mixpp: bdm::NoiseParticleX Class Reference
bdm::NoiseParticleX

bdm::NoiseParticleX Class Reference

#include <particles.h>

Inheritance diagram for bdm::NoiseParticleX:

bdm::MarginalizedParticleBase bdm::BM bdm::root List of all members.

Public Member Functions

BM * _copy () const
void bayes (const vec &dt, const vec &cond)
void from_setting (const Setting &set)
void to_setting (Setting &set) const
void validate ()

Protected Attributes

shared_ptr< fnc > g
 function transforming xt, ut -> x_t+1
shared_ptr< pdf > fy
 function transforming xt,ut -> yt
RV rvx
RV rvxc
RV rvyc
datalink_part cond2g
 link from condition to f
datalink_part cond2fy
 link from condition to h
datalink_part x2g
 link from xt to f
datalink_part x2fy
 link from xt to h

Detailed Description

Marginalized particle for state-space models with unknown parameters of distribuution of residues on $v_t$.

\begin{eqnarray*}{ x_t &=& g(x_{t-1}) + v_t,\\ y_t &\sim &fy(x_t), \end{eqnarray*}

This particle is a only a shell creating the residues calling internal estimator of their parameters. The internal estimator can be of any compatible type, e.g. ARX for Gaussian residues with unknown mean and variance.

The documentation for this class was generated from the following file:
Generated on 2 Dec 2013 for mixpp by  doxygen 1.4.7