work/git/mixpp/bdm/estim/libPF.h File Reference

Bayesian Filtering using stochastic sampling (Particle Filters). More...

#include <itpp/itbase.h>
#include "../stat/libEF.h"
#include "../math/libDC.h"

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Classes
class	PF
	Trivial particle filter with proposal density equal to parameter evolution model. More...
class	MPF< BM_T >
	Marginalized Particle filter. More...
class	MPF< BM_T >::mpfepdf
	internal class for MPDF providing composition of eEmp with external components
Variables
double	PF_SSAT

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Detailed Description

Bayesian Filtering using stochastic sampling (Particle Filters).

Author:

Vaclav Smidl.

----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------