Changeset 1066 for library/bdm/estim/particles.h
- Timestamp:
- 06/09/10 16:20:11 (14 years ago)
- Files:
-
- 1 modified
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library/bdm/estim/particles.h
r1064 r1066 20 20 namespace bdm { 21 21 22 //! class used in PF22 //! \brief Internal class used in PF 23 23 class MarginalizedParticleBase : public BM { 24 24 protected: … … 28 28 shared_ptr<BM> bm; 29 29 30 // !custom posterior - product of empirical and exact part30 // custom posterior - product of empirical and exact part 31 31 class eprod_2:public eprod_base { 32 32 protected: … … 301 301 //est.set_statistics ( w0, epdf0 ); 302 302 }; 303 /* 304 305 306 303 /* void set_statistics ( const eEmp &epdf0 ) { 304 bdm_assert_debug ( epdf0._rv().equal ( par->_rv() ), "Incompatible input" ); 305 est = epdf0; 306 };*/ 307 307 //!@} 308 308 … … 336 336 n = 10; // number of particles 337 337 resmethod = 'systematic', or 'multinomial', or 'stratified' 338 338 // resampling method 339 339 res_threshold = 0.5; // resample when active particles drop below 50% 340 340 \endcode … … 494 494 495 495 \f{eqnarray*}{ 496 497 498 499 500 501 502 496 x_t &=& g(x_{t-1}) + v_t,\\ 497 y_t &\sim &fy(x_t), 498 \f} 499 500 This particle is a only a shell creating the residues calling internal estimator of their parameters. The internal estimator can be of any compatible type, e.g. ARX for Gaussian residues with unknown mean and variance. 501 502 */ 503 503 class NoiseParticleX : public MarginalizedParticleBase { 504 504 protected: … … 599 599 600 600 \f{eqnarray*}{ 601 602 603 604 605 606 607 601 x_t &=& g(x_{t-1}) + v_t,\\ 602 z_t &= &h(x_{t-1}) + w_t, 603 \f} 604 605 This particle is a only a shell creating the residues calling internal estimator of their parameters. The internal estimator can be of any compatible type, e.g. ARX for Gaussian residues with unknown mean and variance. 606 607 */ 608 608 class NoiseParticle : public MarginalizedParticleBase { 609 609 protected: