Particle filter using EKF for proposal step. More...

#include <EKparticlefilter.h>

Inheritance diagram for BFL::EKParticleFilter:

Public Member Functions
	EKParticleFilter (MCPdf< ColumnVector > *prior, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS)
	Constructor.
virtual	~EKParticleFilter ()
	Destructor.
Protected Member Functions
virtual bool	ProposalStepInternal (SystemModel< ColumnVector > const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > const measmodel, const ColumnVector &z, const ColumnVector &s)
virtual bool	Resample ()
	Resample also redefined for the same reasons...
virtual bool	UpdateInternal (SystemModel< ColumnVector > const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > const measmodel, const ColumnVector &z, const ColumnVector &s)
Protected Attributes
std::vector< SymmetricMatrix > ::iterator	_cov_it
std::vector< double >	_CumPDF
std::vector< double > ::const_iterator	_CumPDFit
const int	_dimension
const int	_num_samples
std::vector< WeightedSample < ColumnVector > >::iterator	_oit
std::vector< WeightedSample < ColumnVector > >	_old_samples
	While updating store list of old samples.
std::vector< WeightedSample < ColumnVector > >	_result_samples
std::vector< WeightedSample < ColumnVector > >::iterator	_rit
Sample< ColumnVector >	_sample
	While updating use sample<StateVar>
std::vector< SymmetricMatrix >	_sampleCov
	Sample Covariances for use with EKF Proposal density.
std::vector< SymmetricMatrix >	_tmpCov
std::vector< SymmetricMatrix > ::iterator	_tmpCovit
std::vector< double >	_unif_samples
ColumnVector	_x_old

Detailed Description

Particle filter using EKF for proposal step.

NOTE: Only applicable to continuous problems with additive gaussian noise, so the models you specify ... specify should by

Definition at line 35 of file EKparticlefilter.h.

Constructor & Destructor Documentation

BFL::EKParticleFilter::EKParticleFilter	(	MCPdf< ColumnVector > *	prior,
		int	resampleperiod = `0`,
		double	resamplethreshold = `0`,
		int	resamplescheme = `DEFAULT_RS`
	)

Constructor.

Precondition:: you created the necessary models and the prior

Parameters:

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

Bug:: prior should be of type pdf and not mcpdf. See also notes with implementation

Definition at line 26 of file EKparticlefilter.cpp.

BFL::EKParticleFilter::~EKParticleFilter ( ) [virtual]

Destructor.

Definition at line 50 of file EKparticlefilter.cpp.

Member Function Documentation

bool BFL::EKParticleFilter::ProposalStepInternal	(	SystemModel< ColumnVector > *const	sysmodel,
		const ColumnVector &	u,
		MeasurementModel< ColumnVector, ColumnVector > *const	measmodel,
		const ColumnVector &	z,
		const ColumnVector &	s
	)		`[protected, virtual]`

Proposalstep is redefined here since we have to take into account the sample covariances here!

Reimplemented from BFL::ParticleFilter< ColumnVector, ColumnVector >.

Definition at line 117 of file EKparticlefilter.cpp.

bool BFL::EKParticleFilter::Resample ( ) [protected, virtual]

Resample also redefined for the same reasons...

Reimplemented from BFL::ParticleFilter< ColumnVector, ColumnVector >.

Definition at line 76 of file EKparticlefilter.cpp.

bool BFL::EKParticleFilter::UpdateInternal	(	SystemModel< ColumnVector > *const	sysmodel,
		const ColumnVector &	u,
		MeasurementModel< ColumnVector, ColumnVector > *const	measmodel,
		const ColumnVector &	z,
		const ColumnVector &	s
	)		`[protected, virtual]`

Reimplemented from BFL::ParticleFilter< ColumnVector, ColumnVector >.

Definition at line 57 of file EKparticlefilter.cpp.

Member Data Documentation

std::vector<SymmetricMatrix>::iterator BFL::EKParticleFilter::_cov_it [protected]

Definition at line 41 of file EKparticlefilter.h.

std::vector<double> BFL::EKParticleFilter::_CumPDF [protected]

Definition at line 54 of file EKparticlefilter.h.

std::vector<double>::const_iterator BFL::EKParticleFilter::_CumPDFit [protected]

Definition at line 55 of file EKparticlefilter.h.

const int BFL::EKParticleFilter::_dimension [protected]

Definition at line 47 of file EKparticlefilter.h.

const int BFL::EKParticleFilter::_num_samples [protected]

Definition at line 48 of file EKparticlefilter.h.

std::vector<WeightedSample<ColumnVector> >::iterator BFL::EKParticleFilter::_oit [protected]

Definition at line 50 of file EKparticlefilter.h.

std::vector<WeightedSample<ColumnVector> > BFL::EKParticleFilter::_old_samples [protected]

While updating store list of old samples.

Reimplemented from BFL::ParticleFilter< ColumnVector, ColumnVector >.

Definition at line 49 of file EKparticlefilter.h.

std::vector<WeightedSample<ColumnVector> > BFL::EKParticleFilter::_result_samples [protected]

Definition at line 51 of file EKparticlefilter.h.

std::vector<WeightedSample<ColumnVector> >::iterator BFL::EKParticleFilter::_rit [protected]

Definition at line 52 of file EKparticlefilter.h.

Sample<ColumnVector> BFL::EKParticleFilter::_sample [protected]

While updating use sample<StateVar>

Reimplemented from BFL::ParticleFilter< ColumnVector, ColumnVector >.

Definition at line 57 of file EKparticlefilter.h.

std::vector<SymmetricMatrix> BFL::EKParticleFilter::_sampleCov [protected]

Sample Covariances for use with EKF Proposal density.

Definition at line 40 of file EKparticlefilter.h.

std::vector<SymmetricMatrix> BFL::EKParticleFilter::_tmpCov [protected]

Definition at line 43 of file EKparticlefilter.h.

std::vector<SymmetricMatrix>::iterator BFL::EKParticleFilter::_tmpCovit [protected]

Definition at line 44 of file EKparticlefilter.h.

std::vector<double> BFL::EKParticleFilter::_unif_samples [protected]

Definition at line 53 of file EKparticlefilter.h.

ColumnVector BFL::EKParticleFilter::_x_old [protected]

Definition at line 56 of file EKparticlefilter.h.

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

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation