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23 | <h1>PF Class Reference</h1><!-- doxytag: class="PF" --><!-- doxytag: inherits="BM" -->A Particle Filter prototype. |
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24 | <a href="#_details">More...</a> |
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25 | <p> |
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26 | <code>#include <<a class="el" href="libPF_8h-source.html">libPF.h</a>></code> |
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27 | <p> |
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28 | <div class="dynheader"> |
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29 | Inheritance diagram for PF:</div> |
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30 | <div class="dynsection"> |
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31 | <p><center><img src="classPF__inherit__graph.png" border="0" usemap="#PF__inherit__map" alt="Inheritance graph"></center> |
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32 | <map name="PF__inherit__map"> |
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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> |
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34 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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35 | <div class="dynheader"> |
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36 | Collaboration diagram for PF:</div> |
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37 | <div class="dynsection"> |
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38 | <p><center><img src="classPF__coll__graph.png" border="0" usemap="#PF__coll__map" alt="Collaboration graph"></center> |
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39 | <map name="PF__coll__map"> |
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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> |
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41 | <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div> |
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42 | |
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43 | <p> |
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44 | <a href="classPF-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0"> |
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45 | <tr><td></td></tr> |
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46 | <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr> |
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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)" --> |
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48 | ivec </td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19">resample</a> (RESAMPLING_METHOD method=SYSTEMATIC)</td></tr> |
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49 | |
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50 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.). <br></td></tr> |
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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)" --> |
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52 | </td><td class="memItemRight" valign="bottom"><b>PF</b> (vec w)</td></tr> |
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53 | |
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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 &dt, bool evell)" --> |
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55 | void </td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec &dt, bool evell)</td></tr> |
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56 | |
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57 | <tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &dt)=0</td></tr> |
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58 | |
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59 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Incremental Bayes rule. <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> |
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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)" --> |
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61 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> |
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62 | |
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63 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> |
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64 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="PF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> |
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65 | <a class="el" href="classepdf.html">epdf</a> * </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr> |
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66 | |
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67 | <tr><td class="mdescLeft"> </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> |
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68 | <tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr> |
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69 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="PF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" --> |
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70 | double </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr> |
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71 | |
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72 | <tr><td class="mdescLeft"> </td><td class="mdescRight">Logarithm of marginalized data likelihood. <br></td></tr> |
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73 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6fb59b30141074f8ee1e2f43d03129"></a><!-- doxytag: member="PF::evalll" ref="bf6fb59b30141074f8ee1e2f43d03129" args="" --> |
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74 | bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">evalll</a></td></tr> |
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75 | |
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76 | <tr><td class="mdescLeft"> </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> |
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77 | <tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr> |
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78 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="PF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" --> |
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79 | int </td><td class="memItemRight" valign="bottom"><b>n</b></td></tr> |
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80 | |
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81 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6bc92f7979af4513b06b161497ba868"></a><!-- doxytag: member="PF::w" ref="f6bc92f7979af4513b06b161497ba868" args="" --> |
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82 | vec </td><td class="memItemRight" valign="bottom"><b>w</b></td></tr> |
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83 | |
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84 | <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3568ca7c3b3175d98b548f496b4c34dd"></a><!-- doxytag: member="PF::URNG" ref="3568ca7c3b3175d98b548f496b4c34dd" args="" --> |
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85 | Uniform_RNG </td><td class="memItemRight" valign="bottom"><b>URNG</b></td></tr> |
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86 | |
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87 | </table> |
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88 | <hr><a name="_details"></a><h2>Detailed Description</h2> |
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89 | A Particle Filter prototype. |
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90 | <p> |
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91 | Bayesian Filtering equations hold. <hr><h2>Member Function Documentation</h2> |
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92 | <a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="PF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &dt)=0" --> |
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93 | <div class="memitem"> |
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94 | <div class="memproto"> |
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95 | <table class="memname"> |
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96 | <tr> |
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97 | <td class="memname">virtual void BM::bayes </td> |
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98 | <td>(</td> |
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99 | <td class="paramtype">const vec & </td> |
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100 | <td class="paramname"> <em>dt</em> </td> |
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101 | <td> ) </td> |
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102 | <td width="100%"><code> [pure virtual, inherited]</code></td> |
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103 | </tr> |
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104 | </table> |
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105 | </div> |
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106 | <div class="memdoc"> |
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107 | |
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108 | <p> |
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109 | Incremental Bayes rule. |
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110 | <p> |
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111 | <dl compact><dt><b>Parameters:</b></dt><dd> |
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112 | <table border="0" cellspacing="2" cellpadding="0"> |
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113 | <tr><td valign="top"></td><td valign="top"><em>dt</em> </td><td>vector of input data </td></tr> |
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114 | </table> |
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115 | </dl> |
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116 | |
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117 | </div> |
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118 | </div><p> |
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119 | <hr>The documentation for this class was generated from the following files:<ul> |
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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> |
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121 | <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by |
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122 | <a href="http://www.doxygen.org/index.html"> |
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123 | <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address> |
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