19 #ifndef __FILTER_PROP_DENSITY__ 20 #define __FILTER_PROP_DENSITY__ 22 #include "analyticconditionalgaussian.h" 24 #include "../filter/filter.h" 25 #include "../model/analyticmeasurementmodel_gaussianuncertainty.h" 26 #include "../model/analyticsystemmodel_gaussianuncertainty.h" 96 #endif // __FILTER_PROP_DENSITY__
virtual MatrixWrapper::ColumnVector ExpectedValueGet() const
Get the expected value E[x] of the pdf.
virtual MatrixWrapper::SymmetricMatrix CovarianceGet() const
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.
void SystemModelSet(AnalyticSystemModelGaussianUncertainty *SysModel)
Set SystemModel.
virtual MatrixWrapper::Matrix dfGet(unsigned int i) const
returns derivative from function to n-th conditional variable
void MeasurementModelSet(AnalyticMeasurementModelGaussianUncertainty *MeasModel)
Set Measurementmodel.
Class representing Gaussian (or normal density)
FilterProposalDensity(AnalyticSystemModelGaussianUncertainty *SysModel, AnalyticMeasurementModelGaussianUncertainty *MeasModel)
Constructor.
Wrapper class for ColumnVectors (Boost implementation)
Implementation of Matrixwrapper using Boost.
virtual ~FilterProposalDensity()
Destructor.
virtual void FilterStep() const
internal method
Class for analytic system models with additive Gauss. uncertainty.
Proposal Density for non-linear systems with additive Gaussian Noise (using a (analytic) Filter) ...
void SampleCovSet(MatrixWrapper::SymmetricMatrix &cov)
Set SampleCov.
Abstract Class representing all FULL Analytical Conditional gaussians.