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"
Abstract Class representing all FULL Analytical Conditional gaussians.
Linear Conditional Gaussian.
Optimal importance density for Nonlinear Gaussian SS Models.
OptimalImportanceDensity(AnalyticConditionalGaussian *SystemPdf, LinearAnalyticConditionalGaussian *MeasPdf)
Constructor.
virtual SymmetricMatrix CovarianceGet() const
Get the Covariance Matrix E[(x - E[x])^2] of the Analytic pdf.
virtual ColumnVector ExpectedValueGet() const
Get the expected value E[x] of the pdf.
virtual ~OptimalImportanceDensity()
Destructor.