LinearStateModel.cpp

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/*
 * Copyright (C) 2016-2019 Istituto Italiano di Tecnologia (IIT)
 *
 * This software may be modified and distributed under the terms of the
 * BSD 3-Clause license. See the accompanying LICENSE file for details.
 */
 
#include <BayesFilters/LinearStateModel.h>
 
#include <Eigen/Dense>
 
using namespace bfl;
using namespace Eigen;
 
 
void LinearStateModel::propagate(const Eigen::Ref<const Eigen::MatrixXd>& cur_states, Eigen::Ref<Eigen::MatrixXd> prop_states)
{
    if (is_skipping() && (have_exogenous_model() && exogenous_model().is_skipping()))
    {
        prop_states = cur_states;
    }
    else if (!is_skipping() && (have_exogenous_model() && !exogenous_model().is_skipping()))
    {
        MatrixXd exogenous_state(cur_states.rows(), cur_states.cols());
 
        exogenous_model().propagate(cur_states, exogenous_state);
 
        prop_states = getStateTransitionMatrix() * cur_states + exogenous_state;
    }
    else if (!is_skipping())
    {
        prop_states = getStateTransitionMatrix() * cur_states;
    }
    else if (have_exogenous_model() && !exogenous_model().is_skipping())
    {
        exogenous_model().propagate(cur_states, prop_states);
    }
}