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bfl::WhiteNoiseAcceleration Class Reference

#include <WhiteNoiseAcceleration.h>

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Classes

struct  ImplData
 

Public Types

enum  Dim { Dim::OneD, Dim::TwoD, Dim::ThreeD }
 

Public Member Functions

 WhiteNoiseAcceleration (const Dim dim, const double sampling_interval, const double tilde_q) noexcept
 
 WhiteNoiseAcceleration (const Dim dim, const double sampling_interval, const double tilde_q, const unsigned int seed) noexcept
 
 WhiteNoiseAcceleration (const WhiteNoiseAcceleration &state_model) noexcept=delete
 
WhiteNoiseAccelerationoperator= (const WhiteNoiseAcceleration &state_model) noexcept=delete
 
 WhiteNoiseAcceleration (WhiteNoiseAcceleration &&state_model) noexcept
 
WhiteNoiseAccelerationoperator= (WhiteNoiseAcceleration &&state_model) noexcept
 
virtual ~WhiteNoiseAcceleration () noexcept
 
bool setProperty (const std::string &property) override
 
VectorDescription getStateDescription () override
 Returns the vector description of the output of the state equation. More...
 
Eigen::MatrixXd getNoiseSample (const std::size_t num) override
 
Eigen::MatrixXd getNoiseCovarianceMatrix () override
 
Eigen::MatrixXd getStateTransitionMatrix () override
 
Eigen::VectorXd getTransitionProbability (const Eigen::Ref< const Eigen::MatrixXd > &prev_states, const Eigen::Ref< const Eigen::MatrixXd > &cur_states) override
 
virtual void propagate (const Eigen::Ref< const Eigen::MatrixXd > &cur_states, Eigen::Ref< Eigen::MatrixXd > prop_states) override
 
virtual void motion (const Eigen::Ref< const Eigen::MatrixXd > &cur_states, Eigen::Ref< Eigen::MatrixXd > mot_states) override
 
virtual VectorDescription getInputDescription ()
 Returns the vector description of the input to the state equation. More...
 
bool skip (const std::string &what_step, const bool status) override
 
bool is_skipping () override
 
bool add_exogenous_model (std::unique_ptr< ExogenousModel > exogenous_model)
 
bool have_exogenous_model () noexcept
 
ExogenousModelexogenous_model ()
 
virtual Eigen::MatrixXd getJacobian ()
 
virtual bool setSamplingTime (const double &time)
 

Private Attributes

std::unique_ptr< ImplDatapimpl_
 
bool skip_ = false
 Skip status. More...
 
std::unique_ptr< ExogenousModelexogenous_model_
 Exogenous model. More...
 

Detailed Description

Definition at line 22 of file WhiteNoiseAcceleration.h.

Member Enumeration Documentation

◆ Dim

Enumerator
OneD 
TwoD 
ThreeD 

Definition at line 25 of file WhiteNoiseAcceleration.h.

Constructor & Destructor Documentation

◆ WhiteNoiseAcceleration() [1/4]

WhiteNoiseAcceleration::WhiteNoiseAcceleration ( const Dim  dim,
const double  sampling_interval,
const double  tilde_q 
)
noexcept

Definition at line 153 of file WhiteNoiseAcceleration.cpp.

◆ WhiteNoiseAcceleration() [2/4]

WhiteNoiseAcceleration::WhiteNoiseAcceleration ( const Dim  dim,
const double  sampling_interval,
const double  tilde_q,
const unsigned int  seed 
)
noexcept

Definition at line 163 of file WhiteNoiseAcceleration.cpp.

◆ WhiteNoiseAcceleration() [3/4]

bfl::WhiteNoiseAcceleration::WhiteNoiseAcceleration ( const WhiteNoiseAcceleration state_model)
deletenoexcept

◆ WhiteNoiseAcceleration() [4/4]

WhiteNoiseAcceleration::WhiteNoiseAcceleration ( WhiteNoiseAcceleration &&  state_model)
defaultnoexcept

◆ ~WhiteNoiseAcceleration()

WhiteNoiseAcceleration::~WhiteNoiseAcceleration ( )
virtualdefaultnoexcept

Member Function Documentation

◆ add_exogenous_model()

bool StateModel::add_exogenous_model ( std::unique_ptr< ExogenousModel exogenous_model)
inherited

Definition at line 33 of file StateModel.cpp.

◆ exogenous_model()

ExogenousModel & StateModel::exogenous_model ( )
inherited

Definition at line 50 of file StateModel.cpp.

◆ getInputDescription()

VectorDescription AdditiveStateModel::getInputDescription ( )
virtualinherited

Returns the vector description of the input to the state equation.

Implements bfl::StateProcess.

Definition at line 22 of file AdditiveStateModel.cpp.

References bfl::VectorDescription::add_noise_components().

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◆ getJacobian()

Eigen::MatrixXd StateModel::getJacobian ( )
virtualinherited

Reimplemented in bfl::LTIStateModel.

Definition at line 60 of file StateModel.cpp.

◆ getNoiseCovarianceMatrix()

MatrixXd WhiteNoiseAcceleration::getNoiseCovarianceMatrix ( )
overridevirtual

Reimplemented from bfl::StateModel.

Definition at line 204 of file WhiteNoiseAcceleration.cpp.

◆ getNoiseSample()

MatrixXd WhiteNoiseAcceleration::getNoiseSample ( const std::size_t  num)
overridevirtual

Reimplemented from bfl::StateModel.

Definition at line 194 of file WhiteNoiseAcceleration.cpp.

◆ getStateDescription()

VectorDescription WhiteNoiseAcceleration::getStateDescription ( )
overridevirtual

Returns the vector description of the output of the state equation.

Implements bfl::StateProcess.

Definition at line 188 of file WhiteNoiseAcceleration.cpp.

◆ getStateTransitionMatrix()

MatrixXd WhiteNoiseAcceleration::getStateTransitionMatrix ( )
overridevirtual

Implements bfl::LinearStateModel.

Definition at line 210 of file WhiteNoiseAcceleration.cpp.

◆ getTransitionProbability()

VectorXd WhiteNoiseAcceleration::getTransitionProbability ( const Eigen::Ref< const Eigen::MatrixXd > &  prev_states,
const Eigen::Ref< const Eigen::MatrixXd > &  cur_states 
)
overridevirtual

Reimplemented from bfl::StateModel.

Definition at line 216 of file WhiteNoiseAcceleration.cpp.

References bfl::utils::multivariate_gaussian_density().

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◆ have_exogenous_model()

bool StateModel::have_exogenous_model ( )
noexceptinherited

Definition at line 41 of file StateModel.cpp.

◆ is_skipping()

bool StateModel::is_skipping ( )
overridevirtualinherited

Implements bfl::Skippable.

Definition at line 27 of file StateModel.cpp.

◆ motion()

void AdditiveStateModel::motion ( const Eigen::Ref< const Eigen::MatrixXd > &  cur_states,
Eigen::Ref< Eigen::MatrixXd >  mot_states 
)
overridevirtualinherited

Implements bfl::StateProcess.

Definition at line 14 of file AdditiveStateModel.cpp.

◆ operator=() [1/2]

WhiteNoiseAcceleration& bfl::WhiteNoiseAcceleration::operator= ( const WhiteNoiseAcceleration state_model)
deletenoexcept

◆ operator=() [2/2]

WhiteNoiseAcceleration & WhiteNoiseAcceleration::operator= ( WhiteNoiseAcceleration &&  state_model)
defaultnoexcept

◆ propagate()

void LinearStateModel::propagate ( const Eigen::Ref< const Eigen::MatrixXd > &  cur_states,
Eigen::Ref< Eigen::MatrixXd >  prop_states 
)
overridevirtualinherited

Implements bfl::StateProcess.

Definition at line 16 of file LinearStateModel.cpp.

◆ setProperty()

bool WhiteNoiseAcceleration::setProperty ( const std::string &  property)
overridevirtual

Implements bfl::StateProcess.

Definition at line 182 of file WhiteNoiseAcceleration.cpp.

◆ setSamplingTime()

bool StateModel::setSamplingTime ( const double &  time)
virtualinherited

Definition at line 84 of file StateModel.cpp.

◆ skip()

bool StateModel::skip ( const std::string &  what_step,
const bool  status 
)
overridevirtualinherited

Implements bfl::Skipper.

Definition at line 14 of file StateModel.cpp.

Member Data Documentation

◆ exogenous_model_

std::unique_ptr<ExogenousModel> bfl::StateModel::exogenous_model_
privateinherited

Exogenous model.

Definition at line 68 of file StateModel.h.

◆ pimpl_

std::unique_ptr<ImplData> bfl::WhiteNoiseAcceleration::pimpl_
private

Definition at line 63 of file WhiteNoiseAcceleration.h.

◆ skip_

bool bfl::StateModel::skip_ = false
privateinherited

Skip status.

Definition at line 63 of file StateModel.h.


The documentation for this class was generated from the following files: