[30] | 1 | \section{MPF$<$ BM\_\-T $>$ Class Template Reference} |
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| 2 | \label{classMPF}\index{MPF@{MPF}} |
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| 3 | Marginalized Particle filter. |
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| 4 | |
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| 5 | |
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| 6 | {\tt \#include $<$libPF.h$>$} |
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| 7 | |
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| 8 | Inheritance diagram for MPF$<$ BM\_\-T $>$:\nopagebreak |
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| 9 | \begin{figure}[H] |
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| 10 | \begin{center} |
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| 11 | \leavevmode |
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| 12 | \includegraphics[width=65pt]{classMPF__inherit__graph} |
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| 13 | \end{center} |
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| 14 | \end{figure} |
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| 15 | Collaboration diagram for MPF$<$ BM\_\-T $>$:\nopagebreak |
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| 16 | \begin{figure}[H] |
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| 17 | \begin{center} |
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| 18 | \leavevmode |
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| 19 | \includegraphics[width=130pt]{classMPF__coll__graph} |
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| 20 | \end{center} |
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| 21 | \end{figure} |
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| 22 | \subsection*{Public Member Functions} |
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| 23 | \begin{CompactItemize} |
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| 24 | \item |
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| 25 | {\bf MPF} (const {\bf RV} \&rv0, {\bf mpdf} \&par0, {\bf mpdf} \&obs0, int {\bf n}, const BM\_\-T \&BMcond0)\label{classMPF_827a66609cf69a832535d52233f76fa0} |
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| 26 | |
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| 27 | \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item |
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| 28 | void {\bf bayes} (const vec \&dt) |
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| 29 | \begin{CompactList}\small\item\em Incremental Bayes rule. \item\end{CompactList}\item |
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| 30 | {\bf epdf} \& {\bf \_\-epdf} ()\label{classMPF_549e08268a46a250f21a33d06f19276a} |
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| 31 | |
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| 32 | \begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item |
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| 33 | void \textbf{set\_\-est} (const {\bf epdf} $\ast$\&epdf0)\label{classPF_c5caa2c15604338b773d7a8125e7a1b5} |
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| 34 | |
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| 35 | \item |
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| 36 | void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9} |
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| 37 | |
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| 38 | \begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\end{CompactItemize} |
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| 39 | \subsection*{Protected Attributes} |
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| 40 | \begin{CompactItemize} |
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| 41 | \item |
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| 42 | int {\bf n}\label{classPF_2c2f44ed7a4eaa42e07bdb58d503f280} |
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| 43 | |
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| 44 | \begin{CompactList}\small\item\em number of particles; \item\end{CompactList}\item |
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| 45 | {\bf eEmp} {\bf ePdf}\label{classPF_a2ac56d1e3ffbb4ff0b3f02e6399deb0} |
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| 46 | |
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| 47 | \begin{CompactList}\small\item\em posterior density \item\end{CompactList}\item |
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| 48 | vec \& {\bf w}\label{classPF_a97d12da4d1832c0b0c6ec5877f921f0} |
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| 49 | |
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| 50 | \begin{CompactList}\small\item\em pointer into {\tt \doxyref{eEmp}{p.}{classeEmp}} \item\end{CompactList}\item |
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| 51 | Array$<$ vec $>$ \& {\bf samples}\label{classPF_361743a0b5b89de1a29e91d1343b2565} |
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| 52 | |
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| 53 | \begin{CompactList}\small\item\em pointer into {\tt \doxyref{eEmp}{p.}{classeEmp}} \item\end{CompactList}\item |
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| 54 | {\bf mpdf} \& {\bf par}\label{classPF_d92ac103f88f8c21e197e90af5695a09} |
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| 55 | |
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| 56 | \begin{CompactList}\small\item\em Parameter evolution model. \item\end{CompactList}\item |
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| 57 | {\bf mpdf} \& {\bf obs}\label{classPF_dd0a687a4515333d6809147335854e77} |
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| 58 | |
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| 59 | \begin{CompactList}\small\item\em Observation model. \item\end{CompactList}\item |
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| 60 | {\bf RV} {\bf rv}\label{classBM_af00f0612fabe66241dd507188cdbf88} |
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| 61 | |
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| 62 | \begin{CompactList}\small\item\em Random variable of the posterior. \item\end{CompactList}\item |
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| 63 | double {\bf ll}\label{classBM_5623fef6572a08c2b53b8c87b82dc979} |
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| 64 | |
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| 65 | \begin{CompactList}\small\item\em Logarithm of marginalized data likelihood. \item\end{CompactList}\item |
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| 66 | bool {\bf evalll}\label{classBM_bf6fb59b30141074f8ee1e2f43d03129} |
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| 67 | |
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| 68 | \begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\end{CompactItemize} |
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| 69 | |
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| 70 | |
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| 71 | \subsection{Detailed Description} |
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| 72 | \subsubsection*{template$<$class BM\_\-T$>$ class MPF$<$ BM\_\-T $>$} |
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| 73 | |
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| 74 | Marginalized Particle filter. |
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| 75 | |
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| 76 | \subsection{Member Function Documentation} |
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| 77 | \index{MPF@{MPF}!bayes@{bayes}} |
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| 78 | \index{bayes@{bayes}!MPF@{MPF}} |
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| 79 | \subsubsection{\setlength{\rightskip}{0pt plus 5cm}template$<$class BM\_\-T$>$ void {\bf MPF}$<$ BM\_\-T $>$::bayes (const vec \& {\em dt})\hspace{0.3cm}{\tt [inline, virtual]}}\label{classMPF_55daf8e4b6553dd9f47c692de7931623} |
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| 80 | |
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| 81 | |
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| 82 | Incremental Bayes rule. |
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| 83 | |
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| 84 | \begin{Desc} |
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| 85 | \item[Parameters:] |
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| 86 | \begin{description} |
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| 87 | \item[{\em dt}]vector of input data \end{description} |
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| 88 | \end{Desc} |
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| 89 | |
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| 90 | |
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| 91 | Reimplemented from {\bf PF} \doxyref{}{p.}{classPF_64f636bbd63bea9efd778214e6b631d3}. |
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| 92 | |
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| 93 | The documentation for this class was generated from the following file:\begin{CompactItemize} |
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| 94 | \item |
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| 95 | work/mixpp/bdm/estim/{\bf libPF.h}\end{CompactItemize} |
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