| 86 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a63282dc111d1afb32c194c955d966a15"></a><!-- doxytag: member="bdm::PF::bayes_gensmp" ref="a63282dc111d1afb32c194c955d966a15" args="()" --> |
| 87 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a63282dc111d1afb32c194c955d966a15">bayes_gensmp</a> ()</td></tr> |
| 88 | <tr><td class="mdescLeft"> </td><td class="mdescRight">bayes I - generate samples and add their weights to lls <br/></td></tr> |
| 89 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aec76b4d647ac7dc683d8c9a7b7611026"></a><!-- doxytag: member="bdm::PF::bayes_weights" ref="aec76b4d647ac7dc683d8c9a7b7611026" args="()" --> |
| 90 | virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#aec76b4d647ac7dc683d8c9a7b7611026">bayes_weights</a> ()</td></tr> |
| 91 | <tr><td class="mdescLeft"> </td><td class="mdescRight">bayes II - compute weights of the <br/></td></tr> |
| 92 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac3443faad7159e742ef3cb0674a92634"></a><!-- doxytag: member="bdm::PF::do_resampling" ref="ac3443faad7159e742ef3cb0674a92634" args="()" --> |
| 93 | virtual bool </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#ac3443faad7159e742ef3cb0674a92634">do_resampling</a> ()</td></tr> |
| 94 | <tr><td class="mdescLeft"> </td><td class="mdescRight">important part of particle filtering - decide if it is time to perform resampling <br/></td></tr> |
91 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23c6a8f71f922023ab08dcb0487a86de"></a><!-- doxytag: member="bdm::PF::from_setting" ref="a23c6a8f71f922023ab08dcb0487a86de" args="(const Setting &set)" --> |
92 | | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">from_setting</a> (const Setting &set)</td></tr> |
93 | | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br/></td></tr> |
| 100 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a82d221d771cbc3c15a37cb358d759734"></a><!-- doxytag: member="bdm::PF::_lls" ref="a82d221d771cbc3c15a37cb358d759734" args="()" --> |
| 101 | vec & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a82d221d771cbc3c15a37cb358d759734">_lls</a> ()</td></tr> |
| 102 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
| 103 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab4e4023b749c33fc6d6b97d805338721"></a><!-- doxytag: member="bdm::PF::_resmethod" ref="ab4e4023b749c33fc6d6b97d805338721" args="() const " --> |
| 104 | RESAMPLING_METHOD </td><td class="memItemRight" valign="bottom"><b>_resmethod</b> () const </td></tr> |
| 105 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aee9553da1a05671f94f30e0e94ff42cd"></a><!-- doxytag: member="bdm::PF::posterior" ref="aee9553da1a05671f94f30e0e94ff42cd" args="() const " --> |
| 106 | const <a class="el" href="classbdm_1_1eEmp.html">eEmp</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#aee9553da1a05671f94f30e0e94ff42cd">posterior</a> () const </td></tr> |
| 107 | <tr><td class="mdescLeft"> </td><td class="mdescRight">access function <br/></td></tr> |
| 108 | <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a40d74160df73d152a9bcf044eac25663">from_setting</a> (const Setting &set)</td></tr> |
| 109 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a30f6a71f3e56ce25e4e0ecafa0ffbd8d"></a><!-- doxytag: member="bdm::PF::resmethod_from_set" ref="a30f6a71f3e56ce25e4e0ecafa0ffbd8d" args="(const Setting &set)" --> |
| 110 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a30f6a71f3e56ce25e4e0ecafa0ffbd8d">resmethod_from_set</a> (const Setting &set)</td></tr> |
| 111 | <tr><td class="mdescLeft"> </td><td class="mdescRight">auxiliary function reading parameter 'resmethod' from configuration file <br/></td></tr> |
| 112 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8ac867d4b88c2c6c73ae29d47f37d0bb"></a><!-- doxytag: member="bdm::PF::prior_from_set" ref="a8ac867d4b88c2c6c73ae29d47f37d0bb" args="(const Setting &set)" --> |
| 113 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a8ac867d4b88c2c6c73ae29d47f37d0bb">prior_from_set</a> (const Setting &set)</td></tr> |
| 114 | <tr><td class="mdescLeft"> </td><td class="mdescRight">load prior information from set and set internal structures accordingly <br/></td></tr> |
| 115 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7ebbb12b5b01e8ac6985af0e04e0f0c2"></a><!-- doxytag: member="bdm::PF::validate" ref="a7ebbb12b5b01e8ac6985af0e04e0f0c2" args="()" --> |
| 116 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a7ebbb12b5b01e8ac6985af0e04e0f0c2">validate</a> ()</td></tr> |
| 117 | <tr><td class="mdescLeft"> </td><td class="mdescRight">This method TODO. <br/></td></tr> |
| 118 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a10fd6402c67ad3ee3a1a9a23fe91d7d7"></a><!-- doxytag: member="bdm::PF::resample" ref="a10fd6402c67ad3ee3a1a9a23fe91d7d7" args="(ivec &ind)" --> |
| 119 | void </td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1PF.html#a10fd6402c67ad3ee3a1a9a23fe91d7d7">resample</a> (ivec &ind)</td></tr> |
| 120 | <tr><td class="mdescLeft"> </td><td class="mdescRight">resample posterior density (from outside - see <a class="el" href="classbdm_1_1MPF.html" title="Marginalized Particle filter.">MPF</a>) <br/></td></tr> |
108 | | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a80b9b6b0506797c41b50b9bd236bc856"></a><!-- doxytag: member="bdm::PF::set_parameters" ref="a80b9b6b0506797c41b50b9bd236bc856" args="(mpdf *par0, mpdf *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)" --> |
109 | | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (<a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *par0, <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> *obs0, int n0, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr> |
| 132 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6b2a5ff7a9da0c881ecfc905e5643417"></a><!-- doxytag: member="bdm::PF::set_parameters" ref="a6b2a5ff7a9da0c881ecfc905e5643417" args="(int n0, double res_th0=0.5, RESAMPLING_METHOD rm=SYSTEMATIC)" --> |
| 133 | void </td><td class="memItemRight" valign="bottom"><b>set_parameters</b> (int n0, double res_th0=0.5, RESAMPLING_METHOD rm=SYSTEMATIC)</td></tr> |
| 134 | <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9e37481febc4061d3ff0f58f3f560b8d"></a><!-- doxytag: member="bdm::PF::set_model" ref="a9e37481febc4061d3ff0f58f3f560b8d" args="(shared_ptr< mpdf > par0, shared_ptr< mpdf > obs0)" --> |
| 135 | void </td><td class="memItemRight" valign="bottom"><b>set_model</b> (<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > par0, <a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>< <a class="el" href="classbdm_1_1mpdf.html">mpdf</a> > obs0)</td></tr> |
262 | | <p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#a286d040770d08bd7ff416cea617b1b14">bdm::MPF< BM_T ></a>.</p> |
263 | | |
264 | | <p>References <a class="el" href="particles_8h_source.html#l00036">_samples</a>, <a class="el" href="particles_8h_source.html#l00034">_w</a>, <a class="el" href="particles_8h_source.html#l00032">est</a>, <a class="el" href="bdmbase_8h_source.html#l00498">bdm::mpdf::evallogcond()</a>, <a class="el" href="particles_8h_source.html#l00030">n</a>, <a class="el" href="particles_8h_source.html#l00040">obs</a>, <a class="el" href="particles_8h_source.html#l00038">par</a>, <a class="el" href="exp__family_8cpp_source.html#l00262">bdm::eEmp::resample()</a>, <a class="el" href="particles_8h_source.html#l00043">resmethod</a>, and <a class="el" href="bdmbase_8h_source.html#l00489">bdm::mpdf::samplecond()</a>.</p> |
| 292 | <p>References <a class="el" href="particles_8h_source.html#l00036">_samples</a>, <a class="el" href="particles_8cpp_source.html#l00007">bayes_gensmp()</a>, <a class="el" href="particles_8cpp_source.html#l00015">bayes_weights()</a>, <a class="el" href="particles_8h_source.html#l00099">do_resampling()</a>, <a class="el" href="particles_8h_source.html#l00032">est</a>, <a class="el" href="particles_8h_source.html#l00042">lls</a>, <a class="el" href="particles_8h_source.html#l00030">n</a>, <a class="el" href="particles_8h_source.html#l00040">obs</a>, <a class="el" href="exp__family_8cpp_source.html#l00265">bdm::eEmp::resample()</a>, and <a class="el" href="particles_8h_source.html#l00045">resmethod</a>.</p> |
| 293 | |
| 294 | </div> |
| 295 | </div> |
| 296 | <a class="anchor" id="a40d74160df73d152a9bcf044eac25663"></a><!-- doxytag: member="bdm::PF::from_setting" ref="a40d74160df73d152a9bcf044eac25663" args="(const Setting &set)" --> |
| 297 | <div class="memitem"> |
| 298 | <div class="memproto"> |
| 299 | <table class="memname"> |
| 300 | <tr> |
| 301 | <td class="memname">void bdm::PF::from_setting </td> |
| 302 | <td>(</td> |
| 303 | <td class="paramtype">const Setting & </td> |
| 304 | <td class="paramname"> <em>set</em></td> |
| 305 | <td> ) </td> |
| 306 | <td><code> [inline, virtual]</code></td> |
| 307 | </tr> |
| 308 | </table> |
| 309 | </div> |
| 310 | <div class="memdoc"> |
| 311 | <p>configuration structure for basic <a class="el" href="classbdm_1_1PF.html" title="Trivial particle filter with proposal density equal to parameter evolution model...">PF</a> </p> |
| 312 | <div class="fragment"><pre class="fragment"> parameter_pdf = mpdf_class; <span class="comment">// parameter evolution pdf</span> |
| 313 | observation_pdf = mpdf_class; <span class="comment">// observation pdf</span> |
| 314 | prior = epdf_class; <span class="comment">// prior probability density</span> |
| 315 | --- optional --- |
| 316 | n = 10; <span class="comment">// number of particles</span> |
| 317 | <a class="code" href="classbdm_1_1PF.html#a9932c7c5865954ef9a438afcbe944e52" title="which resampling method will be used">resmethod</a> = <span class="stringliteral">'systematic'</span>, or <span class="stringliteral">'multinomial'</span>, or <span class="stringliteral">'stratified'</span> |
| 318 | <span class="comment">// resampling method</span> |
| 319 | <a class="code" href="classbdm_1_1PF.html#ab16816e20f97f9bec993d1f25fc3d711">res_threshold</a> = 0.5; <span class="comment">// resample when active particles drop below 50%</span> |
| 320 | </pre></div> |
| 321 | <p>Reimplemented from <a class="el" href="classbdm_1_1BM.html#a23c6a8f71f922023ab08dcb0487a86de">bdm::BM</a>.</p> |
| 322 | |
| 323 | <p>References <a class="el" href="bdmbase_8cpp_source.html#l00101">bdm::RV::add()</a>, <a class="el" href="particles_8h_source.html#l00040">obs</a>, <a class="el" href="particles_8h_source.html#l00038">par</a>, <a class="el" href="particles_8h_source.html#l00166">prior_from_set()</a>, and <a class="el" href="particles_8h_source.html#l00142">resmethod_from_set()</a>.</p> |
312 | | <p>Reimplemented in <a class="el" href="classbdm_1_1MPF.html#a2e95498dec734088ab9f4878ff404144">bdm::MPF< BM_T ></a>.</p> |
313 | | |
314 | | <p>References <a class="el" href="particles_8h_source.html#l00049">opt_L_smp</a>, and <a class="el" href="particles_8h_source.html#l00051">opt_L_wei</a>.</p> |
| 375 | <p>References <a class="el" href="particles_8h_source.html#l00054">opt_L_smp</a>, and <a class="el" href="particles_8h_source.html#l00056">opt_L_wei</a>.</p> |
| 376 | |
| 377 | </div> |
| 378 | </div> |
| 379 | <hr/><h2>Member Data Documentation</h2> |
| 380 | <a class="anchor" id="ab16816e20f97f9bec993d1f25fc3d711"></a><!-- doxytag: member="bdm::PF::res_threshold" ref="ab16816e20f97f9bec993d1f25fc3d711" args="" --> |
| 381 | <div class="memitem"> |
| 382 | <div class="memproto"> |
| 383 | <table class="memname"> |
| 384 | <tr> |
| 385 | <td class="memname">double <a class="el" href="classbdm_1_1PF.html#ab16816e20f97f9bec993d1f25fc3d711">bdm::PF::res_threshold</a><code> [protected]</code></td> |
| 386 | </tr> |
| 387 | </table> |
| 388 | </div> |
| 389 | <div class="memdoc"> |
| 390 | <p>resampling threshold; in this case its meaning is minimum ratio of active particles For example, for 0.5 resampling is performed when the numebr of active aprticles drops belo 50%. </p> |
| 391 | |
| 392 | <p>Referenced by <a class="el" href="particles_8h_source.html#l00099">do_resampling()</a>, and <a class="el" href="particles_8h_source.html#l00142">resmethod_from_set()</a>.</p> |