root/doc/html/classMPF.html @ 37

Revision 37, 14.9 kB (checked in by smidl, 17 years ago)

Matrix in Cholesky decomposition, Square-root Kalman and many bug fixes

RevLine 
[32]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2<html><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
3<title>mixpp: MPF&lt; BM_T &gt; Class Template Reference</title>
4<link href="doxygen.css" rel="stylesheet" type="text/css">
5<link href="tabs.css" rel="stylesheet" type="text/css">
6</head><body>
7<!-- Generated by Doxygen 1.5.3 -->
8<div class="tabs">
9  <ul>
10    <li><a href="index.html"><span>Main&nbsp;Page</span></a></li>
11    <li class="current"><a href="annotated.html"><span>Classes</span></a></li>
12    <li><a href="files.html"><span>Files</span></a></li>
13    <li><a href="pages.html"><span>Related&nbsp;Pages</span></a></li>
14  </ul>
15</div>
16<div class="tabs">
17  <ul>
18    <li><a href="annotated.html"><span>Class&nbsp;List</span></a></li>
19    <li><a href="hierarchy.html"><span>Class&nbsp;Hierarchy</span></a></li>
20    <li><a href="functions.html"><span>Class&nbsp;Members</span></a></li>
21  </ul>
22</div>
23<h1>MPF&lt; BM_T &gt; Class Template Reference</h1><!-- doxytag: class="MPF" --><!-- doxytag: inherits="PF" -->Marginalized Particle filter. 
24<a href="#_details">More...</a>
25<p>
26<code>#include &lt;<a class="el" href="libPF_8h-source.html">libPF.h</a>&gt;</code>
27<p>
28<div class="dynheader">
29Inheritance diagram for MPF&lt; BM_T &gt;:</div>
30<div class="dynsection">
31<p><center><img src="classMPF__inherit__graph.png" border="0" usemap="#MPF_3_01BM__T_01_4__inherit__map" alt="Inheritance graph"></center>
32<map name="MPF_3_01BM__T_01_4__inherit__map">
33<area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="44,84,81,111"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="41,7,84,33"></map>
34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for MPF&lt; BM_T &gt;:</div>
37<div class="dynsection">
38<p><center><img src="classMPF__coll__graph.png" border="0" usemap="#MPF_3_01BM__T_01_4__coll__map" alt="Collaboration graph"></center>
39<map name="MPF_3_01BM__T_01_4__coll__map">
[33]40<area shape="rect" href="classPF.html" title="Trivial particle filter with proposal density equal to parameter evolution model..." alt="" coords="72,327,109,353"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,161,48,188"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="69,7,107,33"><area shape="rect" title="rv" alt="" coords="69,31,77,39"><area shape="rect" title="rv" alt="" coords="24,157,32,165"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="63,215,119,241"><area shape="rect" title="rv\nrvc" alt="" coords="84,31,92,39"><area shape="rect" title="rv\nrvc" alt="" coords="87,211,95,219"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="132,105,183,132"><area shape="rect" title="rv" alt="" coords="95,31,103,39"><area shape="rect" title="rv" alt="" coords="144,101,152,109"><area shape="rect" title="obs\npar" alt="" coords="87,239,95,247"><area shape="rect" title="obs\npar" alt="" coords="87,323,95,331"><area shape="rect" title="ep" alt="" coords="144,129,152,137"><area shape="rect" title="ep" alt="" coords="95,211,103,219"><area shape="rect" href="classeEmp.html" title="Weighted empirical density." alt="" coords="143,215,201,241"><area shape="rect" title="est" alt="" coords="157,239,165,247"><area shape="rect" title="est" alt="" coords="96,323,104,331"><area shape="rect" title="Bms" alt="" coords="153,351,161,359"><area shape="rect" title="Bms" alt="" coords="137,419,145,427"></map>
[32]41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
42
43<p>
44<a href="classMPF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
45<tr><td></td></tr>
46<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
[33]47<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc5e11e11eec3195e3c6503937bf02bd"></a><!-- doxytag: member="MPF::MPF" ref="fc5e11e11eec3195e3c6503937bf02bd" args="(const RV &amp;rvlin, const RV &amp;rvpf, mpdf &amp;par0, mpdf &amp;obs0, int n, const BM_T &amp;BMcond0)" -->
48&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#fc5e11e11eec3195e3c6503937bf02bd">MPF</a> (const <a class="el" href="classRV.html">RV</a> &amp;rvlin, const <a class="el" href="classRV.html">RV</a> &amp;rvpf, <a class="el" href="classmpdf.html">mpdf</a> &amp;par0, <a class="el" href="classmpdf.html">mpdf</a> &amp;obs0, int <a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">n</a>, const BM_T &amp;BMcond0)</td></tr>
[32]49
50<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Default constructor. <br></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">bayes</a> (const vec &amp;dt)</td></tr>
52
53<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#55daf8e4b6553dd9f47c692de7931623"></a><br></td></tr>
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="549e08268a46a250f21a33d06f19276a"></a><!-- doxytag: member="MPF::_epdf" ref="549e08268a46a250f21a33d06f19276a" args="()" -->
55<a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#549e08268a46a250f21a33d06f19276a">_epdf</a> ()</td></tr>
56
57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr>
[33]58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7c66e1c1c0e45fc4ae765133cb3a1553"></a><!-- doxytag: member="MPF::set_est" ref="7c66e1c1c0e45fc4ae765133cb3a1553" args="(const epdf &amp;epdf0)" -->
59void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classMPF.html#7c66e1c1c0e45fc4ae765133cb3a1553">set_est</a> (const <a class="el" href="classepdf.html">epdf</a> &amp;epdf0)</td></tr>
[32]60
[33]61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set postrior of <code>rvc</code> to samples from epdf0. Statistics of Bms are not re-computed! Use only for initialization! <br></td></tr>
[32]62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="MPF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
63void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
64
65<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
[33]66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="MPF::_rv" ref="126bd2595c48e311fc2a7ab72876092a" args="() const " -->
67const <a class="el" href="classRV.html">RV</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#126bd2595c48e311fc2a7ab72876092a">_rv</a> () const </td></tr>
68
69<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
70<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87f4a547d2c29180be88175e5eab9c88"></a><!-- doxytag: member="MPF::_ll" ref="87f4a547d2c29180be88175e5eab9c88" args="() const " -->
71double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87f4a547d2c29180be88175e5eab9c88">_ll</a> () const </td></tr>
72
73<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">access function <br></td></tr>
[32]74<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
75<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="MPF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" -->
76int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">n</a></td></tr>
77
78<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br></td></tr>
[33]79<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1a0a09e309da997f63ae8e30d1e9806b"></a><!-- doxytag: member="MPF::est" ref="1a0a09e309da997f63ae8e30d1e9806b" args="" -->
80<a class="el" href="classeEmp.html">eEmp</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#1a0a09e309da997f63ae8e30d1e9806b">est</a></td></tr>
[32]81
82<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr>
[33]83<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5c87aba508df321ff26536ced64dbb3a"></a><!-- doxytag: member="MPF::_w" ref="5c87aba508df321ff26536ced64dbb3a" args="" -->
84vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#5c87aba508df321ff26536ced64dbb3a">_w</a></td></tr>
[32]85
86<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer into <code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
[33]87<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf7dad75e31215780a746c30e71ad9c5"></a><!-- doxytag: member="MPF::_samples" ref="cf7dad75e31215780a746c30e71ad9c5" args="" -->
88Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#cf7dad75e31215780a746c30e71ad9c5">_samples</a></td></tr>
[32]89
90<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer into <code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d92ac103f88f8c21e197e90af5695a09"></a><!-- doxytag: member="MPF::par" ref="d92ac103f88f8c21e197e90af5695a09" args="" -->
92<a class="el" href="classmpdf.html">mpdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">par</a></td></tr>
93
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr>
95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd0a687a4515333d6809147335854e77"></a><!-- doxytag: member="MPF::obs" ref="dd0a687a4515333d6809147335854e77" args="" -->
96<a class="el" href="classmpdf.html">mpdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#dd0a687a4515333d6809147335854e77">obs</a></td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="MPF::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
100<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="MPF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
104double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="MPF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
108bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr>
[33]111<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
112<tr><td class="memItemLeft" nowrap align="right" valign="top">class &nbsp;</td><td class="memItemRight" valign="bottom"><b>mpfepdf</b></td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal class for MPDF providing composition of <a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a> with external components <br></td></tr>
[32]115</table>
116<hr><a name="_details"></a><h2>Detailed Description</h2>
117<h3>template&lt;class BM_T&gt;<br>
118 class MPF&lt; BM_T &gt;</h3>
119
[33]120Marginalized Particle filter.
121<p>
122Trivial version: proposal $=$ parameter evolution, observation model is not used. (it is assumed to be part of <a class="el" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a>). <hr><h2>Member Function Documentation</h2>
[32]123<a class="anchor" name="55daf8e4b6553dd9f47c692de7931623"></a><!-- doxytag: member="MPF::bayes" ref="55daf8e4b6553dd9f47c692de7931623" args="(const vec &amp;dt)" -->
124<div class="memitem">
125<div class="memproto">
126<div class="memtemplate">
127template&lt;class BM_T&gt; </div>
128      <table class="memname">
129        <tr>
130          <td class="memname">void <a class="el" href="classMPF.html">MPF</a>&lt; BM_T &gt;::bayes           </td>
131          <td>(</td>
132          <td class="paramtype">const vec &amp;&nbsp;</td>
133          <td class="paramname"> <em>dt</em>          </td>
134          <td>&nbsp;)&nbsp;</td>
135          <td width="100%"><code> [inline, virtual]</code></td>
136        </tr>
137      </table>
138</div>
139<div class="memdoc">
140
141<p>
142Incremental Bayes rule.
143<p>
144<dl compact><dt><b>Parameters:</b></dt><dd>
145  <table border="0" cellspacing="2" cellpadding="0">
146    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
147  </table>
148</dl>
149
150<p>Reimplemented from <a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">PF</a>.</p>
151
152</div>
153</div><p>
154<hr>The documentation for this class was generated from the following file:<ul>
155<li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a></ul>
[37]156<hr size="1"><address style="text-align: right;"><small>Generated on Wed Mar 12 16:15:53 2008 for mixpp by&nbsp;
[32]157<a href="http://www.doxygen.org/index.html">
158<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
159</body>
160</html>
Note: See TracBrowser for help on using the browser.