Bayes++ Bayesian Filtering Classes
Release 2014.5 - Copyright (c) 2003,2004,2005,2006,2011,2012,2014 Michael Stevens
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#include <schemeFlt.hpp>
Public Member Functions | |
Filter_scheme (std::size_t x_size, std::size_t s_size, SIR_random &random_helper) | |
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 () |
Float | update_resample () |
virtual Float | update_resample (const Importance_resampler &resampler) |
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) |
virtual void | roughen () |
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 |
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 |
Protected Member Functions inherited from Bayesian_filter::SIR_scheme | |
void | roughen_minmax (FM::ColMatrix &P, Float K) const |
Protected Attributes inherited from Bayesian_filter::SIR_scheme | |
Importance_resampler::Resamples_t | resamples |
FM::DenseVec | wir |
bool | wir_update |
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inline |