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. | |
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:
Definition at line 71 of file bootstrapfilter.h.
Constructor & Destructor Documentation
| 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:
-
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.
- Precondition:
- you created the necessary models and the prior
- Parameters:
-
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.
Member Function Documentation
| 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: