Particular particle filter : Proposal PDF = SystemPDF. More...
#include <bootstrapfilter.h>
Public Member Functions | |
BootstrapFilter (MCPdf< StateVar > *prior, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS) | |
Constructor. | |
BootstrapFilter (MCPdf< StateVar > *prior, MCPdf< StateVar > *post, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS) | |
Constructor. | |
virtual | ~BootstrapFilter () |
Destructor. | |
Protected Member Functions | |
virtual bool | UpdateInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s) |
Actual implementation of updateinternal. |
Particular particle filter : Proposal PDF = SystemPDF.
This is one (simple) particular implementation of a particle filter, in which the proposal density is equal to the pdf describing the system model (aka as SystemPdf), and involving a resampling step
The reason why I chose the name bootstrap filter is the fact that this is the name used in the book by Doucet et al.
@Book{ doucet_book, editor = {Doucet, Arnaud and de Freytas, Nando and Gordon, Neil}, title = {{S}equential {M}onte {C}arlo {M}ethods in {P}ractice}, publisher = {Springer--Verlag}, year = {2001}, series = {Statistics for engineering and information science}, month = {january}, annote = {see http://www-sigproc.eng.cam.ac.uk/~ad2/book.html} }
(and I presume this will become a/the standard book about particle filtering). Typical for the bootstrap filter is the fact that the proposal density is chosen to be the SystemPdf of the SystemModel. So there is no proposal density in the constructor here
Definition at line 71 of file bootstrapfilter.h.
BFL::BootstrapFilter< StateVar, MeasVar >::BootstrapFilter | ( | MCPdf< StateVar > * | prior, |
int | resampleperiod = 0 , |
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double | resamplethreshold = 0 , |
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int | resamplescheme = DEFAULT_RS |
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) |
Constructor.
prior | pointer to the Monte Carlo Pdf prior density |
resampleperiod | fixed resampling period (if desired) |
resamplethreshold | threshold used when dynamic resampling |
resamplescheme | resampling scheme, see header file for different defines and their meaning |
BFL::BootstrapFilter< StateVar, MeasVar >::BootstrapFilter | ( | MCPdf< StateVar > * | prior, |
MCPdf< StateVar > * | post, | ||
int | resampleperiod = 0 , |
||
double | resamplethreshold = 0 , |
||
int | resamplescheme = DEFAULT_RS |
||
) |
Constructor.
prior | pointer to the Monte Carlo Pdf prior density |
post | pointer to the Monte Carlo Pdf post density |
resampleperiod | fixed resampling period (if desired) |
resamplethreshold | threshold used when dynamic resampling |
resamplescheme | resampling scheme, see header file for different defines and their meaning |
BFL::BootstrapFilter< SVar, MVar >::~BootstrapFilter | ( | ) | [virtual] |
Destructor.
Definition at line 59 of file bootstrapfilter.cpp.
bool BFL::BootstrapFilter< SVar, MVar >::UpdateInternal | ( | SystemModel< StateVar > *const | sysmodel, |
const StateVar & | u, | ||
MeasurementModel< MeasVar, StateVar > *const | measmodel, | ||
const MeasVar & | z, | ||
const StateVar & | s | ||
) | [protected, virtual] |
Actual implementation of updateinternal.
Reimplemented from BFL::ParticleFilter< StateVar, MeasVar >.
Definition at line 62 of file bootstrapfilter.cpp.