transform_gaussian.h File Reference

#include <mrpt/utils/utils_defs.h>
#include <mrpt/math/math_frwds.h>
#include <mrpt/math/CMatrixTemplateNumeric.h>
#include <mrpt/math/CMatrixFixedNumeric.h>
#include <mrpt/math/ops_matrices.h>
#include <mrpt/math/matrices_metaprogramming.h>
#include <mrpt/math/jacobians.h>
#include <mrpt/random.h>

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Namespaces
namespace	mrpt
	This is the global namespace for all Mobile Robot Programming Toolkit (MRPT) libraries.
namespace	mrpt::math
	This base provides a set of functions for maths stuff.
Functions
Gaussian PDF transformation functions
template<class VECTORLIKE1 , class MATLIKE1 , class USERPARAM , class VECTORLIKE2 , class VECTORLIKE3 , class MATLIKE2 >
void	mrpt::math::transform_gaussian_unscented (const VECTORLIKE1 &x_mean, const MATLIKE1 &x_cov, void(*functor)(const VECTORLIKE1 &x, const USERPARAM &fixed_param, VECTORLIKE3 &y), const USERPARAM &fixed_param, VECTORLIKE2 &y_mean, MATLIKE2 &y_cov, const bool *elem_do_wrap2pi=NULL, const double alpha=1e-3, const double K=0, const double beta=2.0)
	Scaled unscented transformation (SUT) for estimating the Gaussian distribution of a variable Y=f(X) for an arbitrary function f() provided by the user.
template<class VECTORLIKE1 , class MATLIKE1 , class USERPARAM , class VECTORLIKE2 , class VECTORLIKE3 , class MATLIKE2 >
void	mrpt::math::transform_gaussian_montecarlo (const VECTORLIKE1 &x_mean, const MATLIKE1 &x_cov, void(*functor)(const VECTORLIKE1 &x, const USERPARAM &fixed_param, VECTORLIKE3 &y), const USERPARAM &fixed_param, VECTORLIKE2 &y_mean, MATLIKE2 &y_cov, const size_t num_samples=1000, std::vector< VECTORLIKE3 > *out_samples_y=NULL)
	Simple Montecarlo-base estimation of the Gaussian distribution of a variable Y=f(X) for an arbitrary function f() provided by the user.
template<class VECTORLIKE1 , class MATLIKE1 , class USERPARAM , class VECTORLIKE2 , class VECTORLIKE3 , class MATLIKE2 >
void	mrpt::math::transform_gaussian_linear (const VECTORLIKE1 &x_mean, const MATLIKE1 &x_cov, void(*functor)(const VECTORLIKE1 &x, const USERPARAM &fixed_param, VECTORLIKE3 &y), const USERPARAM &fixed_param, VECTORLIKE2 &y_mean, MATLIKE2 &y_cov, const VECTORLIKE1 &x_increments)
	First order uncertainty propagation estimator of the Gaussian distribution of a variable Y=f(X) for an arbitrary function f() provided by the user.