saturate¶
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class
Saturate¶ - #include <saturate.h>
This module is used to apply a second-order bounded Gauss-Markov random walk on top of an upper level process. The intent is that the caller will perform the set methods (setUpperBounds, setNoiseMatrix, setPropMatrix) as often as they need to, call computeNextState, and then call getCurrentState cyclically
Public Functions
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Saturate()¶ The constructor initialies the random number generator used for the walks
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Saturate(int64_t size)¶
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~Saturate()¶ The destructor is a placeholder for one that might do something
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Eigen::VectorXd
saturate(Eigen::VectorXd unsaturatedStates)¶ sets upper and lower bounds for each state
This method should be used as the standard way to saturate an output. It will also be utilized by other utilities
- Return
void
- Return
workingStates (vector of saturated states
- Parameters
bounds.: one row for each state. lower bounds in left column, upper in right column
Private Members
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int64_t
numStates¶ Saturates the given unsaturated states.
- Return
saturatedStates Number of states to generate noise for
- Parameters
unsaturated: States, a vector of the unsaturated states
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