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Timestamp:
03/03/08 13:00:32 (16 years ago)
Author:
smidl
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test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

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  • doc/html/classTrivialPF.html

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    5858 
    5959<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> 
    60 <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> 
     60<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> 
    6161 
    62 <tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#a892eff438aab2dd1a9e2efcb7fb5bdf"></a><br></td></tr> 
     62<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Incremental Bayes rule.  <a href="#64f636bbd63bea9efd778214e6b631d3"></a><br></td></tr> 
    6363<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="87b07867fd4c133aa89a18543f68d9f9"></a><!-- doxytag: member="TrivialPF::bayes" ref="87b07867fd4c133aa89a18543f68d9f9" args="(mat Dt)" --> 
    6464void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classBM.html#87b07867fd4c133aa89a18543f68d9f9">bayes</a> (mat Dt)</td></tr> 
    6565 
    6666<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Batch Bayes rule (columns of Dt are observations). <br></td></tr> 
    67 <tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5b8f6c8a872738cfaa30ab010e8c077"></a><!-- doxytag: member="TrivialPF::_epdf" ref="a5b8f6c8a872738cfaa30ab010e8c077" args="()" --> 
    68 <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> 
     67<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="53b7cc5a0709b0d40fb68408437c0aa2"></a><!-- doxytag: member="TrivialPF::_epdf" ref="53b7cc5a0709b0d40fb68408437c0aa2" args="()" --> 
     68<a class="el" href="classepdf.html">epdf</a> *&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classPF.html#53b7cc5a0709b0d40fb68408437c0aa2">_epdf</a> ()</td></tr> 
    6969 
    7070<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> 
     
    9191<hr><a name="_details"></a><h2>Detailed Description</h2> 
    9292Trivial particle filter with proposal density that is not conditioned on the data. <hr><h2>Member Function Documentation</h2> 
    93 <a class="anchor" name="a892eff438aab2dd1a9e2efcb7fb5bdf"></a><!-- doxytag: member="TrivialPF::bayes" ref="a892eff438aab2dd1a9e2efcb7fb5bdf" args="(const vec &amp;dt)=0" --> 
     93<a class="anchor" name="64f636bbd63bea9efd778214e6b631d3"></a><!-- doxytag: member="TrivialPF::bayes" ref="64f636bbd63bea9efd778214e6b631d3" args="(const vec &amp;dt)" --> 
    9494<div class="memitem"> 
    9595<div class="memproto"> 
    9696      <table class="memname"> 
    9797        <tr> 
    98           <td class="memname">virtual void BM::bayes           </td> 
     98          <td class="memname">void PF::bayes           </td> 
    9999          <td>(</td> 
    100100          <td class="paramtype">const vec &amp;&nbsp;</td> 
    101101          <td class="paramname"> <em>dt</em>          </td> 
    102102          <td>&nbsp;)&nbsp;</td> 
    103           <td width="100%"><code> [pure virtual, inherited]</code></td> 
     103          <td width="100%"><code> [inline, virtual, inherited]</code></td> 
    104104        </tr> 
    105105      </table> 
     
    116116</dl> 
    117117 
     118<p>Implements <a class="el" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf">BM</a>.</p> 
     119 
    118120</div> 
    119121</div><p> 
    120122<hr>The documentation for this class was generated from the following files:<ul> 
    121123<li>work/mixpp/bdm/estim/<a class="el" href="libPF_8h-source.html">libPF.h</a><li>work/mixpp/bdm/estim/libPF.cpp</ul> 
    122 <hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:46 2008 for mixpp by&nbsp; 
     124<hr size="1"><address style="text-align: right;"><small>Generated on Sat Feb 23 11:48:50 2008 for mixpp by&nbsp; 
    123125<a href="http://www.doxygen.org/index.html"> 
    124126<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>