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15<h1>work/mixpp/bdm/estim/libPF.h</h1><a href="libPF_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001
16<a name="l00013"></a>00013 <span class="preprocessor">#ifndef PF_H</span>
17<a name="l00014"></a>00014 <span class="preprocessor"></span><span class="preprocessor">#define PF_H</span>
18<a name="l00015"></a>00015 <span class="preprocessor"></span>
19<a name="l00016"></a>00016 <span class="preprocessor">#include &lt;itpp/itbase.h&gt;</span>
20<a name="l00017"></a>00017 <span class="preprocessor">#include "../stat/libBM.h"</span>
21<a name="l00018"></a>00018 <span class="preprocessor">#include "../math/libDC.h"</span>
22<a name="l00019"></a>00019
23<a name="l00020"></a>00020 <span class="keyword">using namespace </span>itpp;
24<a name="l00021"></a>00021
25<a name="l00022"></a>00022 <span class="keyword">enum</span> RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 };
26<a name="l00023"></a>00023
27<a name="l00029"></a><a class="code" href="classPF.html">00029</a> <span class="keyword">class </span><a class="code" href="classPF.html" title="A Particle Filter prototype.">PF</a> : <span class="keyword">public</span> <a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> {
28<a name="l00030"></a>00030 <span class="keyword">protected</span>:
29<a name="l00031"></a>00031         <span class="keywordtype">int</span> n; <span class="comment">//number of particles</span>
30<a name="l00032"></a>00032         vec w; <span class="comment">//particle weights</span>
31<a name="l00033"></a>00033         Uniform_RNG URNG; <span class="comment">//used for resampling</span>
32<a name="l00034"></a>00034         
33<a name="l00035"></a>00035 <span class="keyword">public</span>:
34<a name="l00037"></a>00037         ivec <a class="code" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19" title="Returns indexes of particles that should be resampled. The ordering MUST guarantee...">resample</a>(RESAMPLING_METHOD method = SYSTEMATIC);
35<a name="l00038"></a>00038         <a class="code" href="classPF.html" title="A Particle Filter prototype.">PF</a> (vec w);
36<a name="l00039"></a>00039         <span class="comment">//TODO remove or implement bayes()!</span>
37<a name="l00040"></a><a class="code" href="classPF.html#eb06bd7d4325f22f54233967295793b9">00040</a>         <span class="keywordtype">void</span> <a class="code" href="classPF.html#eb06bd7d4325f22f54233967295793b9" title="Incremental Bayes rule.">bayes</a>(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> evell){};
38<a name="l00041"></a>00041 };
39<a name="l00042"></a>00042
40<a name="l00049"></a><a class="code" href="classTrivialPF.html">00049</a> <span class="keyword">class </span><a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a> : <span class="keyword">public</span> <a class="code" href="classPF.html" title="A Particle Filter prototype.">PF</a> {
41<a name="l00050"></a>00050         Array&lt;vec&gt; ptcls;
42<a name="l00051"></a>00051         
43<a name="l00052"></a>00052         <span class="keywordtype">bool</span> is_proposal;
44<a name="l00053"></a>00053         <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *prop;
45<a name="l00054"></a>00054         <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *par;
46<a name="l00055"></a>00055         <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> *obs;
47<a name="l00056"></a>00056         
48<a name="l00057"></a>00057         <span class="keyword">public</span>:
49<a name="l00058"></a>00058         <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a>(<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;par, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;obs, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;prop, <span class="keywordtype">int</span> n0);
50<a name="l00059"></a>00059         <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a>(<a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;par, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;obs, <span class="keywordtype">int</span> n0);
51<a name="l00060"></a>00060         <span class="keywordtype">void</span> <a class="code" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389" title="Incremental Bayes rule.">bayes</a>(<span class="keyword">const</span> vec &amp;dt, <span class="keywordtype">bool</span> evalll);
52<a name="l00061"></a>00061 };
53<a name="l00062"></a>00062
54<a name="l00063"></a>00063 <span class="keyword">class </span>MPF : <span class="keyword">public</span> <a class="code" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data...">TrivialPF</a> {
55<a name="l00064"></a>00064         Array&lt;BM&gt; Bms;
56<a name="l00065"></a>00065         <span class="keyword">public</span>:
57<a name="l00066"></a>00066         MPF(<a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> &amp;B, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;prop, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;obs, <a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> &amp;par);
58<a name="l00067"></a>00067         <span class="keywordtype">void</span> <a class="code" href="classTrivialPF.html#77a92bf054d763f806d27fc37a058389" title="Incremental Bayes rule.">bayes</a>(vec &amp;dt);   
59<a name="l00068"></a>00068 };
60<a name="l00069"></a>00069
61<a name="l00070"></a>00070 <span class="preprocessor">#endif // KF_H</span>
62<a name="l00071"></a>00071 <span class="preprocessor"></span>
63<a name="l00072"></a>00072
64</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Sun Feb 17 16:14:14 2008 for mixpp by&nbsp;
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