Bayesian Filtering Library Generated from SVN r
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
ParticleSmoother< StateVar > Class Template Reference

Class representing a particle backward filter. More...

#include <particlesmoother.h>

Inheritance diagram for ParticleSmoother< StateVar >:
BackwardFilter< StateVar >

Public Member Functions

 ParticleSmoother (MCPdf< StateVar > *prior)
 Constructor.
 
virtual ~ParticleSmoother ()
 Destructor.
 
virtual void Reset (Pdf< StateVar > *prior)
 Reset Filter.
 
virtual bool Update (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)
 Full Update (system with inputs)
 
virtual bool Update (SystemModel< StateVar > *const sysmodel, Pdf< StateVar > *const filtered_post)
 Full Update (system without inputs)
 
virtual Pdf< StateVar > * PostGet ()
 Get Posterior density.
 
int TimeStepGet () const
 Get current time.
 

Protected Member Functions

virtual bool UpdateInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)
 Actual implementation of Update, varies along filters.
 
virtual void SysUpdate (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)
 

Protected Attributes

vector< WeightedSample< StateVar > > _old_samples
 While updating store list of old samples.
 
vector< WeightedSample< StateVar > > _new_samples
 While updating store list of new samples.
 
vector< WeightedSample< StateVar > > _filtered_samples
 While updating store list of filtered samples.
 
vector< WeightedSample< StateVar > >::iterator _os_it
 Iterator for old list of samples.
 
vector< WeightedSample< StateVar > >::iterator _ns_it
 Iterator for new list of samples.
 
vector< WeightedSample< StateVar > >::iterator _fs_it
 Iterator for list of filtered samples.
 
Pdf< StateVar > * _prior
 prior Pdf
 
Pdf< StateVar > * _post
 Pointer to the Posterior Pdf.
 
int _timestep
 Represents the current timestep of the filter.
 

Detailed Description

template<typename StateVar>
class BFL::ParticleSmoother< StateVar >

Class representing a particle backward filter.

Definition at line 50 of file particlesmoother.h.

Member Function Documentation

◆ PostGet()

virtual Pdf< StateVar > * PostGet ( )
virtualinherited

Get Posterior density.

Get the current Posterior density

Returns
a pointer to the current posterior

◆ TimeStepGet()

int TimeStepGet ( ) const
inherited

Get current time.

Get the current time of the filter

Returns
the current timestep

◆ Update() [1/2]

virtual bool Update ( SystemModel< StateVar > *const  sysmodel,
const StateVar &  u,
Pdf< StateVar > *const  filtered_post 
)
virtualinherited

Full Update (system with inputs)

Parameters
sysmodelpointer to the system model to use for update
uinput to the system
filtered_postfiltered posterior

◆ Update() [2/2]

virtual bool Update ( SystemModel< StateVar > *const  sysmodel,
Pdf< StateVar > *const  filtered_post 
)
virtualinherited

Full Update (system without inputs)

Parameters
sysmodelpointer to the system model to use for update
filtered_postfiltered posterior

◆ UpdateInternal()

virtual bool UpdateInternal ( SystemModel< StateVar > *const  sysmodel,
const StateVar &  u,
Pdf< StateVar > *const  filtered_post 
)
protectedvirtual

Actual implementation of Update, varies along filters.

Parameters
sysmodelpointer to the used system model
uinput param for proposal density
filtered_postis the posterior obtained by filtering of the timestep you want to smooth

Implements BackwardFilter< StateVar >.

Member Data Documentation

◆ _filtered_samples

vector<WeightedSample<StateVar> > _filtered_samples
protected

While updating store list of filtered samples.

Definition at line 64 of file particlesmoother.h.

◆ _fs_it

vector<WeightedSample<StateVar>>::iterator _fs_it
protected

Iterator for list of filtered samples.

Definition at line 70 of file particlesmoother.h.

◆ _new_samples

vector<WeightedSample<StateVar> > _new_samples
protected

While updating store list of new samples.

Definition at line 62 of file particlesmoother.h.

◆ _ns_it

vector<WeightedSample<StateVar>>::iterator _ns_it
protected

Iterator for new list of samples.

Definition at line 68 of file particlesmoother.h.

◆ _old_samples

vector<WeightedSample<StateVar> > _old_samples
protected

While updating store list of old samples.

Definition at line 60 of file particlesmoother.h.

◆ _os_it

vector<WeightedSample<StateVar>>::iterator _os_it
protected

Iterator for old list of samples.

Definition at line 66 of file particlesmoother.h.

◆ _post

Pdf<StateVar>* _post
protectedinherited

Pointer to the Posterior Pdf.

The Posterior Pdf represents the subjective belief of the person applying the filter AFTER processing a backwards step.

Definition at line 69 of file backwardfilter.h.

◆ _prior

Pdf<StateVar>* _prior
protectedinherited

prior Pdf

Definition at line 64 of file backwardfilter.h.

◆ _timestep

int _timestep
protectedinherited

Represents the current timestep of the filter.

Definition at line 72 of file backwardfilter.h.


The documentation for this class was generated from the following file: