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...

---

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

---