GaussianNoise Class Reference

Generates pseudo-random Gaussian noise for simulating the Process. More...

#include <gaussian_noise.hpp>

Inheritance diagram for GaussianNoise:

List of all members.

Public Member Functions
	GaussianNoise ()
	Default constructor.
	GaussianNoise (const Vector &_mean, const Vector &_variance)
	Constructor which takes mean value and variance of the random variable.
	GaussianNoise (uint _dim, double _mean, double _variance)
	Constructor which takes the dimension of the random variable as well as as common values for the mean value and variance of the random variable.
	GaussianNoise (const GaussianNoise &rhs)
	Copy constructor (deep copy).
virtual	~GaussianNoise ()
	Destructor.
GaussianNoise &	operator= (const GaussianNoise &rhs)
	Assignment Operator (deep copy)
virtual GaussianNoise *	clone () const
	Clone constructor (deep copy).
virtual GaussianNoise *	clone (uint idx) const
	Clone constructor for a given noise component (deep copy).
returnValue	setMeans (const Vector &_mean)
	Assigns new mean values to the random variable.
returnValue	setMeans (double _mean)
	Assigns new mean values to the random variable.
returnValue	setMean (uint idx, double _mean)
	Assigns new mean value on the component of the random variable with given index.
returnValue	setVariances (const Vector &_variance)
	Assigns new variances to the random variable.
returnValue	setVariances (double _variance)
	Assigns new variances to the random variable.
returnValue	setVariance (uint idx, double _variance)
	Assigns new variance on the component of the random variable with given index.
virtual returnValue	init (uint seed=0)
	Initializes noise generation and performs a couple of consistency checks.
virtual returnValue	step (Vector &_w)
	Generates a single noise vector based on current internal settings.
virtual returnValue	step (VariablesGrid &_w)
	Generates a noise vector sequence based on current internal settings.
const Vector &	getMean () const
	Returns mean values of the random variable.
const Vector &	getVariance () const
	Returns variances of the random variable.
uint	getDim () const
	Returns dimension of noise vector.
BooleanType	isEmpty () const
	Returns whether noise vector is empty (i.e.
BlockStatus	getStatus () const
	Returns current status of noise block, see documentation of BlockStatus for details.
Protected Member Functions
double	getGaussianRandomNumber (double _mean, double _variance) const
	Returns a pseudo-random number based on a Gaussian distribution with given mean and variance.
returnValue	setStatus (BlockStatus _status)
	Assigns new status to noise block.
double	getUniformRandomNumber (double _lowerLimit, double _upperLimit) const
	Returns a pseudo-random number based on a uniform distribution with given lower and upper limits.
Protected Attributes
Vector	mean
	Mean value for each component.
Vector	variance
	Variance for each component.
BlockStatus	status
	Current status of the noise.
VariablesGrid	w
	Sequence of most recently generated noise.

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Detailed Description

The class GaussiaNoise generates pseudo-random Gaussian noise for simulating the Process within the SimulationEnvironment.

Author:

Hans Joachim Ferreau, Boris Houska

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Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO GaussianNoise::GaussianNoise

(

)

Referenced by clone().

GaussianNoise::GaussianNoise	(	const Vector &	_mean,
		const Vector &	_variance
	)

The dimension of these limit vector determine the dimension of the random variable.

Parameters:

[in]	_mean	Mean value for each component.
[in]	_variance	Variance for each component.

References ACADOERROR, VectorspaceElement::getDim(), VariablesGrid::init(), mean, RET_INVALID_NOISE_SETTINGS, variance, and Noise::w.

GaussianNoise::GaussianNoise	(	uint	_dim,
		double	_mean,
		double	_variance
	)

Parameters:

[in]	_dim	Dimension of random variable.
[in]	_mean	Mean value for each component.
[in]	_variance	Variance for each component.

References VectorspaceElement::init(), VariablesGrid::init(), mean, uint, variance, and Noise::w.

GaussianNoise::GaussianNoise

(

const GaussianNoise &

rhs

)

Parameters:

[in]

rhs

Right-hand side object.

References mean, and variance.

GaussianNoise::~GaussianNoise

(

)

[virtual]

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Member Function Documentation

GaussianNoise * GaussianNoise::clone

(

)

const [virtual]

Returns:

Pointer to deep copy of base class type

Implements Noise.

References GaussianNoise().

GaussianNoise * GaussianNoise::clone

(

uint

idx

)

const [virtual]

Parameters:

[in]

idx

Right-hand side object.

Returns:

Pointer to deep copy of base class type

Implements Noise.

References GaussianNoise(), Noise::getDim(), VariablesGrid::init(), mean, variance, and Noise::w.

BEGIN_NAMESPACE_ACADO uint Noise::getDim

(

)

const [inline, inherited]

Returns:

Dimension of noise vector

References MatrixVariablesGrid::getNumValues(), and Noise::w.

Referenced by ColoredNoise::clone(), clone(), UniformNoise::clone(), Noise::isEmpty(), Actuator::setControlNoise(), UniformNoise::setLimit(), UniformNoise::setLimits(), setMean(), setMeans(), Sensor::setOutputNoise(), Actuator::setParameterNoise(), setVariance(), setVariances(), UniformNoise::step(), and step().

double GaussianNoise::getGaussianRandomNumber	(	double	_mean,
		double	_variance
	)		const [protected]

Parameters:

[in]	_mean	Mean value of Gaussian distribution.
[in]	_variance	Variance of Gaussian distribution.

Returns:

Gaussian distributed pseudo-random number

References Noise::getUniformRandomNumber(), log(), norm(), and sqrt().

Referenced by step().

const Vector & GaussianNoise::getMean

(

)

const [inline]

Returns:

Mean values of the random variable

References mean.

BlockStatus Noise::getStatus

(

)

const [inline, inherited]

Returns:

Current status of noise block

References Noise::status.

Referenced by UniformNoise::step(), and step().

double Noise::getUniformRandomNumber	(	double	_lowerLimit,
		double	_upperLimit
	)		const [inline, protected, inherited]

Parameters:

[in]	_lowerLimit	Lower limit of random variable.
[in]	_upperLimit	Lower limit of random variable.

Returns:

Uniformly distributed pseudo-random number

Referenced by getGaussianRandomNumber(), and UniformNoise::step().

const Vector & GaussianNoise::getVariance

(

)

const [inline]

Returns:

Variances of the random variable

References variance.

returnValue GaussianNoise::init

(

uint

seed = 0

)

[virtual]

Initialization of the pseudo-random number generator can be based on a seed in order to allow exact reproduction of generated noise. If seed is not specified (i.e. 0), a seed is obtain from the system clock.

Parameters:

[in]

seed

Seed for pseudo-random number generator.

Returns:

SUCCESSFUL_RETURN,
RET_INVALID_NOISE_SETTINGS,
RET_NO_NOISE_SETTINGS

Implements Noise.

References ACADOERROR, BS_READY, VectorspaceElement::getDim(), mean, RET_INVALID_NOISE_SETTINGS, RET_NO_NOISE_SETTINGS, Noise::setStatus(), SUCCESSFUL_RETURN, and variance.

BooleanType Noise::isEmpty

(

)

const [inline, inherited]

has dimension zero).

Returns:

BT_TRUE iff noise vector is empty,
BT_FALSE otherwise

References BT_FALSE, BT_TRUE, and Noise::getDim().

GaussianNoise & GaussianNoise::operator=

(

const GaussianNoise &

rhs

)

Parameters:

[in]

rhs

Right-hand side object.

References mean, and variance.

returnValue GaussianNoise::setMean	(	uint	idx,
		double	_mean
	)		[inline]

Parameters:

[in]	idx	Index of component.
[in]	_mean	New mean value.

Returns:

SUCCESSFUL_RETURN,
RET_INDEX_OUT_OF_BOUNDS

References ACADOERROR, Noise::getDim(), mean, RET_INDEX_OUT_OF_BOUNDS, and SUCCESSFUL_RETURN.

BEGIN_NAMESPACE_ACADO returnValue GaussianNoise::setMeans

(

const Vector &

_mean

)

[inline]

Parameters:

[in]

_mean

New mean value for each component.

Returns:

SUCCESSFUL_RETURN,
RET_VECTOR_DIMENSION_MISMATCH

References ACADOERROR, VectorspaceElement::getDim(), mean, RET_VECTOR_DIMENSION_MISMATCH, and SUCCESSFUL_RETURN.

returnValue GaussianNoise::setMeans

(

double

_mean

)

[inline]

Parameters:

[in]

_mean

New common mean value for all components.

Returns:

SUCCESSFUL_RETURN,
RET_INVALID_ARGUMENTS

References Noise::getDim(), mean, SUCCESSFUL_RETURN, and uint.

returnValue Noise::setStatus

(

BlockStatus

_status

)

[inline, protected, inherited]

Parameters:

[in]

_status

New status.

Returns:

SUCCESSFUL_RETURN

References Noise::status, and SUCCESSFUL_RETURN.

Referenced by ColoredNoise::init(), UniformNoise::init(), and init().

returnValue GaussianNoise::setVariance	(	uint	idx,
		double	_variance
	)		[inline]

Parameters:

[in]	idx	Index of component.
[in]	_variance	New variance.

Returns:

SUCCESSFUL_RETURN,
RET_INDEX_OUT_OF_BOUNDS

References ACADOERROR, Noise::getDim(), RET_INDEX_OUT_OF_BOUNDS, SUCCESSFUL_RETURN, and variance.

returnValue GaussianNoise::setVariances

(

const Vector &

_variance

)

[inline]

Parameters:

[in]

_variance

New variances for each component.

Returns:

SUCCESSFUL_RETURN,
RET_VECTOR_DIMENSION_MISMATCH

References ACADOERROR, ASSERT, VectorspaceElement::getDim(), VectorspaceElement::isGreaterThan(), RET_VECTOR_DIMENSION_MISMATCH, SUCCESSFUL_RETURN, and variance.

returnValue GaussianNoise::setVariances

(

double

_variance

)

[inline]

Parameters:

[in]

_variance

New common variance for all components.

Returns:

SUCCESSFUL_RETURN,
RET_INVALID_ARGUMENTS

References Noise::getDim(), SUCCESSFUL_RETURN, uint, and variance.

returnValue GaussianNoise::step

(

Vector &

_w

)

[virtual]

Parameters:

[out]

_w

Generated noise vector.

Returns:

SUCCESSFUL_RETURN,
RET_BLOCK_NOT_READY,
RET_VECTOR_DIMENSION_MISMATCH

Implements Noise.

References ACADOERROR, BS_READY, Noise::getDim(), VectorspaceElement::getDim(), getGaussianRandomNumber(), Grid::getNumPoints(), Noise::getStatus(), VariablesGrid::getVector(), VariablesGrid::init(), mean, RET_BLOCK_NOT_READY, RET_VECTOR_DIMENSION_MISMATCH, SUCCESSFUL_RETURN, uint, variance, and Noise::w.

returnValue GaussianNoise::step

(

VariablesGrid &

_w

)

[virtual]

Noise is generated for each grid point of the VariablesGrid passed.

Parameters:

[in,out]

_w

Generated noise vector sequence.

Returns:

SUCCESSFUL_RETURN,
RET_BLOCK_NOT_READY,
RET_VECTOR_DIMENSION_MISMATCH

Implements Noise.

References ACADOERROR, BS_READY, Noise::getDim(), getGaussianRandomNumber(), Grid::getNumPoints(), MatrixVariablesGrid::getNumValues(), Noise::getStatus(), VariablesGrid::init(), mean, RET_BLOCK_NOT_READY, RET_VECTOR_DIMENSION_MISMATCH, SUCCESSFUL_RETURN, uint, variance, and Noise::w.

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Member Data Documentation

Vector GaussianNoise::mean [protected]

Referenced by clone(), GaussianNoise(), getMean(), init(), operator=(), setMean(), setMeans(), and step().

BlockStatus Noise::status [protected, inherited]

Referenced by Noise::getStatus(), and Noise::setStatus().

Vector GaussianNoise::variance [protected]

Referenced by clone(), GaussianNoise(), getVariance(), init(), operator=(), setVariance(), setVariances(), and step().

VariablesGrid Noise::w [protected, inherited]

Referenced by clone(), UniformNoise::clone(), GaussianNoise(), Noise::getDim(), ColoredNoise::init(), Noise::Noise(), Noise::operator=(), UniformNoise::step(), step(), and UniformNoise::UniformNoise().

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

• gaussian_noise.hpp
• gaussian_noise.ipp
• gaussian_noise.cpp