PF Class Reference

A Particle Filter prototype. More...

#include <libPF.h>

Inheritance diagram for PF:

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Collaboration diagram for PF:

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List of all members.

Public Member Functions
ivec	resample (RESAMPLING_METHOD method=SYSTEMATIC)
	Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.).
	PF (vec w)
void	bayes (const vec &dt, bool evell)
	Incremental Bayes rule.
Protected Attributes
int	n
vec	w
Uniform_RNG	URNG

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Detailed Description

A Particle Filter prototype.

Bayesian Filtering equations hold.

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Member Function Documentation

void PF::bayes	(	const vec &	dt,
		bool	evall
	)			[inline, virtual]

Incremental Bayes rule.

Parameters:

	dt	vector of input data
	evall	If true, the filter will compute likelihood of the data record and store it in ll

Implements BM.

Reimplemented in TrivialPF.

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

• work/mixpp/bdm/estim/libPF.h
• work/mixpp/bdm/estim/libPF.cpp

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