Re: [Bayes++] How to specify the Jacobian of a Linrz_uncorrelated_observe_model

[Michael S. <ma...@mi...>]

On Saturday 13 January 2007 13:36, =E7=B6=AD=E5=9D=87 wrote:
> Hi,
>
> If I'd like to design a class inheriting Linrz_uncorrelated_observe_model
> to describe a pinhole model, how would I assign the values of Hx Jacobian
> matrix? I thought the Jacobian depends on where you linearize the
> observation function which means it is related to the values of the state
> vector when you linearize it. But in the PV sample code I just see things
> like:
>      Hx(0,0) =3D 1;
>      Hx(0,1) =3D 0.;  and these are not time-varying.
> There must be something wrong in my understanding.  Would anyone help?
>

You can modify the the observation models values at any time. As you sugges=
t=20
it is very common that the Jacobian is not constant. With a linearized=20
observation model it usually depends on the state vector.

The PV example on requires a simple constant and linear observation model. =
It=20
uses Linrz_uncorrelated_observe_model to show the general form, even though=
=20
it is not necessary in this case.

If your state dependant observation model inherts from=20
Linrz_uncorrelated_observe_model then it is easy to represent the state=20
dependance of the model.

class Obs : public Linrz_uncorrelated_observe_model
{
public:
	void state(const Vec& s)
	{
		s_ =3D s;
		// linearised Jacobian
		Hx(0,0) =3D some function of the elements of s
		etc=20
        }
private:
	Vec s_;	// Current state about which Hx was linearised
};

The member function 'state' is simply called with the state about which you=
=20
wish to linearise  before the model is used as the model paramter=20
to 'observe'.

All the best,
	Michael
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