GaussMarkovProcess.hh
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Implementation of a stationary gauss-markov process, also known as a Ornstein Ulenbeck process.
Definition: GaussMarkovProcess.hh:51
GaussMarkovProcess(double _start, double _theta, double _mu, double _sigma)
Create a process with the provided process parameters. This will also call Set(), and in turn Reset()...
double Update(double _dt)
double Update(const clock::duration &_dt)
Update the process and get the new value.
void Reset()
Reset the process. This will set the current process value to the start value.
GaussMarkovProcess()
void Set(double _start, double _theta, double _mu, double _sigma)
Set the process parameters. This will also call Reset().
Definition: Angle.hh:43