Bayesian Filtering Library
Generated from SVN r
src
pdf
optimal_importance_density.h
1
// $Id$
2
// Copyright (C) 2003 Klaas Gadeyne <first dot last at gmail dot com>
3
//
4
// This program is free software; you can redistribute it and/or modify
5
// it under the terms of the GNU Lesser General Public License as published by
6
// the Free Software Foundation; either version 2.1 of the License, or
7
// (at your option) any later version.
8
//
9
// This program is distributed in the hope that it will be useful,
10
// but WITHOUT ANY WARRANTY; without even the implied warranty of
11
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
12
// GNU Lesser General Public License for more details.
13
//
14
// You should have received a copy of the GNU Lesser General Public License
15
// along with this program; if not, write to the Free Software
16
// Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA.
17
//
18
19
#ifndef __OPTIMAL_IMPORTANCE_DENSITY__
20
#define __OPTIMAL_IMPORTANCE_DENSITY__
21
22
#include "analyticconditionalgaussian.h"
23
24
namespace
BFL
25
{
27
37
class
OptimalImportanceDensity
:
public
AnalyticConditionalGaussian
38
{
39
public
:
41
44
OptimalImportanceDensity
(
AnalyticConditionalGaussian
* SystemPdf,
45
LinearAnalyticConditionalGaussian
* MeasPdf);
46
47
// Default copy constructor
48
50
virtual
~OptimalImportanceDensity
();
51
52
// redefine pure virtual functions
53
virtual
ColumnVector ExpectedValueGet()
const
;
54
virtual
SymmetricMatrix CovarianceGet()
const
;
55
virtual
Matrix dfGet(
int
i)
const
;
56
57
private
:
58
AnalyticConditionalGaussian
* _SystemPdf;
59
LinearAnalyticConditionalGaussian
* _MeasPdf;
60
61
};
62
63
}
// End namespace BFL
64
65
#include "optimal_importance_density.cpp"
66
67
#endif // __OPTIMAL_IMPORTANCE_DENSITY__
BFL::LinearAnalyticConditionalGaussian
Linear Conditional Gaussian.
Definition:
linearanalyticconditionalgaussian.h:35
BFL::AnalyticConditionalGaussian
Abstract Class representing all FULL Analytical Conditional gaussians.
Definition:
analyticconditionalgaussian.h:36
BFL::OptimalImportanceDensity
Optimal importance density for Nonlinear Gaussian SS Models.
Definition:
optimal_importance_density.h:37
BFL::OptimalImportanceDensity::~OptimalImportanceDensity
virtual ~OptimalImportanceDensity()
Destructor.
BFL::OptimalImportanceDensity::OptimalImportanceDensity
OptimalImportanceDensity(AnalyticConditionalGaussian *SystemPdf, LinearAnalyticConditionalGaussian *MeasPdf)
Constructor.
Generated by
1.8.17