BFL::MixtureBootstrapFilter< StateVar, MeasVar > Class Template Reference

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

#include <mixtureBootstrapFilter.h>

Inheritance diagram for BFL::MixtureBootstrapFilter< StateVar, MeasVar >:

List of all members.

Public Member Functions
	MixtureBootstrapFilter (Mixture< StateVar > *prior, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS, int maintainMixturePeriod=1)
	Constructor.
	MixtureBootstrapFilter (Mixture< StateVar > *prior, Mixture< StateVar > *post, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS, int maintainMixturePeriod=1)
	Constructor.
virtual	~MixtureBootstrapFilter ()
	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.

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Detailed Description

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

Particular mixture 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 mixtureBootstrapFilter.h.

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Constructor & Destructor Documentation

template<typename StateVar, typename MeasVar>

BFL::MixtureBootstrapFilter< StateVar, MeasVar >::MixtureBootstrapFilter	(	Mixture< StateVar > *	prior,
		int	resampleperiod = 0,
		double	resamplethreshold = 0,
		int	resamplescheme = DEFAULT_RS,
		int	maintainMixturePeriod = 1
	)

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
maintainMixturePeriod	fixed mixture maintainance period

template<typename StateVar, typename MeasVar>

BFL::MixtureBootstrapFilter< StateVar, MeasVar >::MixtureBootstrapFilter	(	Mixture< StateVar > *	prior,
		Mixture< StateVar > *	post,
		int	resampleperiod = 0,
		double	resamplethreshold = 0,
		int	resamplescheme = DEFAULT_RS,
		int	maintainMixturePeriod = 1
	)

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
maintainMixturePeriod	fixed mixture maintainance period

template<typename SVar , typename MVar >

BFL::MixtureBootstrapFilter< SVar, MVar >::~MixtureBootstrapFilter

(

)

[virtual]

Destructor.

Definition at line 63 of file mixtureBootstrapFilter.cpp.

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Member Function Documentation

template<typename StateVar, typename MeasVar>

bool BFL::MixtureBootstrapFilter< 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::MixtureParticleFilter< StateVar, MeasVar >.

Definition at line 66 of file mixtureBootstrapFilter.cpp.

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

• mixtureBootstrapFilter.h
• mixtureBootstrapFilter.cpp