particles.h File Reference

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

#include "../estim/arx_ext.h"
#include "../stat/emix.h"

Go to the source code of this file.

Namespaces
namespace	bdm
Classes
class	bdm::MarginalizedParticleBase
	Abstract class for Marginalized Particles. More...
class	bdm::MarginalizedParticleBase::eprod_2
	Internal class for custom posterior - product of empirical and exact part. More...
class	bdm::MarginalizedParticle
	Particle with marginalized subspace, used in PF. More...
class	bdm::BootstrapParticle
	Internal class which is used in PF. More...
class	bdm::PF
	Trivial particle filter with proposal density equal to parameter evolution model. More...
class	bdm::PF::pf_mix
class	bdm::NoiseParticleX
class	bdm::NoiseParticleXY
class	bdm::NoiseParticleXY::eprod_3
	Internal class for custom posterior - product of empirical and exact part. More...
class	bdm::NoiseParticleXYprop
class	bdm::NoiseParticle
Functions
	bdm::UIREGISTER (MarginalizedParticle)
	bdm::UIREGISTER (BootstrapParticle)
	bdm::UIREGISTER (PF)
	bdm::UIREGISTER (NoiseParticleX)
	bdm::UIREGISTER (NoiseParticleXY)
	bdm::UIREGISTER (NoiseParticleXYprop)
	bdm::UIREGISTER (NoiseParticle)

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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 -----------------------------------

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