MPF< BM_T > Class Template Reference

Marginalized Particle filter. More...

#include <libPF.h>

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List of all members.

Public Member Functions

 MPF (const RV &rvlin, const RV &rvpf, mpdf &par0, mpdf &obs0, int n, const BM_T &BMcond0)
 Default constructor.
void bayes (const vec &dt)
 Incremental Bayes rule.
epdf_epdf ()
 Returns a pointer to the epdf representing posterior density on parameters. Use with care!
void set_est (const epdf &epdf0)
 Set postrior of rvc to samples from epdf0. Statistics of Bms are not re-computed! Use only for initialization!
void bayes (mat Dt)
 Batch Bayes rule (columns of Dt are observations).
const RV_rv () const
 access function
double _ll () const
 access function

Protected Attributes

int n
 number of particles;
eEmp est
 posterior density
vec & _w
 pointer into eEmp
Array< vec > & _samples
 pointer into eEmp
mpdfpar
 Parameter evolution model.
mpdfobs
 Observation model.
RV rv
 Random variable of the posterior.
double ll
 Logarithm of marginalized data likelihood.
bool evalll
 If true, the filter will compute likelihood of the data record and store it in ll . Set to false if you want to save time.

Classes

class  mpfepdf
 internal class for MPDF providing composition of eEmp with external components


Detailed Description

template<class BM_T>
class MPF< BM_T >

Marginalized Particle filter.

Trivial version: proposal $=$ parameter evolution, observation model is not used. (it is assumed to be part of BM).


Member Function Documentation

template<class BM_T>
void MPF< BM_T >::bayes ( const vec &  dt  )  [inline, virtual]

Incremental Bayes rule.

Parameters:
dt vector of input data

Reimplemented from PF.


The documentation for this class was generated from the following file:
Generated on Wed Mar 12 16:15:53 2008 for mixpp by  doxygen 1.5.3