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:

Go to the source code of this file.

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 }

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

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