Drake
drake::systems::analysis Namespace Reference

Namespaces

 test
 

Classes

struct  RandomSimulationResult
 A snapshot of the generator used to produce the random simulation. More...
 

Typedefs

typedef std::function< std::unique_ptr< Simulator< double > > RandomGenerator *generator)> SimulatorFactory
 
typedef std::function< double(const System< double > &system, const Context< double > &context)> ScalarSystemFunction
 

Functions

Eigen::VectorXd SampleBasedLyapunovAnalysis (const System< double > &system, const Context< double > &context, const std::function< VectorX< AutoDiffXd >(const VectorX< AutoDiffXd > &state)> &basis_functions, const Eigen::Ref< const Eigen::MatrixXd > &state_samples, const Eigen::Ref< const Eigen::VectorXd > &V_zero_state)
 Sets up a linear program to search for the coefficients of a Lyapunov function that satisfies the Lyapunov conditions at a set of sample points. More...
 
double RandomSimulation (const SimulatorFactory &make_simulator, const ScalarSystemFunction &output, double final_time, RandomGenerator *generator)
 Run a deterministic simulation of a (stochastic) System using the generator to instantiate all "random" quantities. More...
 
std::vector< RandomSimulationResultMonteCarloSimulation (const SimulatorFactory &make_simulator, const ScalarSystemFunction &output, double final_time, int num_samples, RandomGenerator *generator=nullptr)
 Generate samples of a scalar random variable output by running many random simulations drawn from independent samples of the distributions governing the stochastic simulation. More...
 

Typedef Documentation

◆ ScalarSystemFunction

typedef std::function<double(const System<double>& system, const Context<double>& context)> ScalarSystemFunction

◆ SimulatorFactory

typedef std::function<std::unique_ptr<Simulator<double> > RandomGenerator* generator)> SimulatorFactory