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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

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1 modified

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  • doc/html/libBM_8h-source.html

    r28 r32  
    2323<a name="l00019"></a>00019 <span class="keyword">using namespace </span>itpp; 
    2424<a name="l00020"></a>00020  
    25 <a name="l00026"></a><a class="code" href="classRV.html">00026</a> <span class="keyword">class </span><a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> { 
    26 <a name="l00028"></a>00028         <span class="keywordtype">int</span> size; 
    27 <a name="l00030"></a>00030         <span class="keywordtype">int</span> len; 
    28 <a name="l00031"></a>00031         ivec ids; 
    29 <a name="l00032"></a>00032         ivec sizes; 
    30 <a name="l00033"></a>00033         ivec times; 
    31 <a name="l00034"></a>00034         ivec obs; 
    32 <a name="l00035"></a>00035         Array&lt;std::string&gt; names; 
    33 <a name="l00036"></a>00036  
    34 <a name="l00037"></a>00037 <span class="keyword">private</span>: 
    35 <a name="l00038"></a>00038         <span class="keywordtype">void</span> init ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times, ivec in_obs ); 
    36 <a name="l00039"></a>00039 <span class="keyword">public</span>: 
    37 <a name="l00041"></a>00041         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times, ivec in_obs ); 
    38 <a name="l00043"></a>00043         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec ids ); 
    39 <a name="l00045"></a>00045         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> (); 
    40 <a name="l00046"></a>00046          
    41 <a name="l00048"></a>00048         <span class="keyword">friend</span> std::ostream &amp;<a class="code" href="classRV.html#cad6f15535d10437f6690cb4492176a8" title="Printing output e.g. for debugging.">operator&lt;&lt; </a>( std::ostream &amp;os, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv ); 
    42 <a name="l00049"></a>00049  
    43 <a name="l00051"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00051</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> size;} ; 
    44 <a name="l00052"></a>00052         <span class="comment">//TODO why not inline and later??</span> 
    45 <a name="l00053"></a>00053          
    46 <a name="l00055"></a>00055         ivec <a class="code" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6" title="Find indexes of another rv in self.">find</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2); 
    47 <a name="l00057"></a>00057         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <span class="keyword">add</span>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2); 
    48 <a name="l00059"></a>00059         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a" title="Subtract another variable from the current one.">subt</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2); 
    49 <a name="l00061"></a>00061         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#2bf35b18a32aad419f0516273939628e" title="Select only variables at indeces ind.">subselect</a>(ivec ind); 
    50 <a name="l00063"></a>00063         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45" title="Select only variables at indeces ind.">operator()</a>(ivec ind); 
    51 <a name="l00065"></a>00065         <span class="keywordtype">void</span> <a class="code" href="classRV.html#e0a158d53ab9430627241f844f4c9a60" title="Generate new RV with time shifted by delta.">t</a>(<span class="keywordtype">int</span> delta); 
    52 <a name="l00067"></a>00067         ivec <a class="code" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7" title="generate a list of indeces, i.e. which">indexlist</a>(); 
    53 <a name="l00068"></a>00068 }; 
    54 <a name="l00069"></a>00069  
    55 <a name="l00070"></a>00070  
    56 <a name="l00071"></a>00071  
     25<a name="l00027"></a><a class="code" href="classRV.html">00027</a> <span class="keyword">class </span><a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> { 
     26<a name="l00028"></a>00028 <span class="keyword">protected</span>: 
     27<a name="l00030"></a><a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58">00030</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58" title="size = sum of sizes">size</a>; 
     28<a name="l00032"></a><a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9">00032</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#0d7b36e2bbccf880c8fcf1e8cc43c1a9" title="len = number of individual rvs">len</a>; 
     29<a name="l00033"></a>00033         ivec ids; 
     30<a name="l00034"></a>00034         ivec sizes; 
     31<a name="l00035"></a>00035         ivec times; 
     32<a name="l00036"></a>00036         ivec obs; 
     33<a name="l00037"></a>00037         Array&lt;std::string&gt; names; 
     34<a name="l00038"></a>00038  
     35<a name="l00039"></a>00039 <span class="keyword">private</span>: 
     36<a name="l00040"></a>00040         <span class="keywordtype">void</span> init ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times, ivec in_obs ); 
     37<a name="l00041"></a>00041 <span class="keyword">public</span>: 
     38<a name="l00043"></a>00043         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec in_ids, Array&lt;std::string&gt; in_names, ivec in_sizes, ivec in_times, ivec in_obs ); 
     39<a name="l00045"></a>00045         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> ( ivec ids ); 
     40<a name="l00047"></a>00047         <a class="code" href="classRV.html#6a22f5c06d6403870d4e414b1993bf9e" title="Empty constructor will be set later.">RV</a> (); 
     41<a name="l00048"></a>00048  
     42<a name="l00050"></a>00050         <span class="keyword">friend</span> std::ostream &amp;<a class="code" href="classRV.html#cad6f15535d10437f6690cb4492176a8" title="Printing output e.g. for debugging.">operator&lt;&lt; </a>( std::ostream &amp;os, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv ); 
     43<a name="l00051"></a>00051  
     44<a name="l00053"></a><a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0">00053</a>         <span class="keywordtype">int</span> <a class="code" href="classRV.html#f5c7b8bd589eef09ccdf3329a0addea0" title="Return length (number of scalars) of the RV.">count</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <a class="code" href="classRV.html#0cae53d262be90a775a99a198e17fa58" title="size = sum of sizes">size</a>;} ; 
     45<a name="l00054"></a>00054  
     46<a name="l00055"></a>00055         <span class="comment">//TODO why not inline and later??</span> 
     47<a name="l00056"></a>00056  
     48<a name="l00058"></a>00058         ivec <a class="code" href="classRV.html#6b078b1086224aca3a9e5a203e647fb6" title="Find indexes of another rv in self.">find</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2 ); 
     49<a name="l00060"></a>00060         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <span class="keyword">add</span> (<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv2 ); 
     50<a name="l00062"></a>00062         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#4c5ec5e913fc598e242cb930ae8bdf4a" title="Subtract another variable from the current one.">subt</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv2 ); 
     51<a name="l00064"></a>00064         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#2bf35b18a32aad419f0516273939628e" title="Select only variables at indeces ind.">subselect</a> ( ivec ind ); 
     52<a name="l00066"></a>00066         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classRV.html#28bbcb8873bafdac317bafb7b481cc45" title="Select only variables at indeces ind.">operator() </a>( ivec ind ); 
     53<a name="l00068"></a>00068         <span class="keywordtype">void</span> <a class="code" href="classRV.html#e0a158d53ab9430627241f844f4c9a60" title="Generate new RV with time shifted by delta.">t</a> ( <span class="keywordtype">int</span> delta ); 
     54<a name="l00070"></a>00070         ivec <a class="code" href="classRV.html#8470cf53be6e7bdba78ad0efbd203ee7" title="generate a list of indeces, i.e. which">indexlist</a>(); 
     55<a name="l00071"></a>00071 }; 
    5756<a name="l00072"></a>00072  
    58 <a name="l00074"></a><a class="code" href="classfnc.html">00074</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv.">fnc</a> { 
    59 <a name="l00075"></a>00075 <span class="keyword">protected</span>: 
    60 <a name="l00076"></a>00076         <span class="keywordtype">int</span> dimy; 
    61 <a name="l00077"></a>00077 <span class="keyword">public</span>:  
    62 <a name="l00079"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00079</a>         <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of $f(x)$ at $x=cond$">eval</a>(<span class="keyword">const</span> vec &amp;cond){}; <span class="comment">//Fixme: virtual?</span> 
    63 <a name="l00081"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00081</a> <span class="comment"></span>        <span class="keywordtype">int</span> <a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298" title="access function">_dimy</a>()<span class="keyword">const</span>{<span class="keywordflow">return</span> dimy;} 
    64 <a name="l00082"></a>00082 }; 
     57<a name="l00074"></a>00074  
     58<a name="l00075"></a><a class="code" href="classfnc.html">00075</a> <span class="keyword">class </span><a class="code" href="classfnc.html" title="Class representing function $f(x)$ of variable $x$ represented by rv.">fnc</a> { 
     59<a name="l00076"></a>00076 <span class="keyword">protected</span>: 
     60<a name="l00077"></a>00077         <span class="keywordtype">int</span> dimy; 
     61<a name="l00078"></a>00078 <span class="keyword">public</span>: 
     62<a name="l00080"></a><a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c">00080</a>         <span class="keyword">virtual</span> vec <a class="code" href="classfnc.html#7fad2e6cb35909a165ec5a53def4a18c" title="function evaluates numerical value of $f(x)$ at $x=cond$">eval</a> ( <span class="keyword">const</span> vec &amp;cond ) { 
     63<a name="l00081"></a>00081                 <span class="keywordflow">return</span> vec ( 0 ); 
     64<a name="l00082"></a>00082         }; <span class="comment">//Fixme: virtual?</span> 
    6565<a name="l00083"></a>00083  
    66 <a name="l00087"></a><a class="code" href="classBM.html">00087</a> <span class="keyword">class </span><a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> { 
    67 <a name="l00088"></a>00088 <span class="keyword">public</span>: 
    68 <a name="l00090"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00090</a>         <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>; 
    69 <a name="l00092"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00092</a>         <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>; 
     66<a name="l00085"></a><a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298">00085</a>         <span class="keywordtype">int</span> <a class="code" href="classfnc.html#a8891973d0ca48ce38e1886df45ca298" title="access function">_dimy</a>()<span class="keyword"> const</span>{<span class="keywordflow">return</span> dimy;} 
     67<a name="l00086"></a>00086  
     68<a name="l00088"></a><a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab">00088</a>         <span class="keyword">virtual</span> <a class="code" href="classfnc.html#17164c202f6feee3d708b8caab6306ab" title="Destructor for future use;.">~fnc</a>() {}; 
     69<a name="l00089"></a>00089 }; 
     70<a name="l00090"></a>00090  
     71<a name="l00091"></a>00091  
    7072<a name="l00093"></a>00093  
    71 <a name="l00095"></a><a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae">00095</a>         <a class="code" href="classBM.html#ef32a12f4f89e4000bf5390ceda762ae" title="Default constructor.">BM</a>():<a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>(0),evall(true){}; 
    72 <a name="l00096"></a>00096          
    73 <a name="l00100"></a>00100         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt) = 0; 
    74 <a name="l00102"></a>00102         <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( mat Dt ); 
    75 <a name="l00104"></a>00104         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classBM.html#a5b8f6c8a872738cfaa30ab010e8c077" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>(); 
    76 <a name="l00105"></a>00105 }; 
    77 <a name="l00106"></a>00106  
    78 <a name="l00108"></a><a class="code" href="classepdf.html">00108</a> <span class="keyword">class </span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
    79 <a name="l00109"></a>00109         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv; 
    80 <a name="l00110"></a>00110 <span class="keyword">public</span>: 
    81 <a name="l00112"></a>00112 <span class="comment">//      virtual vec moment ( const int order = 1 );</span> 
    82 <a name="l00114"></a>00114 <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa" title="Returns the required moment of the epdf.">sample</a> ()=0; 
    83 <a name="l00116"></a><a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">00116</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc" title="Compute probability of argument val.">eval</a>(<span class="keyword">const</span> vec &amp;val){}; 
    84 <a name="l00117"></a>00117 }; 
    85 <a name="l00118"></a>00118  
    86 <a name="l00120"></a><a class="code" href="classmpdf.html">00120</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
    87 <a name="l00122"></a>00122         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv; 
    88 <a name="l00124"></a>00124         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc; 
    89 <a name="l00125"></a>00125 <span class="keyword">public</span>: 
    90 <a name="l00126"></a>00126  
    91 <a name="l00128"></a>00128 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span> 
    92 <a name="l00130"></a><a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">00130</a> <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41" title="Returns the required moment of the epdf.">samplecond</a> (vec &amp;cond, <span class="keywordtype">double</span> lik){}; 
    93 <a name="l00131"></a>00131         <span class="keyword">virtual</span> <span class="keywordtype">void</span> condition (vec &amp;cond){}; 
    94 <a name="l00132"></a>00132 }; 
    95 <a name="l00133"></a>00133  
    96 <a name="l00140"></a><a class="code" href="classDS.html">00140</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> { 
    97 <a name="l00141"></a>00141 <span class="keyword">protected</span>: 
    98 <a name="l00143"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00143</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454" title="Observed variables, returned by getdata().">Drv</a>;  
    99 <a name="l00145"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00145</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629" title="Action variables, accepted by write().">Urv</a>; <span class="comment">//</span> 
    100 <a name="l00146"></a>00146 <span class="keyword">public</span>: 
    101 <a name="l00148"></a>00148         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &amp;dt); 
    102 <a name="l00150"></a>00150         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a>(vec &amp;dt, ivec &amp;indeces); 
    103 <a name="l00152"></a>00152         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &amp;ut); 
    104 <a name="l00154"></a>00154         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a>(vec &amp;ut, ivec &amp;indeces); 
    105 <a name="l00160"></a>00160         <span class="keywordtype">void</span> <a class="code" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75" title="Method that assigns random variables to the datasource. Typically, the datasource...">linkrvs</a>(<a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;urv); 
    106 <a name="l00161"></a>00161          
    107 <a name="l00163"></a>00163         <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>(); 
    108 <a name="l00164"></a>00164 }; 
    109 <a name="l00165"></a>00165  
    110 <a name="l00166"></a>00166  
    111 <a name="l00167"></a>00167 <span class="preprocessor">#endif // BM_H</span> 
    112 </pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Mon Feb 18 21:48:39 2008 for mixpp by&nbsp; 
     73<a name="l00094"></a><a class="code" href="classepdf.html">00094</a> <span class="keyword">class </span><a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a> { 
     74<a name="l00095"></a>00095 <span class="keyword">protected</span>: 
     75<a name="l00096"></a>00096         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rv; 
     76<a name="l00097"></a>00097 <span class="keyword">public</span>: 
     77<a name="l00099"></a><a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd">00099</a>         <a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd" title="default constructor">epdf</a>() :rv ( ivec ( 0 ) ) {}; 
     78<a name="l00100"></a>00100  
     79<a name="l00102"></a><a class="code" href="classepdf.html#c95b1a27a8dd9507bb9a5a3cb2809c7a">00102</a>         <a class="code" href="classepdf.html#d8eb760037b3bad5a0d64081606697cd" title="default constructor">epdf</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0 ) :rv ( rv0 ) {}; 
     80<a name="l00103"></a>00103  
     81<a name="l00105"></a>00105 <span class="comment">//      virtual vec moment ( const int order = 1 );</span> 
     82<a name="l00107"></a>00107 <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#7f74d871d50b9ff360f1b3879092a9fa" title="Returns the required moment of the epdf.">sample</a> () =0; 
     83<a name="l00109"></a><a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc">00109</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc" title="Compute probability of argument val.">eval</a> ( <span class="keyword">const</span> vec &amp;val ) {<span class="keywordflow">return</span> 0.0;}; 
     84<a name="l00110"></a>00110  
     85<a name="l00112"></a><a class="code" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51">00112</a>         <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="classepdf.html#113c76c61d20e3f2a24ba322a73dfc51" title="Compute log-probability of argument val.">evalpdflog</a> ( <span class="keyword">const</span> vec &amp;val ) {<span class="keywordflow">return</span> 0.0;}; 
     86<a name="l00113"></a>00113  
     87<a name="l00115"></a>00115         <span class="keyword">virtual</span> vec <a class="code" href="classepdf.html#5b61fae74d370d2216576d598c1a74ef" title="return expected value">mean</a>()=0; 
     88<a name="l00116"></a>00116          
     89<a name="l00118"></a><a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396">00118</a>         <span class="keyword">virtual</span> <a class="code" href="classepdf.html#0a322dd106f04c0a2915e3d4f4227396" title="Destructor for future use;.">~epdf</a>() {}; 
     90<a name="l00119"></a>00119 }; 
     91<a name="l00120"></a>00120  
     92<a name="l00121"></a>00121  
     93<a name="l00123"></a>00123 <span class="comment">//TODO Samplecond can be generalized</span> 
     94<a name="l00124"></a>00124  
     95<a name="l00125"></a><a class="code" href="classmpdf.html">00125</a> <span class="keyword">class </span><a class="code" href="classmpdf.html" title="Conditional probability density, e.g. modeling some dependencies.">mpdf</a> { 
     96<a name="l00126"></a>00126 <span class="keyword">protected</span>: 
     97<a name="l00128"></a><a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb">00128</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a>; 
     98<a name="l00130"></a><a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab">00130</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a>; 
     99<a name="l00132"></a><a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c">00132</a>         <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>* <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>; 
     100<a name="l00133"></a>00133 <span class="keyword">public</span>: 
     101<a name="l00134"></a>00134  
     102<a name="l00136"></a>00136 <span class="comment">//      virtual fnc moment ( const int order = 1 );</span> 
     103<a name="l00138"></a><a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41">00138</a> <span class="comment"></span>        <span class="keyword">virtual</span> vec <a class="code" href="classmpdf.html#c20c796f8d0a201f0897299150e45a41" title="Returns the required moment of the epdf.">samplecond</a> ( vec &amp;cond, <span class="keywordtype">double</span> lik ) {<span class="keywordflow">return</span> vec ( 0 );}; 
     104<a name="l00139"></a>00139  
     105<a name="l00140"></a>00140         <span class="keyword">virtual</span> <span class="keywordtype">void</span> condition ( <span class="keyword">const</span> vec &amp;cond ) {}; 
     106<a name="l00141"></a>00141          
     107<a name="l00142"></a>00142         <span class="keyword">virtual</span> <span class="keywordtype">double</span> evalcond (<span class="keyword">const</span> vec &amp;dt, <span class="keyword">const</span> vec &amp;cond ) {this-&gt;condition(cond);<span class="keywordflow">return</span> <a class="code" href="classmpdf.html#7aa894208a32f3487827df6d5054424c" title="pointer to internal epdf">ep</a>-&gt;<a class="code" href="classepdf.html#f333ceeb88ebc37d81fcd4cea4526bfc" title="Compute probability of argument val.">eval</a>(dt);}; 
     108<a name="l00143"></a>00143  
     109<a name="l00145"></a><a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb">00145</a>         <span class="keyword">virtual</span> <a class="code" href="classmpdf.html#6788be9f3a888796499c5293a318fcfb" title="Destructor for future use;.">~mpdf</a>() {}; 
     110<a name="l00146"></a>00146  
     111<a name="l00148"></a><a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f">00148</a>         <a class="code" href="classmpdf.html#581ecf362185d37c08bb31cb9d046d6f" title="Default constructor.">mpdf</a> ( <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0, <span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rvc0 ) :<a class="code" href="classmpdf.html#f6687c07ff07d47812dd565368ca59eb" title="modeled random variable">rv</a> ( rv0 ),<a class="code" href="classmpdf.html#acb7dda792b3cd5576f39fa3129abbab" title="random variable in condition">rvc</a> ( rvc0 ) {}; 
     112<a name="l00149"></a>00149 }; 
     113<a name="l00150"></a>00150  
     114<a name="l00158"></a><a class="code" href="classDS.html">00158</a> <span class="keyword">class </span><a class="code" href="classDS.html" title="Abstract class for discrete-time sources of data.">DS</a> { 
     115<a name="l00159"></a>00159 <span class="keyword">protected</span>: 
     116<a name="l00161"></a><a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454">00161</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#1012025a1a3a1fdd24aa48698a3d3454" title="Observed variables, returned by getdata().">Drv</a>; 
     117<a name="l00163"></a><a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629">00163</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classDS.html#0a88ffaeb3c7c2cf30c69bc41a000629" title="Action variables, accepted by write().">Urv</a>; <span class="comment">//</span> 
     118<a name="l00164"></a>00164 <span class="keyword">public</span>: 
     119<a name="l00166"></a>00166         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt ); 
     120<a name="l00168"></a>00168         <span class="keywordtype">void</span> <a class="code" href="classDS.html#db2dacc9e71a36eeb9c5c2ee402eeeb1" title="Returns full vector of observed data.">getdata</a> ( vec &amp;dt, ivec &amp;indeces ); 
     121<a name="l00170"></a>00170         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut ); 
     122<a name="l00172"></a>00172         <span class="keywordtype">void</span> <a class="code" href="classDS.html#0dfb6788b70c0d48a1f5276ed6c93039" title="Accepts action variable and schedule it for application.">write</a> ( vec &amp;ut, ivec &amp;indeces ); 
     123<a name="l00178"></a>00178         <span class="keywordtype">void</span> <a class="code" href="classDS.html#9a35ca9c9321dce2bf63bf668f785b75" title="Method that assigns random variables to the datasource. Typically, the datasource...">linkrvs</a> ( <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;drv, <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;urv ); 
     124<a name="l00179"></a>00179  
     125<a name="l00181"></a>00181         <span class="keywordtype">void</span> <a class="code" href="classDS.html#470ba89e8e7c3c4d830803221b4e9be6" title="Moves from $t$ to $t+1$, i.e. perfroms the actions and reads response of the system...">step</a>(); 
     126<a name="l00182"></a>00182  
     127<a name="l00183"></a>00183 }; 
     128<a name="l00184"></a>00184  
     129<a name="l00189"></a><a class="code" href="classBM.html">00189</a> <span class="keyword">class </span><a class="code" href="classBM.html" title="Bayesian Model of the world, i.e. all uncertainty is modeled by probabilities.">BM</a> { 
     130<a name="l00190"></a>00190 <span class="keyword">protected</span>: 
     131<a name="l00192"></a><a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88">00192</a>         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> <a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>; 
     132<a name="l00194"></a><a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979">00194</a>  <span class="keywordtype">double</span> <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a>; 
     133<a name="l00196"></a><a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129">00196</a>         <span class="keywordtype">bool</span> <a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a>; 
     134<a name="l00197"></a>00197 <span class="keyword">public</span>: 
     135<a name="l00198"></a>00198  
     136<a name="l00200"></a><a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a">00200</a>         <a class="code" href="classBM.html#605d28b426adb677c86a57ddb525132a" title="Default constructor.">BM</a>(<span class="keyword">const</span> <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> &amp;rv0) :<a class="code" href="classBM.html#af00f0612fabe66241dd507188cdbf88" title="Random variable of the posterior.">rv</a>(rv0), <a class="code" href="classBM.html#5623fef6572a08c2b53b8c87b82dc979" title="Logarithm of marginalized data likelihood.">ll</a> ( 0 ),<a class="code" href="classBM.html#bf6fb59b30141074f8ee1e2f43d03129" title="If true, the filter will compute likelihood of the data record and store it in ll...">evalll</a> ( true ) {<span class="comment">//Fixme: test rv </span> 
     137<a name="l00201"></a>00201         }; 
     138<a name="l00202"></a>00202  
     139<a name="l00206"></a>00206         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( <span class="keyword">const</span> vec &amp;dt ) = 0; 
     140<a name="l00208"></a>00208         <span class="keywordtype">void</span> <a class="code" href="classBM.html#a892eff438aab2dd1a9e2efcb7fb5bdf" title="Incremental Bayes rule.">bayes</a> ( mat Dt ); 
     141<a name="l00210"></a>00210         <span class="keyword">virtual</span> <a class="code" href="classepdf.html" title="Probability density function with numerical statistics, e.g. posterior density.">epdf</a>&amp; <a class="code" href="classBM.html#3dc45554556926bde996a267636abe55" title="Returns a pointer to the epdf representing posterior density on parameters. Use with...">_epdf</a>()=0; 
     142<a name="l00211"></a>00211  
     143<a name="l00213"></a><a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd">00213</a>         <span class="keyword">virtual</span> <a class="code" href="classBM.html#ca0f02b3b4144e0895cc14f7e0374bdd" title="Destructor for future use;.">~BM</a>() {}; 
     144<a name="l00214"></a>00214 }; 
     145<a name="l00215"></a>00215  
     146<a name="l00225"></a><a class="code" href="classBMcond.html">00225</a> <span class="keyword">class </span><a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a> { 
     147<a name="l00226"></a>00226 <span class="keyword">protected</span>: 
     148<a name="l00227"></a>00227         <a class="code" href="classRV.html" title="Class representing variables, most often random variables.">RV</a> rvc; 
     149<a name="l00228"></a>00228 <span class="keyword">public</span>: 
     150<a name="l00230"></a>00230         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classBMcond.html#3543cfe274c35f9033c24d8036a96c4d" title="Substitute val for rvc.">condition</a> ( <span class="keyword">const</span> vec &amp;val ) =0; 
     151<a name="l00231"></a>00231         <span class="keyword">virtual</span> ~<a class="code" href="classBMcond.html" title="Conditional Bayesian Filter.">BMcond</a>(){}; 
     152<a name="l00232"></a>00232 }; 
     153<a name="l00233"></a>00233  
     154<a name="l00234"></a>00234 <span class="preprocessor">#endif // BM_H</span> 
     155</pre></div><hr size="1"><address style="text-align: right;"><small>Generated on Thu Feb 28 16:54:40 2008 for mixpp by&nbsp; 
    113156<a href="http://www.doxygen.org/index.html"> 
    114157<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.3 </small></address>