
u, |
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const SampleMthd |
sampling_method = SampleMthd::DEFAULT , |
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void * |
sampling_args = NULL |
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inherited |
Simulate the system.
- Parameters
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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
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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
◆ Simulate() [2/2]
MatrixWrapper::ColumnVector Simulate |
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const T & |
x, |
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const SampleMthd |
sampling_method = SampleMthd::DEFAULT , |
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void * |
sampling_args = NULL |
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inherited |
Simulate the system (no input system)
- Parameters
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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
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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) |
◆ StateSizeGet()
int StateSizeGet |
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const |
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inherited |
Get State Size.
Copy constructor SystemModel(const SystemModel<T>& model);
- Returns
- the statesize of the system
◆ SystemPdfGet()
Get the SystemPDF.
- Returns
- a reference to the ConditionalPdf describing the system
◆ SystemPdfSet()
Set the SystemPDF.
- Parameters
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The documentation for this class was generated from the following file: