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[8]1<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
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3<title>mixpp: PF Class Reference</title>
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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>
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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>
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[32]23<h1>PF Class Reference</h1><!-- doxytag: class="PF" --><!-- doxytag: inherits="BM" -->Trivial particle filter with proposal density equal to parameter evolution model. 
[8]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 PF:</div>
30<div class="dynsection">
[19]31<p><center><img src="classPF__inherit__graph.png" border="0" usemap="#PF__inherit__map" alt="Inheritance graph"></center>
32<map name="PF__inherit__map">
[32]33<area shape="rect" href="classMPF.html" title="Marginalized Particle filter." alt="" coords="5,161,120,188"><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>
[19]34<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
35<div class="dynheader">
36Collaboration diagram for PF:</div>
37<div class="dynsection">
38<p><center><img src="classPF__coll__graph.png" border="0" usemap="#PF__coll__map" alt="Collaboration graph"></center>
39<map name="PF__coll__map">
[33]40<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="72,7,109,33"><area shape="rect" title="rv" alt="" coords="72,31,80,39"><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="64,215,120,241"><area shape="rect" title="rv\nrvc" alt="" coords="87,31,95,39"><area shape="rect" title="rv\nrvc" alt="" coords="88,211,96,219"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="135,105,185,132"><area shape="rect" title="rv" alt="" coords="97,31,105,39"><area shape="rect" title="rv" alt="" coords="147,101,155,109"><area shape="rect" title="obs\npar" alt="" coords="88,239,96,247"><area shape="rect" title="obs\npar" alt="" coords="88,323,96,331"><area shape="rect" title="ep" alt="" coords="147,129,155,137"><area shape="rect" title="ep" alt="" coords="96,211,104,219"><area shape="rect" href="classeEmp.html" title="Weighted empirical density." alt="" coords="144,215,203,241"><area shape="rect" title="est" alt="" coords="159,239,167,247"><area shape="rect" title="est" alt="" coords="97,323,105,331"></map>
[19]41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
[8]42
43<p>
44<a href="classPF-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="e99f0d866721405dd281e315ecb690aa"></a><!-- doxytag: member="PF::PF" ref="e99f0d866721405dd281e315ecb690aa" args="(const RV &amp;rv0, mpdf &amp;par0, mpdf &amp;obs0, int n0)" -->
48&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#e99f0d866721405dd281e315ecb690aa">PF</a> (const <a class="el" href="classRV.html">RV</a> &amp;rv0, <a class="el" href="classmpdf.html">mpdf</a> &amp;par0, <a class="el" href="classmpdf.html">mpdf</a> &amp;obs0, int n0)</td></tr>
[8]49
[33]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"><a class="anchor" name="04d38fbcc0348b558212f530d9ec183e"></a><!-- doxytag: member="PF::set_est" ref="04d38fbcc0348b558212f530d9ec183e" args="(const epdf &amp;epdf0)" -->
52void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#04d38fbcc0348b558212f530d9ec183e">set_est</a> (const <a class="el" href="classepdf.html">epdf</a> &amp;epdf0)</td></tr>
[19]53
[33]54<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Set posterior density by sampling from epdf0. <br></td></tr>
[32]55<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">bayes</a> (const vec &amp;dt)</td></tr>
[19]56
[32]57<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#64f636bbd63bea9efd778214e6b631d3"></a><br></td></tr>
[28]58<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="PF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
59void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
60
61<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
[32]62<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3dc45554556926bde996a267636abe55"></a><!-- doxytag: member="PF::_epdf" ref="3dc45554556926bde996a267636abe55" args="()=0" -->
63virtual <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">_epdf</a> ()=0</td></tr>
[28]64
65<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]66<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="126bd2595c48e311fc2a7ab72876092a"></a><!-- doxytag: member="PF::_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="PF::_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="PF::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="PF::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="PF::_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="PF::_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="PF::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="PF::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="PF::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>
[28]103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="PF::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="PF::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>
[8]111</table>
112<hr><a name="_details"></a><h2>Detailed Description</h2>
[32]113Trivial particle filter with proposal density equal to parameter evolution model.
[8]114<p>
[32]115Posterior density is represented by a weighted empirical density (<code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> ). <hr><h2>Member Function Documentation</h2>
116<a class="anchor" name="64f636bbd63bea9efd778214e6b631d3"></a><!-- doxytag: member="PF::bayes" ref="64f636bbd63bea9efd778214e6b631d3" args="(const vec &amp;dt)" -->
[19]117<div class="memitem">
118<div class="memproto">
119      <table class="memname">
120        <tr>
[32]121          <td class="memname">void PF::bayes           </td>
[19]122          <td>(</td>
123          <td class="paramtype">const vec &amp;&nbsp;</td>
[28]124          <td class="paramname"> <em>dt</em>          </td>
125          <td>&nbsp;)&nbsp;</td>
[32]126          <td width="100%"><code> [virtual]</code></td>
[19]127        </tr>
128      </table>
129</div>
130<div class="memdoc">
131
132<p>
133Incremental Bayes rule.
134<p>
135<dl compact><dt><b>Parameters:</b></dt><dd>
136  <table border="0" cellspacing="2" cellpadding="0">
137    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
138  </table>
139</dl>
140
[32]141<p>Implements <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>.</p>
142
143<p>Reimplemented in <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF&lt; BM_T &gt;</a>.</p>
144
[19]145</div>
146</div><p>
147<hr>The documentation for this class was generated from the following files:<ul>
148<li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a><li>work/mixpp/bdm/estim/libPF.cpp</ul>
[79]149<hr size="1"><address style="text-align: right;"><small>Generated on Fri Apr 18 11:15:22 2008 for mixpp by&nbsp;
[8]150<a href="http://www.doxygen.org/index.html">
151<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
152</body>
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