Class representing a particle backward filter. More...

Inheritance diagram for BFL::ParticleSmoother< StateVar >:

Public Member Functions
	ParticleSmoother (MCPdf< StateVar > *prior)
	Constructor. More...

virtual	~ParticleSmoother ()
	Destructor. More...

Public Member Functions inherited from BFL::BackwardFilter< StateVar >
	BackwardFilter (Pdf< StateVar > *prior)
	Constructor. More...

	BackwardFilter (const BackwardFilter< StateVar > &filt)
	copy constructor More...

virtual Pdf< StateVar > *	PostGet ()
	Get Posterior density. More...

virtual void	Reset (Pdf< StateVar > *prior)
	Reset Filter. More...

int	TimeStepGet () const
	Get current time. More...

virtual bool	Update (SystemModel< StateVar > const sysmodel, const StateVar &u, Pdf< StateVar > const filtered_post)
	Full Update (system with inputs) More...

virtual bool	Update (SystemModel< StateVar > const sysmodel, Pdf< StateVar > const filtered_post)
	Full Update (system without inputs) More...

virtual	~BackwardFilter ()
	destructor More...

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. More...

Protected Attributes
vector< WeightedSample< StateVar > >	_filtered_samples
	While updating store list of filtered samples. More...

vector< WeightedSample< StateVar > >::iterator	_fs_it
	Iterator for list of filtered samples. More...

vector< WeightedSample< StateVar > >	_new_samples
	While updating store list of new samples. More...

vector< WeightedSample< StateVar > >::iterator	_ns_it
	Iterator for new list of samples. More...

vector< WeightedSample< StateVar > >	_old_samples
	While updating store list of old samples. More...

vector< WeightedSample< StateVar > >::iterator	_os_it
	Iterator for old list of samples. More...

Protected Attributes inherited from BFL::BackwardFilter< StateVar >
Pdf< StateVar > *	_post
	Pointer to the Posterior Pdf. More...

Pdf< StateVar > *	_prior
	prior Pdf More...

int	_timestep
	Represents the current timestep of the filter. More...

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
	)

protectedvirtual

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
	)

protectedvirtual

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.