Virtual Baseclass representing all bayesian backward filters. More...
#include <backwardfilter.h>
Public Member Functions | |
| BackwardFilter (Pdf< StateVar > *prior) | |
| Constructor. More... | |
| BackwardFilter (const BackwardFilter< StateVar > &filt) | |
| copy constructor | |
| virtual | ~BackwardFilter () |
| destructor | |
| virtual void | Reset (Pdf< StateVar > *prior) |
| Reset Filter. | |
| virtual bool | Update (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post) |
| Full Update (system with inputs) More... | |
| virtual bool | Update (SystemModel< StateVar > *const sysmodel, Pdf< StateVar > *const filtered_post) |
| Full Update (system without inputs) More... | |
| virtual Pdf< StateVar > * | PostGet () |
| Get Posterior density. More... | |
| int | TimeStepGet () const |
| Get current time. More... | |
Protected Member Functions | |
| virtual bool | UpdateInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)=0 |
| Actual implementation of Update, varies along filters. More... | |
Protected Attributes | |
| Pdf< StateVar > * | _prior |
| prior Pdf | |
| Pdf< StateVar > * | _post |
| Pointer to the Posterior Pdf. More... | |
| int | _timestep |
| Represents the current timestep of the filter. | |
Detailed Description
template<typename StateVar>
class BFL::BackwardFilter< StateVar >
Virtual Baseclass representing all bayesian backward filters.
This is the virtual baseclass representing all simularities between Bayesian backward filters. One class of smoothers corresponds to a forward pass (with a classical Bayesian filter) and a backward pass (with a backward Bayesian filter) The backward filters related with these smoothers are related to a System Model (they don't need a measurement model!(for as far I see now))
This class is the base class for a rauch tung striebel backward filter, a backward particle filters, ...
- See Also
- Pdf SystemModel ConditionalPdf
StateVar represents the form of the states and inputs
Definition at line 59 of file backwardfilter.h.
Constructor & Destructor Documentation
| BackwardFilter | ( | Pdf< SVar > * | prior | ) |
Constructor.
- Precondition
- you created the prior
- Parameters
-
prior pointer to the prior Pdf
Definition at line 26 of file backwardfilter.h.
Member Function Documentation
|
virtual |
Get Posterior density.
Get the current Posterior density
- Returns
- a pointer to the current posterior
Definition at line 65 of file backwardfilter.h.
| int TimeStepGet | ( | ) | const |
Get current time.
Get the current time of the filter
- Returns
- the current timestep
Definition at line 46 of file backwardfilter.h.
|
virtual |
Full Update (system with inputs)
@param sysmodel pointer to the system model to use for update @param u input to the system
- Parameters
-
filtered_post filtered posterior
Definition at line 52 of file backwardfilter.h.
|
virtual |
Full Update (system without inputs)
@param sysmodel pointer to the system model to use for update
- Parameters
-
filtered_post filtered posterior
Definition at line 58 of file backwardfilter.h.
|
protectedpure virtual |
Actual implementation of Update, varies along filters.
@param sysmodel pointer to the used system model @param u input param for proposal density
- Parameters
-
filtered_post is the posterior obtained by filtering of the timestep you want to smooth
Implemented in ParticleSmoother< StateVar >.
Member Data Documentation
|
protected |
Pointer to the Posterior Pdf.
The Posterior Pdf represents the subjective belief of the person applying the filter AFTER processing a backwards step.
Definition at line 69 of file backwardfilter.h.
The documentation for this class was generated from the following files:
