Bayesian Filtering Library  Generated from SVN r
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
BackwardFilter< StateVar > Class Template Referenceabstract

Virtual Baseclass representing all bayesian backward filters. More...

#include <backwardfilter.h>

Inheritance diagram for BackwardFilter< StateVar >:
ParticleSmoother< StateVar >

Public Member Functions

 BackwardFilter (Pdf< StateVar > *prior)
 Constructor. More...
 
 BackwardFilter (const BackwardFilter< StateVar > &filt)
 copy constructor
 
virtual ~BackwardFilter ()
 destructor
 
virtual void Reset (Pdf< StateVar > *prior)
 Reset Filter.
 
virtual bool Update (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)
 Full Update (system with inputs) More...
 
virtual bool Update (SystemModel< StateVar > *const sysmodel, Pdf< StateVar > *const filtered_post)
 Full Update (system without inputs) More...
 
virtual Pdf< StateVar > * PostGet ()
 Get Posterior density. More...
 
int TimeStepGet () const
 Get current time. More...
 

Protected Member Functions

virtual bool UpdateInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)=0
 Actual implementation of Update, varies along filters. More...
 

Protected Attributes

Pdf< StateVar > * _prior
 prior Pdf
 
Pdf< StateVar > * _post
 Pointer to the Posterior Pdf. More...
 
int _timestep
 Represents the current timestep of the filter.
 

Detailed Description

template<typename StateVar>
class BFL::BackwardFilter< StateVar >

Virtual Baseclass representing all bayesian backward filters.

This is the virtual baseclass representing all simularities between Bayesian backward filters. One class of smoothers corresponds to a forward pass (with a classical Bayesian filter) and a backward pass (with a backward Bayesian filter) The backward filters related with these smoothers are related to a System Model (they don't need a measurement model!(for as far I see now))

This class is the base class for a rauch tung striebel backward filter, a backward particle filters, ...

See Also
Pdf SystemModel ConditionalPdf

StateVar represents the form of the states and inputs

Definition at line 59 of file backwardfilter.h.

Constructor & Destructor Documentation

BackwardFilter ( Pdf< SVar > *  prior)

Constructor.

Precondition
you created the prior
Parameters
priorpointer to the prior Pdf

Definition at line 26 of file backwardfilter.h.

Member Function Documentation

Pdf< SVar > * PostGet ( )
virtual

Get Posterior density.

Get the current Posterior density

Returns
a pointer to the current posterior

Definition at line 65 of file backwardfilter.h.

int TimeStepGet ( ) const

Get current time.

Get the current time of the filter

Returns
the current timestep

Definition at line 46 of file backwardfilter.h.

bool Update ( SystemModel< SVar > *const  sysmodel,
const SVar &  u,
Pdf< SVar > *const  filtered_post 
)
virtual

Full Update (system with inputs)

@param sysmodel pointer to the system model to use for update
@param u input to the system
Parameters
filtered_postfiltered posterior

Definition at line 52 of file backwardfilter.h.

bool Update ( SystemModel< SVar > *const  sysmodel,
Pdf< SVar > *const  filtered_post 
)
virtual

Full Update (system without inputs)

@param sysmodel pointer to the system model to use for
update
Parameters
filtered_postfiltered posterior

Definition at line 58 of file backwardfilter.h.

virtual bool UpdateInternal ( SystemModel< StateVar > *const  sysmodel,
const StateVar &  u,
Pdf< StateVar > *const  filtered_post 
)
protectedpure virtual

Actual implementation of Update, varies along filters.

@param sysmodel pointer to the used system model
@param u input param for proposal density
Parameters
filtered_postis the posterior obtained by filtering of the timestep you want to smooth

Implemented in ParticleSmoother< StateVar >.

Member Data Documentation

Pdf<StateVar>* _post
protected

Pointer to the Posterior Pdf.

The Posterior Pdf represents the subjective belief of the person applying the filter AFTER processing a backwards step.

Definition at line 69 of file backwardfilter.h.


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