Virtual Class representing all Mixture particle filters. More...
#include <mixtureParticleFilter.h>
Public Member Functions | |
MixtureParticleFilter (Mixture< StateVar > *prior, ConditionalPdf< StateVar, StateVar > *proposal, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS, int maintainMixturePeriod=1) | |
Constructor. | |
MixtureParticleFilter (Mixture< StateVar > *prior, Mixture< StateVar > *post, ConditionalPdf< StateVar, StateVar > *proposal, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS, int maintainMixturePeriod=1) | |
Constructor. | |
MixtureParticleFilter (const MixtureParticleFilter< StateVar, MeasVar > &filt) | |
Copy Constructor. | |
virtual Mixture< StateVar > * | PostGet () |
Get Posterior density. | |
ConditionalPdf< StateVar, StateVar > * | ProposalGet () |
Get a pointer to the proposal density. | |
virtual void | ProposalSet (ConditionalPdf< StateVar, StateVar > *const cpdf) |
Set the proposal density. | |
virtual void | Reset (Mixture< StateVar > *prior) |
Reset Filter. | |
virtual | ~MixtureParticleFilter () |
Destructor. | |
Protected Member Functions | |
virtual bool | DynamicResampleStep () |
Resample if necessary. | |
virtual bool | DynamicResampleStepOne (int component) |
Resampling for one component. | |
virtual bool | MaintainMixture () |
Actual mixture maintainance happens here;. | |
virtual bool | MaintainMixtureStep () |
Maintain Mixture if wanted. | |
virtual bool | ProposalStepInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s) |
Proposal step. | |
virtual bool | ProposalStepInternalOne (int component, SystemModel< StateVar > *const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s) |
Proposal step for one component. | |
virtual bool | Resample () |
Actual Resampling happens here;. | |
virtual bool | ResampleOne (int component) |
Actual Resampling for one component;. | |
virtual bool | StaticResampleStep () |
Resample if wanted. | |
virtual bool | UpdateInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s) |
Actual implementation of Update, varies along filters. | |
virtual bool | UpdateWeightsInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s) |
Update Weights. | |
virtual bool | UpdateWeightsInternalOne (int component, SystemModel< StateVar > *const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s) |
Update Weights for one component. | |
Protected Attributes | |
bool | _created_post |
created own post | |
bool | _dynamicResampling |
Dynamic resampling or fixed period resampling? | |
int | _maintainMixturePeriod |
Number of timestep between mixture maintainance of the Posterior. | |
vector< vector< Sample < StateVar > > > | _new_samples_unweightedVec |
While resampling. | |
vector< vector< WeightedSample < StateVar > > > | _new_samplesVec |
While updating store list of new samples. | |
vector< Probability > | _newMixtureWeights |
Vector containing the new mixture weights during update step. | |
vector< WeightedSample < StateVar > >::iterator | _ns_it |
Iterator for new list of samples. | |
vector< vector< WeightedSample < StateVar > > > | _old_samplesVec |
While updating store list of old samples. | |
vector< WeightedSample < StateVar > >::iterator | _os_it |
Iterator for old list of samples. | |
ConditionalPdf< StateVar, StateVar > * | _proposal |
Pointer to the Proposal Density. | |
bool | _proposal_depends_on_meas |
Proposal depends on last measurement? | |
int | _resamplePeriod |
Number of timestep between resampling from the Posterior Pdf. | |
int | _resampleScheme |
Which resample algorithm (see top of particle.h for #defines) | |
double | _resampleThreshold |
Threshold used when dynamic resampling. | |
WeightedSample< StateVar > | _sample |
While updating use sample<StateVar> | |
vector< Probability > | _sumWeights |
Vector containing the sum of weights during update step. |
Virtual Class representing all Mixture particle filters.
This is a virtual class representing the family of all mixture particle filters. Mixture Particle filters are filters in which the Posterior density is represented by a mixture (class Mixture) of Monte Carlo Pdfs (class MCPdf).
However, the updating of the Posterior density can still be done in several ways, that's why the System and Measurement update members are still pure virtual functions.
This class is the base class for all sorts of mixture particle filters.
Definition at line 153 of file mixtureParticleFilter.h.
BFL::MixtureParticleFilter< StateVar, MeasVar >::MixtureParticleFilter | ( | Mixture< StateVar > * | prior, |
ConditionalPdf< StateVar, StateVar > * | proposal, | ||
int | resampleperiod = 0 , |
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double | resamplethreshold = 0 , |
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int | resamplescheme = DEFAULT_RS , |
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int | maintainMixturePeriod = 1 |
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) |
Constructor.
prior | pointer to the mixture of Monte Carlo Pdfs prior density |
proposal | pointer to the proposal density to use |
resampleperiod | fixed resampling period (if desired) |
resamplethreshold | threshold used when dynamic resampling |
resamplescheme | resampling scheme, see header file for different defines and their meaning |
maintainMixturePeriod | fixed mixture maintainance period |
prior should be of type pdf and not mcpdf. See also notes with implementation
let the user implement her/his own resamplescheme
BFL::MixtureParticleFilter< StateVar, MeasVar >::MixtureParticleFilter | ( | Mixture< StateVar > * | prior, |
Mixture< StateVar > * | post, | ||
ConditionalPdf< StateVar, StateVar > * | proposal, | ||
int | resampleperiod = 0 , |
||
double | resamplethreshold = 0 , |
||
int | resamplescheme = DEFAULT_RS , |
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int | maintainMixturePeriod = 1 |
||
) |
Constructor.
prior | pointer to the mixture of Monte Carlo Pdfs prior density |
post | pointer to the mixture of Monte Carlo Pdfs post density |
proposal | pointer to the proposal density to use |
resampleperiod | fixed resampling period (if desired) |
resamplethreshold | threshold used when dynamic resampling |
resamplescheme | resampling scheme, see header file for different defines and their meaning |
maintainMixturePeriod | fixed mixture maintainance period |
prior should be of type pdf and not mcpdf. See also notes with implementation
let the user implement her/his own resamplescheme
BFL::MixtureParticleFilter< SV, MV >::~MixtureParticleFilter | ( | ) | [virtual] |
Destructor.
Definition at line 136 of file mixtureParticleFilter.cpp.
BFL::MixtureParticleFilter< StateVar, MeasVar >::MixtureParticleFilter | ( | const MixtureParticleFilter< StateVar, MeasVar > & | filt | ) |
Copy Constructor.
bool BFL::MixtureParticleFilter< SV, MV >::DynamicResampleStep | ( | ) | [protected, virtual] |
Resample if necessary.
Definition at line 356 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< SV, MV >::DynamicResampleStepOne | ( | int | component | ) | [protected, virtual] |
Resampling for one component.
component | component number of component to update |
Definition at line 368 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< SV, MV >::MaintainMixture | ( | ) | [protected, virtual] |
Actual mixture maintainance happens here;.
Definition at line 517 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< SV, MV >::MaintainMixtureStep | ( | ) | [protected, virtual] |
Maintain Mixture if wanted.
Definition at line 508 of file mixtureParticleFilter.cpp.
Mixture< SV > * BFL::MixtureParticleFilter< SV, MV >::PostGet | ( | ) | [virtual] |
Get Posterior density.
Get the current Posterior density
Reimplemented from BFL::Filter< StateVar, MeasVar >.
Definition at line 502 of file mixtureParticleFilter.cpp.
ConditionalPdf< SV, SV > * BFL::MixtureParticleFilter< SV, MV >::ProposalGet | ( | ) |
Get a pointer to the proposal density.
Definition at line 170 of file mixtureParticleFilter.cpp.
void BFL::MixtureParticleFilter< SV, MV >::ProposalSet | ( | ConditionalPdf< StateVar, StateVar > *const | cpdf | ) | [virtual] |
Set the proposal density.
cpdf | the new proposal density. The order of the conditional arguments is fixed and should be: x (state), u (input), z (measurement), s (sensor param). Off course all of them are optional |
Definition at line 164 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< SV, MV >::ProposalStepInternal | ( | SystemModel< StateVar > *const | sysmodel, |
const StateVar & | u, | ||
MeasurementModel< MeasVar, StateVar > *const | measmodel, | ||
const MeasVar & | z, | ||
const StateVar & | s | ||
) | [protected, virtual] |
Proposal step.
Implementation of proposal step
sysmodel | pointer to the used system model |
u | input param for proposal density |
measmodel | pointer to the used measurementmodel |
z | measurement param for proposal density |
s | sensor param for proposal density |
Definition at line 177 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< SV, MV >::ProposalStepInternalOne | ( | int | component, |
SystemModel< StateVar > *const | sysmodel, | ||
const StateVar & | u, | ||
MeasurementModel< MeasVar, StateVar > *const | measmodel, | ||
const MeasVar & | z, | ||
const StateVar & | s | ||
) | [protected, virtual] |
Proposal step for one component.
Implementation of proposal step
component | component number of component to update |
sysmodel | pointer to the used system model |
u | input param for proposal density |
measmodel | pointer to the used measurementmodel |
z | measurement param for proposal density |
s | sensor param for proposal density |
Definition at line 193 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< SV, MV >::Resample | ( | ) | [protected, virtual] |
Actual Resampling happens here;.
Definition at line 445 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< SV, MV >::ResampleOne | ( | int | component | ) | [protected, virtual] |
Actual Resampling for one component;.
component | component number of component to update |
Definition at line 457 of file mixtureParticleFilter.cpp.
void BFL::MixtureParticleFilter< SV, MV >::Reset | ( | Mixture< StateVar > * | prior | ) | [virtual] |
Reset Filter.
Definition at line 154 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< SV, MV >::StaticResampleStep | ( | ) | [protected, virtual] |
Resample if wanted.
Definition at line 404 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< SV, MV >::UpdateInternal | ( | SystemModel< StateVar > *const | sysmodel, |
const StateVar & | u, | ||
MeasurementModel< MeasVar, StateVar > *const | measmodel, | ||
const MeasVar & | z, | ||
const StateVar & | s | ||
) | [protected, virtual] |
Actual implementation of Update, varies along filters.
sysmodel | pointer to the used system model |
u | input param for proposal density |
measmodel | pointer to the used measurementmodel |
z | measurement param for proposal density |
s | sensor param for proposal density |
Implements BFL::Filter< StateVar, MeasVar >.
Reimplemented in BFL::MixtureBootstrapFilter< StateVar, MeasVar >.
Definition at line 414 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< SV, MV >::UpdateWeightsInternal | ( | SystemModel< StateVar > *const | sysmodel, |
const StateVar & | u, | ||
MeasurementModel< MeasVar, StateVar > *const | measmodel, | ||
const MeasVar & | z, | ||
const StateVar & | s | ||
) | [protected, virtual] |
Update Weights.
sysmodel | pointer to the used system model |
u | input param for proposal density |
measmodel | pointer to the used measurementmodel |
z | measurement param for proposal density |
s | sensor param for proposal density |
Definition at line 248 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< SV, MV >::UpdateWeightsInternalOne | ( | int | component, |
SystemModel< StateVar > *const | sysmodel, | ||
const StateVar & | u, | ||
MeasurementModel< MeasVar, StateVar > *const | measmodel, | ||
const MeasVar & | z, | ||
const StateVar & | s | ||
) | [protected, virtual] |
Update Weights for one component.
component | component number of component to update |
sysmodel | pointer to the used system model |
u | input param for proposal density |
measmodel | pointer to the used measurementmodel |
z | measurement param for proposal density |
s | sensor param for proposal density |
Definition at line 275 of file mixtureParticleFilter.cpp.
bool BFL::MixtureParticleFilter< StateVar, MeasVar >::_created_post [protected] |
created own post
Definition at line 206 of file mixtureParticleFilter.h.
bool BFL::MixtureParticleFilter< StateVar, MeasVar >::_dynamicResampling [protected] |
Dynamic resampling or fixed period resampling?
Definition at line 200 of file mixtureParticleFilter.h.
int BFL::MixtureParticleFilter< StateVar, MeasVar >::_maintainMixturePeriod [protected] |
Number of timestep between mixture maintainance of the Posterior.
By choosing this period, one can execute period maintainance of mixtures. You can implement maintainMixture such that target splitting, appearing and disappearing is handled
Definition at line 213 of file mixtureParticleFilter.h.
vector< vector<Sample<StateVar> > > BFL::MixtureParticleFilter< StateVar, MeasVar >::_new_samples_unweightedVec [protected] |
While resampling.
Definition at line 177 of file mixtureParticleFilter.h.
vector<vector<WeightedSample<StateVar> > > BFL::MixtureParticleFilter< StateVar, MeasVar >::_new_samplesVec [protected] |
While updating store list of new samples.
Definition at line 175 of file mixtureParticleFilter.h.
vector<Probability> BFL::MixtureParticleFilter< StateVar, MeasVar >::_newMixtureWeights [protected] |
Vector containing the new mixture weights during update step.
Definition at line 183 of file mixtureParticleFilter.h.
vector<WeightedSample<StateVar> >::iterator BFL::MixtureParticleFilter< StateVar, MeasVar >::_ns_it [protected] |
Iterator for new list of samples.
Definition at line 181 of file mixtureParticleFilter.h.
vector<vector<WeightedSample<StateVar> > > BFL::MixtureParticleFilter< StateVar, MeasVar >::_old_samplesVec [protected] |
While updating store list of old samples.
Definition at line 173 of file mixtureParticleFilter.h.
vector<WeightedSample<StateVar> >::iterator BFL::MixtureParticleFilter< StateVar, MeasVar >::_os_it [protected] |
Iterator for old list of samples.
Definition at line 179 of file mixtureParticleFilter.h.
ConditionalPdf<StateVar,StateVar>* BFL::MixtureParticleFilter< StateVar, MeasVar >::_proposal [protected] |
Pointer to the Proposal Density.
Every particle filter (or more correct: every Sequential Importance Sampling method) uses a proposal density to do the forward sampling step
Definition at line 168 of file mixtureParticleFilter.h.
bool BFL::MixtureParticleFilter< StateVar, MeasVar >::_proposal_depends_on_meas [protected] |
Proposal depends on last measurement?
Definition at line 203 of file mixtureParticleFilter.h.
int BFL::MixtureParticleFilter< StateVar, MeasVar >::_resamplePeriod [protected] |
Number of timestep between resampling from the Posterior Pdf.
By choosing this period, one can avoid numerical instability (aka Degeneration of the particle filter
Definition at line 191 of file mixtureParticleFilter.h.
int BFL::MixtureParticleFilter< StateVar, MeasVar >::_resampleScheme [protected] |
Which resample algorithm (see top of particle.h for #defines)
Definition at line 197 of file mixtureParticleFilter.h.
double BFL::MixtureParticleFilter< StateVar, MeasVar >::_resampleThreshold [protected] |
Threshold used when dynamic resampling.
Definition at line 194 of file mixtureParticleFilter.h.
WeightedSample<StateVar> BFL::MixtureParticleFilter< StateVar, MeasVar >::_sample [protected] |
While updating use sample<StateVar>
Definition at line 171 of file mixtureParticleFilter.h.
vector<Probability> BFL::MixtureParticleFilter< StateVar, MeasVar >::_sumWeights [protected] |
Vector containing the sum of weights during update step.
Definition at line 185 of file mixtureParticleFilter.h.