Changeset 32 for doc/html/classPF.html

Timestamp:

03/03/08 13:00:32 (17 years ago)

Author:

smidl

Message:

test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

Files:

• doc/html/classPF.html (modified) (6 diffs)

doc/html/classPF.html

@@ -21 +21 @@
   </ul>
 </div>
-<h1>PF Class Reference</h1><!-- doxytag: class="PF" --><!-- doxytag: inherits="BM" -->A Particle Filter prototype.  
+<h1>PF Class Reference</h1><!-- doxytag: class="PF" --><!-- doxytag: inherits="BM" -->Trivial particle filter with proposal density equal to parameter evolution model.  
 <a href="#_details">More...</a>
 <p>
@@ -31 +31 @@
 <p><center><img src="classPF__inherit__graph.png" border="0" usemap="#PF__inherit__map" alt="Inheritance graph"></center>
 <map name="PF__inherit__map">
-<area shape="rect" href="classTrivialPF.html" title="Trivial particle filter with proposal density that is not conditioned on the data..." alt="" coords="5,161,77,188"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="20,7,63,33"></map>
+<area shape="rect" href="classMPF.html" title="Marginalized Particle filter." alt="" coords="5,161,120,188"><area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="41,7,84,33"></map>
 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
 <div class="dynheader">
@@ -38 +38 @@
 <p><center><img src="classPF__coll__graph.png" border="0" usemap="#PF__coll__map" alt="Collaboration graph"></center>
 <map name="PF__coll__map">
-<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,7,48,33"></map>
+<area shape="rect" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities." alt="" coords="5,161,48,188"><area shape="rect" href="classRV.html" title="Class representing variables, most often random variables." alt="" coords="72,7,109,33"><area shape="rect" title="rv" alt="" coords="72,31,80,39"><area shape="rect" title="rv" alt="" coords="24,157,32,165"><area shape="rect" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies." alt="" coords="64,215,120,241"><area shape="rect" title="rv\nrvc" alt="" coords="87,31,95,39"><area shape="rect" title="rv\nrvc" alt="" coords="88,211,96,219"><area shape="rect" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density." alt="" coords="135,105,185,132"><area shape="rect" title="rv" alt="" coords="97,31,105,39"><area shape="rect" title="rv" alt="" coords="147,101,155,109"><area shape="rect" title="obs\npar" alt="" coords="88,239,96,247"><area shape="rect" title="obs\npar" alt="" coords="88,323,96,331"><area shape="rect" title="ep" alt="" coords="147,129,155,137"><area shape="rect" title="ep" alt="" coords="96,211,104,219"><area shape="rect" href="classeEmp.html" title="Weighted empirical density." alt="" coords="144,215,203,241"><area shape="rect" title="ePdf" alt="" coords="159,239,167,247"><area shape="rect" title="ePdf" alt="" coords="97,323,105,331"></map>
 <center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
 
@@ -45 +45 @@
 <tr><td></td></tr>
 <tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0e26b2f6a5884aca49122f3e4f0cf19"></a><!-- doxytag: member="PF::resample" ref="a0e26b2f6a5884aca49122f3e4f0cf19" args="(RESAMPLING_METHOD method=SYSTEMATIC)" -->
-ivec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a0e26b2f6a5884aca49122f3e4f0cf19">resample</a> (RESAMPLING_METHOD method=SYSTEMATIC)</td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e9604b7fc87ff5e61da4de4a04210bfc"></a><!-- doxytag: member="PF::PF" ref="e9604b7fc87ff5e61da4de4a04210bfc" args="(const RV &amp;rv0, mpdf &amp;par0, mpdf &amp;obs0, int n)" -->
+&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> (const <a class="el" href="classRV.html">RV</a> &amp;rv0, <a class="el" href="classmpdf.html">mpdf</a> &amp;par0, <a class="el" href="classmpdf.html">mpdf</a> &amp;obs0, int <a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">n</a>)</td></tr>
 
-<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.). <br></td></tr>
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c37f95f0c1661c7f1e3fccb31d39de73"></a><!-- doxytag: member="PF::PF" ref="c37f95f0c1661c7f1e3fccb31d39de73" args="(vec w)" -->
-&nbsp;</td><td class="memItemRight" valign="bottom"><b>PF</b> (vec w)</td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5caa2c15604338b773d7a8125e7a1b5"></a><!-- doxytag: member="PF::set_est" ref="c5caa2c15604338b773d7a8125e7a1b5" args="(const epdf *&amp;epdf0)" -->
+void&nbsp;</td><td class="memItemRight" valign="bottom"><b>set_est</b> (const <a class="el" href="classepdf.html">epdf</a> *&amp;epdf0)</td></tr>
 
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eb06bd7d4325f22f54233967295793b9"></a><!-- doxytag: member="PF::bayes" ref="eb06bd7d4325f22f54233967295793b9" args="(const vec &amp;dt, bool evell)" -->
-void&nbsp;</td><td class="memItemRight" valign="bottom"><b>bayes</b> (const vec &amp;dt, bool evell)</td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#64f636bbd63bea9efd778214e6b631d3">bayes</a> (const vec &amp;dt)</td></tr>
 
-<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">bayes</a> (const vec &amp;dt)=0</td></tr>
-
-<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr>
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#64f636bbd63bea9efd778214e6b631d3"></a><br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="PF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" -->
 void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr>
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="PF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" -->
-<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077">_epdf</a> ()</td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3dc45554556926bde996a267636abe55"></a><!-- doxytag: member="PF::_epdf" ref="3dc45554556926bde996a267636abe55" args="()=0" -->
+virtual <a class="el" href="classepdf.html">epdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#3dc45554556926bde996a267636abe55">_epdf</a> ()=0</td></tr>
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Returns a pointer to the <a class="el" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> representing posterior density on parameters. Use with care! <br></td></tr>
-<tr><td colspan="2"><br><h2>Public Attributes</h2></td></tr>
+<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="PF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" -->
+int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#2c2f44ed7a4eaa42e07bdb58d503f280">n</a></td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">number of particles; <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a2ac56d1e3ffbb4ff0b3f02e6399deb0"></a><!-- doxytag: member="PF::ePdf" ref="a2ac56d1e3ffbb4ff0b3f02e6399deb0" args="" -->
+<a class="el" href="classeEmp.html">eEmp</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a2ac56d1e3ffbb4ff0b3f02e6399deb0">ePdf</a></td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">posterior density <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a97d12da4d1832c0b0c6ec5877f921f0"></a><!-- doxytag: member="PF::w" ref="a97d12da4d1832c0b0c6ec5877f921f0" args="" -->
+vec &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#a97d12da4d1832c0b0c6ec5877f921f0">w</a></td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer into <code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="361743a0b5b89de1a29e91d1343b2565"></a><!-- doxytag: member="PF::samples" ref="361743a0b5b89de1a29e91d1343b2565" args="" -->
+Array&lt; vec &gt; &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#361743a0b5b89de1a29e91d1343b2565">samples</a></td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pointer into <code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d92ac103f88f8c21e197e90af5695a09"></a><!-- doxytag: member="PF::par" ref="d92ac103f88f8c21e197e90af5695a09" args="" -->
+<a class="el" href="classmpdf.html">mpdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#d92ac103f88f8c21e197e90af5695a09">par</a></td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Parameter evolution model. <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="dd0a687a4515333d6809147335854e77"></a><!-- doxytag: member="PF::obs" ref="dd0a687a4515333d6809147335854e77" args="" -->
+<a class="el" href="classmpdf.html">mpdf</a> &amp;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#dd0a687a4515333d6809147335854e77">obs</a></td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Observation model. <br></td></tr>
+<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af00f0612fabe66241dd507188cdbf88"></a><!-- doxytag: member="PF::rv" ref="af00f0612fabe66241dd507188cdbf88" args="" -->
+<a class="el" href="classRV.html">RV</a>&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#af00f0612fabe66241dd507188cdbf88">rv</a></td></tr>
+
+<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Random variable of the posterior. <br></td></tr>
 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5623fef6572a08c2b53b8c87b82dc979"></a><!-- doxytag: member="PF::ll" ref="5623fef6572a08c2b53b8c87b82dc979" args="" -->
 double&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">ll</a></td></tr>
@@ -75 +99 @@
 
 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">If true, the filter will compute likelihood of the data record and store it in <code>ll</code> . Set to false if you want to save time. <br></td></tr>
-<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2c2f44ed7a4eaa42e07bdb58d503f280"></a><!-- doxytag: member="PF::n" ref="2c2f44ed7a4eaa42e07bdb58d503f280" args="" -->
-int&nbsp;</td><td class="memItemRight" valign="bottom"><b>n</b></td></tr>
-
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6bc92f7979af4513b06b161497ba868"></a><!-- doxytag: member="PF::w" ref="f6bc92f7979af4513b06b161497ba868" args="" -->
-vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>w</b></td></tr>
-
-<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3568ca7c3b3175d98b548f496b4c34dd"></a><!-- doxytag: member="PF::URNG" ref="3568ca7c3b3175d98b548f496b4c34dd" args="" -->
-Uniform_RNG&nbsp;</td><td class="memItemRight" valign="bottom"><b>URNG</b></td></tr>
-
 </table>
 <hr><a name="_details"></a><h2>Detailed Description</h2>
-A Particle Filter prototype. 
+Trivial particle filter with proposal density equal to parameter evolution model. 
 <p>
-Bayesian Filtering equations hold. <hr><h2>Member Function Documentation</h2>
-<a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="PF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" -->
+Posterior density is represented by a weighted empirical density (<code><a class="el" href="classeEmp.html" title="Weighted empirical density.">eEmp</a></code> ). <hr><h2>Member Function Documentation</h2>
+<a class="anchor" name="64f636bbd63bea9efd778214e6b631d3"></a><!-- doxytag: member="PF::bayes" ref="64f636bbd63bea9efd778214e6b631d3" args="(const vec &amp;dt)" -->
 <div class="memitem">
 <div class="memproto">
       <table class="memname">
         <tr>
-          <td class="memname">virtual void BM::bayes           </td>
+          <td class="memname">void PF::bayes           </td>
           <td>(</td>
           <td class="paramtype">const vec &amp;&nbsp;</td>
           <td class="paramname"> <em>dt</em>          </td>
           <td>&nbsp;)&nbsp;</td>
-          <td width="100%"><code> [pure virtual, inherited]</code></td>
+          <td width="100%"><code> [virtual]</code></td>
         </tr>
       </table>
@@ -115 +129 @@
 </dl>
 
+<p>Implements <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>.</p>
+
+<p>Reimplemented in <a class="el" href="classMPF.html#55daf8e4b6553dd9f47c692de7931623">MPF&lt; BM_T &gt;</a>.</p>
+
 </div>
 </div><p>
 <hr>The documentation for this class was generated from the following files:<ul>
 <li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a><li>work/mixpp/bdm/estim/libPF.cpp</ul>
-<hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:44 2008 for mixpp by&nbsp;
+<hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:56 2008 for mixpp by&nbsp;
 <a href="http://www.doxygen.org/index.html">
 <img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>