Changeset 1085 for library/bdm/estim

Timestamp:

06/11/10 14:34:12 (14 years ago)

Author:

smidl

Message:

doc

Location:

library/bdm/estim

Files:

• mixtures.h (modified) (1 diff)
• particles.h (modified) (3 diffs)

library/bdm/estim/mixtures.h

@@ -201 +201 @@
 UIREGISTER ( MixEF );
 
-//! \brief TODO DOCUMENTATION IS MISSING HERE
+//! \brief Product of ARX models forming an ARX model with potentially reduced structure
 class ARXprod: public ProdBMBase {
     Array<shared_ptr<ARX> > arxs;

library/bdm/estim/particles.h

@@ -20 +20 @@
 namespace bdm {
 
-//! \brief Internal class used in PF
+//! \brief Abstract class for Marginalized Particles
 class MarginalizedParticleBase : public BM {
 protected:
@@ -89 +89 @@
 };
 
-//! \brief Internal class used in PF (surely?)
+//! \brief Particle with marginalized subspace, used in PF 
 class MarginalizedParticle : public MarginalizedParticleBase {
 protected:
@@ -345 +345 @@
     /*! configuration structure for basic PF
     \code
-    parameter_pdf   = pdf_class;         // parameter evolution pdf
-    observation_pdf = pdf_class;         // observation pdf
-    prior           = epdf_class;         // prior probability density
+    particle        = bdm::BootstrapParticle;       % one bayes rule for each point in the empirical support
+      - or -        = bdm::MarginalizedParticle;    % (in case of Marginalized Particle filtering
+    prior           = epdf_class;                   % prior probability density on the empirical variable
     --- optional ---
-    n               = 10;                 // number of particles
+    n               = 10;                           % number of particles
     resmethod       = 'systematic', or 'multinomial', or 'stratified'
-                                          // resampling method
-    res_threshold   = 0.5;                // resample when active particles drop below 50%
+                                                    % resampling method
+    res_threshold   = 0.5;                          % resample when active particles drop below 50%
     \endcode
     */