19 #ifndef __OPTIMAL_IMPORTANCE_DENSITY__
20 #define __OPTIMAL_IMPORTANCE_DENSITY__
22 #include "analyticconditionalgaussian.h"
55 virtual Matrix dfGet(
int i)
const;
65 #include "optimal_importance_density.cpp"
67 #endif // __OPTIMAL_IMPORTANCE_DENSITY__
OptimalImportanceDensity(AnalyticConditionalGaussian *SystemPdf, LinearAnalyticConditionalGaussian *MeasPdf)
Constructor.
Optimal importance density for Nonlinear Gaussian SS Models.
virtual ~OptimalImportanceDensity()
Destructor.
virtual ColumnVector ExpectedValueGet() const
Get the expected value E[x] of the pdf.
virtual SymmetricMatrix CovarianceGet() const
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.
Linear Conditional Gaussian.
Abstract Class representing all FULL Analytical Conditional gaussians.