Virtual Baseclass representing all bayesian backward filters. More...

#include <backwardfilter.h>

Inheritance diagram for BFL::BackwardFilter< StateVar >:

Public Member Functions
	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 bool	UpdateInternal (SystemModel< StateVar > const sysmodel, const StateVar &u, Pdf< StateVar > const filtered_post)=0
	Actual implementation of Update, varies along filters. More...

Protected Attributes
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

template<typename StateVar>
class BFL::BackwardFilter< StateVar >

Virtual Baseclass representing all bayesian backward filters.

This is the virtual baseclass representing all simularities between Bayesian backward filters. One class of smoothers corresponds to a forward pass (with a classical Bayesian filter) and a backward pass (with a backward Bayesian filter) The backward filters related with these smoothers are related to a System Model (they don't need a measurement model!(for as far I see now))

This class is the base class for a rauch tung striebel backward filter, a backward particle filters, ...

See also: Pdf SystemModel ConditionalPdf

StateVar represents the form of the states and inputs

Definition at line 59 of file backwardfilter.h.

Constructor & Destructor Documentation

◆ BackwardFilter() [1/2]

template<typename SVar>

BFL::BackwardFilter< SVar >::BackwardFilter ( Pdf< SVar > * prior )

Constructor.

Precondition: you created the prior

Parameters

prior pointer to the prior Pdf

Definition at line 26 of file backwardfilter.h.

◆ BackwardFilter() [2/2]

template<typename SVar>

BFL::BackwardFilter< SVar >::BackwardFilter ( const BackwardFilter< SVar > & filt )

copy constructor

Definition at line 35 of file backwardfilter.h.

◆ ~BackwardFilter()

template<typename SVar >

BFL::BackwardFilter< SVar >::~BackwardFilter ( )

virtual

destructor

Definition at line 31 of file backwardfilter.cpp.

Member Function Documentation

◆ PostGet()

template<typename SVar >

Pdf< SVar > * BFL::BackwardFilter< SVar >::PostGet ( )

virtual

Get Posterior density.

Get the current Posterior density

Returns: a pointer to the current posterior

Definition at line 64 of file backwardfilter.cpp.

◆ Reset()

template<typename SVar>

void BFL::BackwardFilter< SVar >::Reset ( Pdf< SVar > * prior )

virtual

Reset Filter.

Definition at line 38 of file backwardfilter.cpp.

◆ TimeStepGet()

template<typename SVar >

int BFL::BackwardFilter< SVar >::TimeStepGet ( ) const

Get current time.

Get the current time of the filter

Returns: the current timestep

Definition at line 45 of file backwardfilter.cpp.

◆ Update() [1/2]

template<typename SVar>

bool BFL::BackwardFilter< SVar >::Update	(	SystemModel< SVar > *const	sysmodel,
		const SVar &	u,
		Pdf< SVar > *const	filtered_post
	)

virtual

Full Update (system with inputs)

Parameters

sysmodel	pointer to the system model to use for update
u	input to the system
filtered_post	filtered posterior

Definition at line 52 of file backwardfilter.h.

◆ Update() [2/2]

template<typename SVar>

bool BFL::BackwardFilter< SVar >::Update	(	SystemModel< SVar > *const	sysmodel,
		Pdf< SVar > *const	filtered_post
	)

virtual

Full Update (system without inputs)

Parameters

sysmodel	pointer to the system model to use for update
filtered_post	filtered posterior

Definition at line 58 of file backwardfilter.h.

◆ UpdateInternal()

template<typename StateVar>

virtual bool BFL::BackwardFilter< StateVar >::UpdateInternal	(	SystemModel< StateVar > *const	sysmodel,
		const StateVar &	u,
		Pdf< StateVar > *const	filtered_post
	)

protectedpure 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

Implemented in BFL::ParticleSmoother< StateVar >.

Member Data Documentation

◆ _post

template<typename StateVar>

Pdf<StateVar>* BFL::BackwardFilter< StateVar >::_post

protected

Pointer to the Posterior Pdf.

The Posterior Pdf represents the subjective belief of the person applying the filter AFTER processing a backwards step.

Definition at line 69 of file backwardfilter.h.

◆ _prior

template<typename StateVar>

Pdf<StateVar>* BFL::BackwardFilter< StateVar >::_prior

protected

prior Pdf

Definition at line 64 of file backwardfilter.h.

◆ _timestep

template<typename StateVar>

int BFL::BackwardFilter< StateVar >::_timestep

protected

Represents the current timestep of the filter.

Definition at line 72 of file backwardfilter.h.

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

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

template<typename StateVar> class BFL::BackwardFilter< StateVar >

Constructor & Destructor Documentation

◆ BackwardFilter() [1/2]

◆ BackwardFilter() [2/2]

◆ ~BackwardFilter()

Member Function Documentation

◆ PostGet()

◆ Reset()

◆ TimeStepGet()

◆ Update() [1/2]

◆ Update() [2/2]

◆ UpdateInternal()

Member Data Documentation

◆ _post

◆ _prior

◆ _timestep

template<typename StateVar>
class BFL::BackwardFilter< StateVar >