OUGenerator Class Reference

#include <OUGenerator.h>

Inheritance diagram for OUGenerator:

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Collaboration diagram for OUGenerator:

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List of all members.

Public Member Functions
	OUGenerator (double g0=0.012e-6, double sig=0.003e-6, double tau=2.7e-3, double dt=1e-4)
virtual	~OUGenerator ()
virtual int	reset (double dt)
	Reset the Generator.
virtual int	adjust (double dt)
virtual void	advance ()
	Advance the process.
double	getValue ()
	Get the current Value.
double	operator() ()
Public Attributes
double	g0
	The mean value of the noise process.
double	sig
	Variance of the noise process.
double	tau
	The time correlation constant.
double	dt
	Integration time step.
Protected Attributes
double	A
double	C
double	D
double	value
Static Protected Attributes
static ThreadSpecificRandomDistribution < NormalDistribution >	white_noise
	Random number generator.

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Detailed Description

Ornstein Uhlenbeck Process

Definition at line 15 of file OUGenerator.h.

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Constructor & Destructor Documentation

OUGenerator::OUGenerator	(	double	g0 = 0.012e-6,
		double	sig = 0.003e-6,
		double	tau = 2.7e-3,
		double	dt = 1e-4
	)

Definition at line 5 of file OUGenerator.cpp.

OUGenerator::~OUGenerator

(

)

[virtual]

Definition at line 12 of file OUGenerator.cpp.

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Member Function Documentation

int OUGenerator::reset

(

double

dt

)

[virtual]

Reset the Generator.

Reimplemented in OUNoiseResponse.

Definition at line 28 of file OUGenerator.cpp.

References adjust(), g0, and value.

Referenced by OUNoiseResponse::reset().

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int OUGenerator::adjust

(

double

dt

)

[virtual]

Reimplemented in OUNoiseResponse.

Definition at line 17 of file OUGenerator.cpp.

References A, C, D, ThreadSpecificRandomDistribution< Dist >::set(), sig, tau, and white_noise.

Referenced by OUNoiseResponse::adjust(), and reset().

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void OUGenerator::advance

(

)

[virtual]

Advance the process.

Definition at line 36 of file OUGenerator.cpp.

References A, C, g0, value, and white_noise.

Referenced by operator()().

double OUGenerator::getValue

(

)

[inline]

Get the current Value.

Definition at line 48 of file OUGenerator.h.

References value.

double OUGenerator::operator()

(

)

[inline]

Definition at line 53 of file OUGenerator.h.

References advance(), and value.

Referenced by OUNoiseResponse::advance().

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Member Data Documentation

double OUGenerator::g0

The mean value of the noise process.

Definition at line 19 of file OUGenerator.h.

Referenced by advance(), OUNoiseSynapse::OUNoiseSynapse(), and reset().

double OUGenerator::sig

Variance of the noise process.

Definition at line 21 of file OUGenerator.h.

Referenced by adjust(), and OUNoiseSynapse::OUNoiseSynapse().

double OUGenerator::tau

The time correlation constant.

Definition at line 23 of file OUGenerator.h.

Referenced by adjust(), and OUNoiseSynapse::OUNoiseSynapse().

double OUGenerator::dt

Integration time step.

Definition at line 26 of file OUGenerator.h.

double OUGenerator::A [protected]

Definition at line 30 of file OUGenerator.h.

Referenced by adjust(), and advance().

double OUGenerator::C [protected]

Definition at line 30 of file OUGenerator.h.

Referenced by adjust(), and advance().

double OUGenerator::D [protected]

Definition at line 30 of file OUGenerator.h.

Referenced by adjust().

double OUGenerator::value [protected]

Definition at line 32 of file OUGenerator.h.

Referenced by advance(), getValue(), operator()(), and reset().

ThreadSpecificRandomDistribution< NormalDistribution > OUGenerator::white_noise [static, protected]

Random number generator.

Definition at line 61 of file OUGenerator.h.

Referenced by adjust(), and advance().

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

• /home/tnatschl/PCSIM-Sandbox/pcsim/pcsim/simutils/OUGenerator.h
• /home/tnatschl/PCSIM-Sandbox/pcsim/pcsim/simutils/OUGenerator.cpp