ParticleSmoother< StateVar > Class Template Reference

Class representing a particle backward filter. More...

#include <particlesmoother.h>

Inheritance diagram for ParticleSmoother< StateVar >:

Public Member Functions
	ParticleSmoother (MCPdf< StateVar > *prior)
	Constructor.
virtual	~ParticleSmoother ()
	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)
	Actual implementation of Update, varies along filters. More...
virtual void	SysUpdate (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)

Protected Attributes
vector< WeightedSample < StateVar > >	_old_samples
	While updating store list of old samples.
vector< WeightedSample < StateVar > >	_new_samples
	While updating store list of new samples.
vector< WeightedSample < StateVar > >	_filtered_samples
	While updating store list of filtered samples.
vector< WeightedSample < StateVar > >::iterator	_os_it
	Iterator for old list of samples.
vector< WeightedSample < StateVar > >::iterator	_ns_it
	Iterator for new list of samples.
vector< WeightedSample < StateVar > >::iterator	_fs_it
	Iterator for list of filtered samples.
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::ParticleSmoother< StateVar >

Class representing a particle backward filter.

Definition at line 50 of file particlesmoother.h.

Member Function Documentation

Pdf< SVar > * PostGet ( )

virtualinherited

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

inherited

Get current time.

Get the current time of the filter

Returns

the current timestep

Definition at line 46 of file backwardfilter.h.

bool Update ( SystemModel< SVar > *const  sysmodel, const SVar &  u, Pdf< SVar > *const  filtered_post  )

virtualinherited

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.

bool Update ( SystemModel< SVar > *const  sysmodel, Pdf< SVar > *const  filtered_post  )

virtualinherited

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.

bool UpdateInternal ( SystemModel< StateVar > *const  sysmodel, const StateVar &  u, Pdf< StateVar > *const  filtered_post  )

protectedvirtual

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

Implements BackwardFilter< StateVar >.

Definition at line 45 of file particlesmoother.h.

Member Data Documentation

Pdf<StateVar>* _post

protectedinherited

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.

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

• particlesmoother.h