#include <SIRFlt.hpp>
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 () |
| Float | update_resample () |
| 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
◆ SIR_kalman_scheme()
| 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
◆ 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.
◆ roughen()
|
inlinevirtual |
Reimplemented from Bayesian_filter::SIR_scheme.
References roughen_correlated(), Bayesian_filter::SIR_scheme::rougheningK, and Bayesian_filter::Sample_state_filter::S.
◆ roughen_correlated()
|
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.
Referenced by roughen().
◆ update()
|
inlinevirtual |
Implements Bayesian_filter::Kalman_state_filter.
References Bayesian_filter::SIR_scheme::update_resample().
◆ update_resample() [1/2]
|
inlinevirtual |
Implements Bayesian_filter::Sample_state_filter.
References Bayesian_filter::SIR_scheme::update_resample().
◆ update_resample() [2/2]
|
virtual |
Reimplemented from Bayesian_filter::SIR_scheme.
References Bayesian_filter::SIR_scheme::update_resample(), and update_statistics().
◆ 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
◆ roughen_model
|
protected |
Referenced by init(), and roughen_correlated().
The documentation for this class was generated from the following files:
