Class representing a particle backward filter. More...

Inheritance diagram for BFL::ParticleSmoother< StateVar >:

Public Member Functions
	ParticleSmoother (MCPdf< StateVar > *prior)
	Constructor.
virtual	~ParticleSmoother ()
	Destructor.
Protected Member Functions
virtual void	SysUpdate (SystemModel< StateVar > const sysmodel, const StateVar &u, Pdf< StateVar > const filtered_post)
virtual bool	UpdateInternal (SystemModel< StateVar > const sysmodel, const StateVar &u, Pdf< StateVar > const filtered_post)
	Actual implementation of Update, varies along filters.
Protected Attributes
vector< WeightedSample < StateVar > >	_filtered_samples
	While updating store list of filtered samples.
vector< WeightedSample < StateVar > >::iterator	_fs_it
	Iterator for list of filtered samples.
vector< WeightedSample < StateVar > >	_new_samples
	While updating store list of new samples.
vector< WeightedSample < StateVar > >::iterator	_ns_it
	Iterator for new list of samples.
vector< WeightedSample < StateVar > >	_old_samples
	While updating store list of old samples.
vector< WeightedSample < StateVar > >::iterator	_os_it
	Iterator for old list of samples.

Detailed Description

Class representing a particle backward filter.

Definition at line 50 of file particlesmoother.h.

Constructor & Destructor Documentation

template<typename StateVar >

BFL::ParticleSmoother< SV >::ParticleSmoother ( MCPdf< StateVar > * prior )

Constructor.

Definition at line 25 of file particlesmoother.cpp.

template<typename SV >

BFL::ParticleSmoother< SV >::~ParticleSmoother ( ) [virtual]

Destructor.

Definition at line 39 of file particlesmoother.cpp.

template<typename SV >

void BFL::ParticleSmoother< SV >::SysUpdate	(	SystemModel< StateVar > *const	sysmodel,
		const StateVar &	u,
		Pdf< StateVar > *const	filtered_post
	)		`[protected, virtual]`

Definition at line 54 of file particlesmoother.cpp.

template<typename SV >

bool BFL::ParticleSmoother< SV >::UpdateInternal	(	SystemModel< StateVar > *const	sysmodel,
		const StateVar &	u,
		Pdf< StateVar > *const	filtered_post
	)		`[protected, 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

Definition at line 45 of file particlesmoother.cpp.