Virtual Baseclass representing all bayesian backward filters. More...

#include <backwardfilter.h>

Inheritance diagram for BFL::BackwardFilter< StateVar >:

Public Member Functions
	BackwardFilter (Pdf< StateVar > *prior)
	Constructor.
	BackwardFilter (const BackwardFilter< StateVar > &filt)
	copy constructor
virtual Pdf< StateVar > *	PostGet ()
	Get Posterior density.
virtual void	Reset (Pdf< StateVar > *prior)
	Reset Filter.
int	TimeStepGet () const
	Get current time.
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	~BackwardFilter ()
	destructor
Protected Member Functions
virtual bool	UpdateInternal (SystemModel< StateVar > const sysmodel, const StateVar &u, Pdf< StateVar > const filtered_post)=0
	Actual implementation of Update, varies along filters.
Protected Attributes
Pdf< StateVar > *	_post
	Pointer to the Posterior Pdf.
Pdf< StateVar > *	_prior
	prior Pdf
int	_timestep
	Represents the current timestep of the filter.

Detailed Description

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

Virtual Baseclass representing all bayesian backward filters.

This is the virtual baseclass representing all simularities between Bayesian backward filters. One class of smoothers corresponds to a forward pass (with a classical Bayesian filter) and a backward pass (with a backward Bayesian filter) The backward filters related with these smoothers are related to a System Model (they don't need a measurement model!(for as far I see now))

This class is the base class for a rauch tung striebel backward filter, a backward particle filters, ...

See also:: Pdf SystemModel ConditionalPdf

StateVar represents the form of the states and inputs

Definition at line 59 of file backwardfilter.h.

Constructor & Destructor Documentation

template<typename SVar>

BFL::BackwardFilter< SVar >::BackwardFilter ( Pdf< SVar > * prior )

Constructor.

Precondition:: you created the prior

Parameters:

prior pointer to the prior Pdf

Definition at line 26 of file backwardfilter.h.

template<typename SVar>

BFL::BackwardFilter< SVar >::BackwardFilter ( const BackwardFilter< SVar > & filt )

copy constructor

Definition at line 35 of file backwardfilter.h.

template<typename SVar >

BFL::BackwardFilter< SVar >::~BackwardFilter ( ) [virtual]

destructor

Definition at line 31 of file backwardfilter.cpp.

Member Function Documentation

template<typename SVar >

Pdf< SVar > * BFL::BackwardFilter< SVar >::PostGet ( ) [virtual]

Get Posterior density.

Get the current Posterior density

Returns:: a pointer to the current posterior

Definition at line 64 of file backwardfilter.cpp.

template<typename SVar>

void BFL::BackwardFilter< SVar >::Reset ( Pdf< SVar > * prior ) [virtual]

Reset Filter.

Definition at line 38 of file backwardfilter.cpp.

template<typename SVar >

int BFL::BackwardFilter< SVar >::TimeStepGet ( ) const

Get current time.

Get the current time of the filter

Returns:: the current timestep

Definition at line 45 of file backwardfilter.cpp.

template<typename SVar>

bool BFL::BackwardFilter< SVar >::Update	(	SystemModel< SVar > *const	sysmodel,
		const SVar &	u,
		Pdf< SVar > *const	filtered_post
	)		`[virtual]`

Full Update (system with inputs)

Parameters:

sysmodel	pointer to the system model to use for update
u	input to the system
filtered_post	filtered posterior

Definition at line 52 of file backwardfilter.h.

template<typename SVar>

bool BFL::BackwardFilter< SVar >::Update	(	SystemModel< SVar > *const	sysmodel,
		Pdf< SVar > *const	filtered_post
	)		`[virtual]`

Full Update (system without inputs)

Parameters:

sysmodel	pointer to the system model to use for update
filtered_post	filtered posterior

Definition at line 58 of file backwardfilter.h.

template<typename StateVar>

virtual bool BFL::BackwardFilter< StateVar >::UpdateInternal	(	SystemModel< StateVar > *const	sysmodel,
		const StateVar &	u,
		Pdf< StateVar > *const	filtered_post
	)		`[protected, pure virtual]`

Actual implementation of Update, varies along filters.

Parameters:

sysmodel	pointer to the used system model
u	input param for proposal density
filtered_post	is the posterior obtained by filtering of the timestep you want to smooth

Implemented in BFL::ParticleSmoother< StateVar >.