Bayes++ Bayesian Filtering Classes  Release 2014.5 - Copyright (c) 2003,2004,2005,2006,2011,2012,2014 Michael Stevens
Public Member Functions | List of all members
Bayesian_filter::Filter_scheme< SIR_scheme > Struct Template Reference

#include <schemeFlt.hpp>

Inheritance diagram for Bayesian_filter::Filter_scheme< SIR_scheme >:
Bayesian_filter::SIR_scheme Bayesian_filter::Sample_filter Bayesian_filter::Likelihood_filter Bayesian_filter::Functional_filter Bayesian_filter::Sample_state_filter Bayesian_filter::Bayes_filter_base Bayesian_filter::Bayes_filter_base Bayesian_filter::Bayes_filter_base Bayesian_filter::Bayes_base Bayesian_filter::Bayes_base Bayesian_filter::Bayes_base

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_schemeoperator= (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_randomrandom
 
- 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
 

Constructor & Destructor Documentation

Bayesian_filter::Filter_scheme< SIR_scheme >::Filter_scheme ( std::size_t  x_size,
std::size_t  s_size,
SIR_random random_helper 
)
inline

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