Bayesian Filtering Library
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Class representing a particle backward filter. More...
#include <particlesmoother.h>
Public Member Functions | |
ParticleSmoother (MCPdf< StateVar > *prior) | |
Constructor. | |
virtual | ~ParticleSmoother () |
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) |
Actual implementation of Update, varies along filters. More... | |
virtual void | SysUpdate (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post) |
Protected Attributes | |
vector< WeightedSample < StateVar > > | _old_samples |
While updating store list of old samples. | |
vector< WeightedSample < StateVar > > | _new_samples |
While updating store list of new samples. | |
vector< WeightedSample < StateVar > > | _filtered_samples |
While updating store list of filtered samples. | |
vector< WeightedSample < StateVar > >::iterator | _os_it |
Iterator for old list of samples. | |
vector< WeightedSample < StateVar > >::iterator | _ns_it |
Iterator for new list of samples. | |
vector< WeightedSample < StateVar > >::iterator | _fs_it |
Iterator for list of filtered samples. | |
Pdf< StateVar > * | _prior |
prior Pdf | |
Pdf< StateVar > * | _post |
Pointer to the Posterior Pdf. More... | |
int | _timestep |
Represents the current timestep of the filter. | |
Class representing a particle backward filter.
Definition at line 50 of file particlesmoother.h.
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virtualinherited |
Get Posterior density.
Get the current Posterior density
Definition at line 65 of file backwardfilter.h.
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inherited |
Get current time.
Get the current time of the filter
Definition at line 46 of file backwardfilter.h.
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virtualinherited |
Full Update (system with inputs)
@param sysmodel pointer to the system model to use for update @param u input to the system
filtered_post | filtered posterior |
Definition at line 52 of file backwardfilter.h.
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virtualinherited |
Full Update (system without inputs)
@param sysmodel pointer to the system model to use for update
filtered_post | filtered posterior |
Definition at line 58 of file backwardfilter.h.
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protectedvirtual |
Actual implementation of Update, varies along filters.
@param sysmodel pointer to the used system model @param u input param for proposal density
filtered_post | is the posterior obtained by filtering of the timestep you want to smooth |
Implements BackwardFilter< StateVar >.
Definition at line 45 of file particlesmoother.h.
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protectedinherited |
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.