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

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

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

Include dependency graph for libPF.h:

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Classes

class  PF
 A Particle Filter prototype. More...
class  TrivialPF
 Trivial particle filter with proposal density that is not conditioned on the data. More...
class  MPF

Enumerations

enum  RESAMPLING_METHOD { MULTINOMIAL = 0, STRATIFIED = 1, SYSTEMATIC = 3 }


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 -----------------------------------


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