de.unihalle.informatik.MiToBo.math

Class LinearTransformGaussNoise

java.lang.Object

de.unihalle.informatik.MiToBo.math.LinearTransformGaussNoise

public class LinearTransformGaussNoise
extends Object

A linear transform with additive Gaussian noise.

Author:

Oliver Gress

Field Summary

Fields

Modifier and Type	Field and Description
protected GaussianDistribution	gaussnoise
protected Jama.Matrix	noiseCov
protected Random	rand
protected Jama.Matrix	trafo

Constructor Summary

Constructors

Constructor and Description
LinearTransformGaussNoise(Jama.Matrix trafoMatrix, Jama.Matrix noiseCovariance, Random rand)

Method Summary

Modifier and Type	Method and Description
Jama.Matrix	getNoiseCovariance()
Jama.Matrix	getTransformMatrix()
GaussianDistribution	transform(GaussianDistribution gaussian) Transform the Gaussian distribution gaussian with this transform.
Jama.Matrix	transform(Jama.Matrix x) Transform the (column) vector x and add noise sampled from the Gaussian noise distribution.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

trafo

protected Jama.Matrix trafo

noiseCov

protected Jama.Matrix noiseCov

rand

protected Random rand

gaussnoise

protected GaussianDistribution gaussnoise

Constructor Detail

LinearTransformGaussNoise

public LinearTransformGaussNoise(Jama.Matrix trafoMatrix,
                                 Jama.Matrix noiseCovariance,
                                 Random rand)

Method Detail

getTransformMatrix

public Jama.Matrix getTransformMatrix()

getNoiseCovariance

public Jama.Matrix getNoiseCovariance()

transform

public Jama.Matrix transform(Jama.Matrix x)

Transform the (column) vector x and add noise sampled from the Gaussian noise distribution.

transform

public GaussianDistribution transform(GaussianDistribution gaussian)

Transform the Gaussian distribution gaussian with this transform.