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

Class representing a particle backward filter. More...

#include <particlesmoother.h>

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

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.
 

Detailed Description

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

Class representing a particle backward filter.

Definition at line 50 of file particlesmoother.h.

Member Function Documentation

§ PostGet()

Pdf< SVar > * PostGet ( )
virtualinherited

Get Posterior density.

Get the current Posterior density

Returns
a pointer to the current posterior

Definition at line 65 of file backwardfilter.h.

§ TimeStepGet()

int TimeStepGet ( ) const
inherited

Get current time.

Get the current time of the filter

Returns
the current timestep

Definition at line 46 of file backwardfilter.h.

§ Update() [1/2]

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

Full Update (system with inputs)

Parameters
sysmodelpointer to the system model to use for update
uinput to the system
filtered_postfiltered posterior

Definition at line 52 of file backwardfilter.h.

§ Update() [2/2]

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

Full Update (system without inputs)

Parameters
sysmodelpointer to the system model to use for update
filtered_postfiltered posterior

Definition at line 58 of file backwardfilter.h.

§ UpdateInternal()

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

Actual implementation of Update, varies along filters.

Parameters
sysmodelpointer to the used system model
uinput param for proposal density
filtered_postis the posterior obtained by filtering of the timestep you want to smooth

Implements BackwardFilter< StateVar >.

Definition at line 45 of file particlesmoother.h.

Member Data Documentation

§ _post

Pdf<StateVar>* _post
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.


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