work/git/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"

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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

Variables

double PF_SSAT


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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