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# work/mixpp/bdm/estim/libPF.h File Reference

Bayesian Filtering using stochastic sampling (Particle Filters). More...

`#include <itpp/itbase.h>`
`#include "../stat/libEF.h"`
`#include "../math/libDC.h"`

Include dependency graph for libPF.h:

Go to the source code of this file.

## Classes
class | PF
| Trivial particle filter with proposal density equal to parameter evolution model. More...
class | MPF< BM_T >
| Marginalized Particle filter. More...
class | MPF< BM_T >::mpfepdf
| internal class for MPDF providing composition of eEmp with external components

## Detailed Description

Bayesian Filtering using stochastic sampling (Particle Filters).

Author:
  Vaclav Smidl.

----------------------------------- BDM++ - C++ library for Bayesian Decision Making under Uncertainty

Using IT++ for numerical operations -----------------------------------