Bayesian_filter::SIR_scheme Class Reference

#include <SIRFlt.hpp>

Inheritance diagram for Bayesian_filter::SIR_scheme:

Public Member Functions
	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

Static Public Member Functions
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
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
void	roughen_minmax (FM::ColMatrix &P, Float K) const

Protected Attributes
Importance_resampler::Resamples_t	resamples
FM::DenseVec	wir
bool	wir_update

Friends
class	SIR_kalman_scheme

Additional Inherited Members
Public Types inherited from Bayesian_filter::Bayes_base
typedef Bayesian_filter_matrix::Float	Float

Constructor & Destructor Documentation

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

References rougheningK.

Member Function Documentation

void Bayesian_filter::SIR_scheme::copy_resamples ( FM::ColMatrix &  P, const Importance_resampler::Resamples_t &  presamples  )

static

References Bayesian_filter_matrix::noalias().

Referenced by update_resample().

void Bayesian_filter::SIR_scheme::init_S ( )

virtual

Implements Bayesian_filter::Sample_state_filter.

References Bayesian_filter::Sample_state_filter::S, stochastic_samples, wir, and wir_update.

Referenced by Bayesian_filter::SIR_kalman_scheme::init().

void Bayesian_filter::SIR_scheme::observe ( Likelihood_observe_model &  h, const FM::Vec &  z  )

virtual

Implements Bayesian_filter::Sample_filter.

References Bayesian_filter::Likelihood_observe_model::L(), Bayesian_filter::Likelihood_observe_model::Lz(), Bayesian_filter::Sample_state_filter::S, wir, and wir_update.

void Bayesian_filter::SIR_scheme::observe_likelihood ( const FM::Vec &  lw )

virtual

Implements Bayesian_filter::Sample_filter.

References wir, and wir_update.

SIR_scheme & Bayesian_filter::SIR_scheme::operator=

(

const SIR_scheme &

a

)

References stochastic_samples, and wir_update.

void Bayesian_filter::SIR_scheme::predict ( Functional_predict_model &  f )

inlinevirtual

Reimplemented from Bayesian_filter::Sample_filter.

References Bayesian_filter::Sample_filter::predict().

Referenced by Bayesian_filter::SIR_kalman_scheme::init(), and Bayesian_filter::SIR_kalman_scheme::roughen_correlated().

void Bayesian_filter::SIR_scheme::predict ( Sampled_predict_model &  f )

virtual

Implements Bayesian_filter::Sample_filter.

References Bayesian_filter::Sampled_predict_model::fw(), Bayesian_filter_matrix::noalias(), Bayesian_filter::Sample_state_filter::S, and stochastic_samples.

virtual void Bayesian_filter::SIR_scheme::roughen ( )

inlinevirtual

Reimplemented in Bayesian_filter::SIR_kalman_scheme.

Referenced by update_resample().

void Bayesian_filter::SIR_scheme::roughen_minmax ( FM::ColMatrix &  P, Float  K  ) const

protected

References Bayesian_filter_matrix::noalias(), Bayesian_filter::SIR_random::normal(), and random.

Float Bayesian_filter::SIR_scheme::update_resample ( )

inlinevirtual

Implements Bayesian_filter::Sample_state_filter.

Reimplemented in Bayesian_filter::SIR_kalman_scheme.

Referenced by Bayesian_filter::SIR_kalman_scheme::update(), and Bayesian_filter::SIR_kalman_scheme::update_resample().

SIR_scheme::Float Bayesian_filter::SIR_scheme::update_resample ( const Importance_resampler &  resampler )

virtual

Reimplemented in Bayesian_filter::SIR_kalman_scheme.

References copy_resamples(), random, Bayesian_filter::Importance_resampler::resample(), resamples, roughen(), Bayesian_filter::Sample_state_filter::S, stochastic_samples, wir, and wir_update.

Friends And Related Function Documentation

friend class SIR_kalman_scheme

friend

Member Data Documentation

SIR_random& Bayesian_filter::SIR_scheme::random

Referenced by roughen_minmax(), and update_resample().

Importance_resampler::Resamples_t Bayesian_filter::SIR_scheme::resamples

protected

Referenced by update_resample().

Float Bayesian_filter::SIR_scheme::rougheningK

Referenced by SIR_scheme().

std::size_t Bayesian_filter::SIR_scheme::stochastic_samples

Referenced by init_S(), operator=(), predict(), and update_resample().

FM::DenseVec Bayesian_filter::SIR_scheme::wir

protected

Referenced by init_S(), observe(), observe_likelihood(), and update_resample().

bool Bayesian_filter::SIR_scheme::wir_update

protected

Referenced by init_S(), observe(), observe_likelihood(), operator=(), and update_resample().

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

• SIRFlt.hpp
• SIRFlt.cpp