Bayesian_filter::SIR_kalman_scheme Class Reference

#include <SIRFlt.hpp>

Inheritance diagram for Bayesian_filter::SIR_kalman_scheme:

Public Member Functions
	SIR_kalman_scheme (std::size_t x_size, std::size_t s_size, SIR_random &random_helper)
void	init ()
void	update ()
Float	update_resample ()
Float	update_resample (const Importance_resampler &resampler)
void	update_statistics ()
void	roughen ()
Public Member Functions inherited from Bayesian_filter::SIR_scheme
	SIR_scheme (std::size_t x_size, std::size_t s_size, SIR_random &random_helper)
SIR_scheme &	operator= (const SIR_scheme &)
void	init_S ()
void	predict (Functional_predict_model &f)
void	predict (Sampled_predict_model &f)
void	observe (Likelihood_observe_model &h, const FM::Vec &z)
void	observe_likelihood (const FM::Vec &lw)
Public Member Functions inherited from Bayesian_filter::Sample_filter
	Sample_filter (std::size_t x_size, std::size_t s_size)
Public Member Functions inherited from Bayesian_filter::Bayes_base
virtual	~Bayes_base ()=0
Public Member Functions inherited from Bayesian_filter::Sample_state_filter
	Sample_state_filter (std::size_t x_size, std::size_t s_size)
	~Sample_state_filter ()=0
void	init_sample (const FM::ColMatrix &initS)
std::size_t	unique_samples () const
Public Member Functions inherited from Bayesian_filter::Kalman_state_filter
	Kalman_state_filter (std::size_t x_size)
void	init_kalman (const FM::Vec &x, const FM::SymMatrix &X)
Public Member Functions inherited from Bayesian_filter::State_filter
	State_filter (std::size_t x_size)

Protected Member Functions
void	roughen_correlated (FM::ColMatrix &P, Float K)
Protected Member Functions inherited from Bayesian_filter::SIR_scheme
void	roughen_minmax (FM::ColMatrix &P, Float K) const

Protected Attributes
Sampled_LiAd_predict_model	roughen_model
Protected Attributes inherited from Bayesian_filter::SIR_scheme
Importance_resampler::Resamples_t	resamples
FM::DenseVec	wir
bool	wir_update

Additional Inherited Members
Public Types inherited from Bayesian_filter::Bayes_base
typedef Bayesian_filter_matrix::Float	Float
Static Public Member Functions inherited from Bayesian_filter::SIR_scheme
static void	copy_resamples (FM::ColMatrix &P, const Importance_resampler::Resamples_t &presamples)
Static Public Member Functions inherited from Bayesian_filter::Bayes_base
static void	error (const Numeric_exception &a)
static void	error (const Logic_exception &a)
Public Attributes inherited from Bayesian_filter::SIR_scheme
std::size_t	stochastic_samples
Float	rougheningK
SIR_random &	random
Public Attributes inherited from Bayesian_filter::Sample_state_filter
FM::ColMatrix	S
Public Attributes inherited from Bayesian_filter::Kalman_state_filter
FM::SymMatrix	X
Numerical_rcond	rclimit
Public Attributes inherited from Bayesian_filter::State_filter
FM::Vec	x

Constructor & Destructor Documentation

Bayesian_filter::SIR_kalman_scheme::SIR_kalman_scheme	(	std::size_t	x_size,
		std::size_t	s_size,
		SIR_random &	random_helper
	)

Member Function Documentation

void Bayesian_filter::SIR_kalman_scheme::init ( )

virtual

Implements Bayesian_filter::Kalman_state_filter.

References Bayesian_filter::Numerical_rcond::check_PSD(), Bayesian_filter::Linrz_predict_model::Fx, Bayesian_filter::Additive_predict_model::G, Bayesian_filter_matrix::identity(), Bayesian_filter::Sampled_general_predict_model< Predict_model >::init_GqG(), Bayesian_filter::SIR_scheme::init_S(), Bayesian_filter_matrix::noalias(), Bayesian_filter::SIR_scheme::predict(), Bayesian_filter::Additive_predict_model::q, Bayesian_filter::Kalman_state_filter::rclimit, roughen_model, Bayesian_filter::Sample_state_filter::S, Bayesian_filter_matrix::UdUfactor(), Bayesian_filter_matrix::UdUseperate(), Bayesian_filter::State_filter::x, and Bayesian_filter::Kalman_state_filter::X.

void Bayesian_filter::SIR_kalman_scheme::roughen ( )

inlinevirtual

Reimplemented from Bayesian_filter::SIR_scheme.

void Bayesian_filter::SIR_kalman_scheme::roughen_correlated ( FM::ColMatrix &  P, Float  K  )

protected

References Bayesian_filter::Numerical_rcond::check_PSD(), Bayesian_filter::Linrz_predict_model::Fx, Bayesian_filter::Additive_predict_model::G, Bayesian_filter_matrix::identity(), Bayesian_filter::Sampled_general_predict_model< Predict_model >::init_GqG(), Bayesian_filter::SIR_scheme::predict(), Bayesian_filter::Additive_predict_model::q, Bayesian_filter::Kalman_state_filter::rclimit, roughen_model, Bayesian_filter_matrix::UdUfactor(), Bayesian_filter_matrix::UdUseperate(), update_statistics(), and Bayesian_filter::Kalman_state_filter::X.

void Bayesian_filter::SIR_kalman_scheme::update ( )

inlinevirtual

Implements Bayesian_filter::Kalman_state_filter.

References Bayesian_filter::SIR_scheme::update_resample().

Float Bayesian_filter::SIR_kalman_scheme::update_resample ( )

inlinevirtual

Reimplemented from Bayesian_filter::SIR_scheme.

References Bayesian_filter::SIR_scheme::update_resample().

Bayes_base::Float Bayesian_filter::SIR_kalman_scheme::update_resample ( const Importance_resampler &  resampler )

virtual

Reimplemented from Bayesian_filter::SIR_scheme.

References Bayesian_filter::SIR_scheme::update_resample(), and update_statistics().

void Bayesian_filter::SIR_kalman_scheme::update_statistics

(

)

References Bayesian_filter::Sample_state_filter::S, Bayesian_filter::State_filter::x, and Bayesian_filter::Kalman_state_filter::X.

Referenced by roughen_correlated(), and update_resample().

Member Data Documentation

Sampled_LiAd_predict_model Bayesian_filter::SIR_kalman_scheme::roughen_model

protected

Referenced by init(), and roughen_correlated().

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

• SIRFlt.hpp
• SIRFlt.cpp