PF Class Reference

A Particle Filter prototype. More...

#include <libPF.h>

Inheritance diagram for PF:

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Collaboration diagram for PF:

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List of all members.

Public Member Functions

ivec resample (RESAMPLING_METHOD method=SYSTEMATIC)
 Returns indexes of particles that should be resampled. The ordering MUST guarantee inplace replacement. (Important for MPF.).
 PF (vec w)
void bayes (const vec &dt, bool evell)
 Incremental Bayes rule.

Protected Attributes

int n
vec w
Uniform_RNG URNG


Detailed Description

A Particle Filter prototype.

Bayesian Filtering equations hold.


Member Function Documentation

void PF::bayes ( const vec &  dt,
bool  evall 
) [inline, virtual]

Incremental Bayes rule.

Parameters:
dt vector of input data
evall If true, the filter will compute likelihood of the data record and store it in ll

Implements BM.

Reimplemented in TrivialPF.


The documentation for this class was generated from the following files:
Generated on Sun Feb 17 16:14:21 2008 for mixpp by  doxygen 1.5.3