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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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7<!-- Generated by Doxygen 1.5.3 -->
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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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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>PF Class Reference</h1><!-- doxytag: class="PF" --><!-- doxytag: inherits="BM" -->A Particle Filter prototype. 
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">
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">
33<area shape="rect" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data..." alt="" coords="5,161,77,188"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="20,7,63,33"></map>
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">
40<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"></map>
41<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
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>
47<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0e26b2f6a5884aca49122f3e4f0cf19"></a><!-- doxytag: member="PF::resample" ref="a0e26b2f6a5884aca49122f3e4f0cf19" args="(RESAMPLING_METHOD method=SYSTEMATIC)" -->
48ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19">resample</a> (RESAMPLING_METHOD method=SYSTEMATIC)</td></tr>
49
50<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.). <br></td></tr>
51<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c37f95f0c1661c7f1e3fccb31d39de73"></a><!-- doxytag: member="PF::PF" ref="c37f95f0c1661c7f1e3fccb31d39de73" args="(vec w)" -->
52&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> (vec w)</td></tr>
53
54<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eb06bd7d4325f22f54233967295793b9"></a><!-- doxytag: member="PF::bayes" ref="eb06bd7d4325f22f54233967295793b9" args="(const vec &amp;dt, bool evell)" -->
55void&nbsp;</td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec &amp;dt, bool evell)</td></tr>
56
57<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr>
58
59<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr>
60<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="PF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
61void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
62
63<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
64<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="PF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" -->
65<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr>
66
67<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>
68<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
69<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="PF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
70double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
71
72<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr>
73<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="PF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" -->
74bool&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr>
75
76<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>
77<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
78<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="PF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" -->
79int&nbsp;</td><td class="memItemRight" valign="bottom"><b>n</b></td></tr>
80
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6bc92f7979af4513b06b161497ba868"></a><!-- doxytag: member="PF::w" ref="f6bc92f7979af4513b06b161497ba868" args="" -->
82vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>w</b></td></tr>
83
84<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3568ca7c3b3175d98b548f496b4c34dd"></a><!-- doxytag: member="PF::URNG" ref="3568ca7c3b3175d98b548f496b4c34dd" args="" -->
85Uniform_RNG&nbsp;</td><td class="memItemRight" valign="bottom"><b>URNG</b></td></tr>
86
87</table>
88<hr><a name="_details"></a><h2>Detailed Description</h2>
89A Particle Filter prototype.
90<p>
91Bayesian Filtering equations hold. <hr><h2>Member Function Documentation</h2>
92<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="PF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" -->
93<div class="memitem">
94<div class="memproto">
95      <table class="memname">
96        <tr>
97          <td class="memname">virtual void BM::bayes           </td>
98          <td>(</td>
99          <td class="paramtype">const vec &amp;&nbsp;</td>
100          <td class="paramname"> <em>dt</em>          </td>
101          <td>&nbsp;)&nbsp;</td>
102          <td width="100%"><code> [pure virtual, inherited]</code></td>
103        </tr>
104      </table>
105</div>
106<div class="memdoc">
107
108<p>
109Incremental Bayes rule.
110<p>
111<dl compact><dt><b>Parameters:</b></dt><dd>
112  <table border="0" cellspacing="2" cellpadding="0">
113    <tr><td valign="top"></td><td valign="top"><em>dt</em>&nbsp;</td><td>vector of input data </td></tr>
114  </table>
115</dl>
116
117</div>
118</div><p>
119<hr>The documentation for this class was generated from the following files:<ul>
120<li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a><li>work/mixpp/bdm/estim/libPF.cpp</ul>
121<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp;
122<a href="http://www.doxygen.org/index.html">
123<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>
124</body>
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