Changeset 33 for doc/latex/classMPF.tex
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- 03/05/08 16:01:56 (17 years ago)
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doc/latex/classMPF.tex
r30 r33 17 17 \begin{center} 18 18 \leavevmode 19 \includegraphics[width= 130pt]{classMPF__coll__graph}19 \includegraphics[width=95pt]{classMPF__coll__graph} 20 20 \end{center} 21 21 \end{figure} … … 23 23 \begin{CompactItemize} 24 24 \item 25 {\bf MPF} (const {\bf RV} \&rv 0, {\bf mpdf} \&par0, {\bf mpdf} \&obs0, int {\bf n}, const BM\_\-T \&BMcond0)\label{classMPF_827a66609cf69a832535d52233f76fa0}25 {\bf MPF} (const {\bf RV} \&rvlin, const {\bf RV} \&rvpf, {\bf mpdf} \&par0, {\bf mpdf} \&obs0, int {\bf n}, const BM\_\-T \&BMcond0)\label{classMPF_fc5e11e11eec3195e3c6503937bf02bd} 26 26 27 27 \begin{CompactList}\small\item\em Default constructor. \item\end{CompactList}\item … … 31 31 32 32 \begin{CompactList}\small\item\em Returns a pointer to the \doxyref{epdf}{p.}{classepdf} representing posterior density on parameters. Use with care! \item\end{CompactList}\item 33 void \textbf{set\_\-est} (const {\bf epdf} $\ast$\&epdf0)\label{classPF_c5caa2c15604338b773d7a8125e7a1b5}33 void {\bf set\_\-est} (const {\bf epdf} \&epdf0)\label{classMPF_7c66e1c1c0e45fc4ae765133cb3a1553} 34 34 35 \ item35 \begin{CompactList}\small\item\em Set postrior of {\tt rvc} to samples from epdf0. Statistics of Bms are not re-computed! Use only for initialization! \item\end{CompactList}\item 36 36 void {\bf bayes} (mat Dt)\label{classBM_87b07867fd4c133aa89a18543f68d9f9} 37 37 38 \begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\end{CompactItemize} 38 \begin{CompactList}\small\item\em Batch Bayes rule (columns of Dt are observations). \item\end{CompactList}\item 39 const {\bf RV} \& {\bf \_\-rv} () const \label{classBM_126bd2595c48e311fc2a7ab72876092a} 40 41 \begin{CompactList}\small\item\em access function \item\end{CompactList}\item 42 double {\bf \_\-ll} () const \label{classBM_87f4a547d2c29180be88175e5eab9c88} 43 44 \begin{CompactList}\small\item\em access function \item\end{CompactList}\end{CompactItemize} 39 45 \subsection*{Protected Attributes} 40 46 \begin{CompactItemize} … … 43 49 44 50 \begin{CompactList}\small\item\em number of particles; \item\end{CompactList}\item 45 {\bf eEmp} {\bf e Pdf}\label{classPF_a2ac56d1e3ffbb4ff0b3f02e6399deb0}51 {\bf eEmp} {\bf est}\label{classPF_1a0a09e309da997f63ae8e30d1e9806b} 46 52 47 53 \begin{CompactList}\small\item\em posterior density \item\end{CompactList}\item 48 vec \& {\bf w}\label{classPF_a97d12da4d1832c0b0c6ec5877f921f0}54 vec \& {\bf \_\-w}\label{classPF_5c87aba508df321ff26536ced64dbb3a} 49 55 50 56 \begin{CompactList}\small\item\em pointer into {\tt \doxyref{eEmp}{p.}{classeEmp}} \item\end{CompactList}\item 51 Array$<$ vec $>$ \& {\bf samples}\label{classPF_361743a0b5b89de1a29e91d1343b2565}57 Array$<$ vec $>$ \& {\bf \_\-samples}\label{classPF_cf7dad75e31215780a746c30e71ad9c5} 52 58 53 59 \begin{CompactList}\small\item\em pointer into {\tt \doxyref{eEmp}{p.}{classeEmp}} \item\end{CompactList}\item … … 67 73 68 74 \begin{CompactList}\small\item\em If true, the filter will compute likelihood of the data record and store it in {\tt ll} . Set to false if you want to save time. \item\end{CompactList}\end{CompactItemize} 75 \subsection*{Classes} 76 \begin{CompactItemize} 77 \item 78 class \textbf{mpfepdf} 79 \begin{CompactList}\small\item\em internal class for MPDF providing composition of \doxyref{eEmp}{p.}{classeEmp} with external components \item\end{CompactList}\end{CompactItemize} 69 80 70 81 … … 73 84 74 85 Marginalized Particle filter. 86 87 Trivial version: proposal \$=\$ parameter evolution, observation model is not used. (it is assumed to be part of \doxyref{BM}{p.}{classBM}). 75 88 76 89 \subsection{Member Function Documentation}