Public Member Functions | Protected Member Functions
BFL::BootstrapFilter< StateVar, MeasVar > Class Template Reference

Particular particle filter : Proposal PDF = SystemPDF. More...

#include <bootstrapfilter.h>

Inheritance diagram for BFL::BootstrapFilter< StateVar, MeasVar >:
Inheritance graph
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List of all members.

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.

Detailed Description

template<typename StateVar, typename MeasVar>
class BFL::BootstrapFilter< StateVar, MeasVar >

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

Todo:
The implementation is very slow for the moment. It would probably be much faster to add a vector<WeightedSample> to the private members of this class.
See also:
Pdf

Definition at line 71 of file bootstrapfilter.h.


Constructor & Destructor Documentation

template<typename StateVar, typename MeasVar>
BFL::BootstrapFilter< StateVar, MeasVar >::BootstrapFilter ( MCPdf< StateVar > *  prior,
int  resampleperiod = 0,
double  resamplethreshold = 0,
int  resamplescheme = DEFAULT_RS 
)

Constructor.

Precondition:
you created the necessary models and the prior
Parameters:
priorpointer to the Monte Carlo Pdf prior density
resampleperiodfixed resampling period (if desired)
resamplethresholdthreshold used when dynamic resampling
resampleschemeresampling scheme, see header file for different defines and their meaning
template<typename StateVar, typename MeasVar>
BFL::BootstrapFilter< StateVar, MeasVar >::BootstrapFilter ( MCPdf< StateVar > *  prior,
MCPdf< StateVar > *  post,
int  resampleperiod = 0,
double  resamplethreshold = 0,
int  resamplescheme = DEFAULT_RS 
)

Constructor.

Precondition:
you created the necessary models and the prior
Parameters:
priorpointer to the Monte Carlo Pdf prior density
postpointer to the Monte Carlo Pdf post density
resampleperiodfixed resampling period (if desired)
resamplethresholdthreshold used when dynamic resampling
resampleschemeresampling scheme, see header file for different defines and their meaning
template<typename SVar , typename MVar >
BFL::BootstrapFilter< SVar, MVar >::~BootstrapFilter ( ) [virtual]

Destructor.

Definition at line 59 of file bootstrapfilter.cpp.


Member Function Documentation

template<typename StateVar, typename MeasVar>
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.


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


bfl
Author(s): Klaas Gadeyne, Wim Meeussen, Tinne Delaet and many others. See web page for a full contributor list. ROS package maintained by Wim Meeussen.
autogenerated on Fri Aug 28 2015 10:10:22