Particle filter using EKF for proposal step. More...

#include <EKparticlefilter.h>

Inheritance diagram for BFL::EKParticleFilter:

Public Member Functions
	EKParticleFilter (MCPdf< ColumnVector > *prior, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS)
	Constructor. More...

virtual	~EKParticleFilter ()
	Destructor. More...

Public Member Functions inherited from BFL::ParticleFilter< ColumnVector, ColumnVector >
	ParticleFilter (MCPdf< ColumnVector > prior, ConditionalPdf< ColumnVector, ColumnVector > proposal, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS)
	Constructor. More...

	ParticleFilter (MCPdf< ColumnVector > prior, MCPdf< ColumnVector > post, ConditionalPdf< ColumnVector, ColumnVector > *proposal, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS)
	Constructor. More...

	ParticleFilter (const ParticleFilter< ColumnVector, ColumnVector > &filt)
	Copy Constructor. More...

virtual MCPdf< ColumnVector > *	PostGet ()
	Get Posterior density. More...

ConditionalPdf< ColumnVector, ColumnVector > *	ProposalGet ()
	Get a pointer to the proposal density. More...

virtual void	ProposalSet (ConditionalPdf< ColumnVector, ColumnVector > *const cpdf)
	Set the proposal density. More...

virtual	~ParticleFilter ()
	Destructor. More...

Public Member Functions inherited from BFL::Filter< ColumnVector, ColumnVector >
	Filter (Pdf< ColumnVector > *prior)
	Constructor. More...

	Filter (const Filter< ColumnVector, ColumnVector > &filt)
	copy constructor More...

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

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

virtual bool	Update (SystemModel< ColumnVector > const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > const measmodel, const ColumnVector &z, const ColumnVector &s)
	Full Update (system with inputs/sensing params) More...

virtual bool	Update (SystemModel< ColumnVector > const sysmodel, MeasurementModel< ColumnVector, ColumnVector > const measmodel, const ColumnVector &z, const ColumnVector &s)
	Full Update (system without inputs, with sensing params) More...

virtual bool	Update (SystemModel< ColumnVector > const sysmodel, MeasurementModel< ColumnVector, ColumnVector > const measmodel, const ColumnVector &z)
	Full Update (system without inputs/sensing params) More...

virtual bool	Update (SystemModel< ColumnVector > const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > const measmodel, const ColumnVector &z)
	Full Update (system with inputs, without sensing params) More...

virtual bool	Update (SystemModel< ColumnVector > *const sysmodel, const ColumnVector &u)
	System Update (system with inputs) More...

virtual bool	Update (SystemModel< ColumnVector > *const sysmodel)
	System Update (system without inputs) More...

virtual bool	Update (MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z, const ColumnVector &s)
	Measurement Update (system with "sensing params") More...

virtual bool	Update (MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z)
	Measurement Update (system without "sensing params") More...

virtual	~Filter ()
	destructor More...

Protected Member Functions
virtual bool	ProposalStepInternal (SystemModel< ColumnVector > const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > const measmodel, const ColumnVector &z, const ColumnVector &s)

virtual bool	Resample ()
	Resample also redefined for the same reasons... More...

virtual bool	UpdateInternal (SystemModel< ColumnVector > const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > const measmodel, const ColumnVector &z, const ColumnVector &s)
	Actual implementation of Update, varies along filters. More...

Protected Member Functions inherited from BFL::ParticleFilter< ColumnVector, ColumnVector >
virtual bool	DynamicResampleStep ()
	Resample if necessary. More...

virtual bool	ProposalStepInternal (SystemModel< ColumnVector > const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > const measmodel, const ColumnVector &z, const ColumnVector &s)
	Proposal step. More...

virtual bool	StaticResampleStep ()
	Resample if wanted. More...

virtual bool	UpdateWeightsInternal (SystemModel< ColumnVector > const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > const measmodel, const ColumnVector &z, const ColumnVector &s)
	Update Weights. More...

Protected Attributes
std::vector< SymmetricMatrix >::iterator	_cov_it

std::vector< double >	_CumPDF

std::vector< double >::const_iterator	_CumPDFit

const int	_dimension

const int	_num_samples

std::vector< WeightedSample< ColumnVector > >::iterator	_oit

std::vector< WeightedSample< ColumnVector > >	_old_samples

std::vector< WeightedSample< ColumnVector > >	_result_samples

std::vector< WeightedSample< ColumnVector > >::iterator	_rit

Sample< ColumnVector >	_sample

std::vector< SymmetricMatrix >	_sampleCov
	Sample Covariances for use with EKF Proposal density. More...

std::vector< SymmetricMatrix >	_tmpCov

std::vector< SymmetricMatrix >::iterator	_tmpCovit

std::vector< double >	_unif_samples

ColumnVector	_x_old

Protected Attributes inherited from BFL::ParticleFilter< ColumnVector, ColumnVector >
bool	_created_post
	created own post More...

bool	_dynamicResampling
	Dynamic resampling or fixed period resampling? More...

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

vector< Sample< ColumnVector > >	_new_samples_unweighted
	While resampling. More...

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

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

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

ConditionalPdf< ColumnVector, ColumnVector > *	_proposal
	Pointer to the Proposal Density. More...

bool	_proposal_depends_on_meas
	Proposal depends on last measurement? More...

int	_resamplePeriod
	Number of timestep between resampling from the Posterior Pdf. More...

int	_resampleScheme
	Which resample algorithm (see top of particle.h for #defines) More...

double	_resampleThreshold
	Threshold used when dynamic resampling. More...

WeightedSample< ColumnVector >	_sample
	While updating use sample<StateVar> More...

Protected Attributes inherited from BFL::Filter< ColumnVector, ColumnVector >
Pdf< ColumnVector > *	_post
	Pointer to the Posterior Pdf. More...

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

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

Detailed Description

Particle filter using EKF for proposal step.

NOTE: Only applicable to continuous problems with additive gaussian noise, so the models you specify ... specify should by

Definition at line 35 of file EKparticlefilter.h.

Constructor & Destructor Documentation

◆ EKParticleFilter()

BFL::EKParticleFilter::EKParticleFilter	(	MCPdf< ColumnVector > *	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

Bug:: prior should be of type pdf and not mcpdf. See also notes with implementation

Definition at line 26 of file EKparticlefilter.cpp.

◆ ~EKParticleFilter()

BFL::EKParticleFilter::~EKParticleFilter ( )

virtual

Destructor.

Definition at line 50 of file EKparticlefilter.cpp.

Member Function Documentation

◆ ProposalStepInternal()

bool BFL::EKParticleFilter::ProposalStepInternal	(	SystemModel< ColumnVector > *const	sysmodel,
		const ColumnVector &	u,
		MeasurementModel< ColumnVector, ColumnVector > *const	measmodel,
		const ColumnVector &	z,
		const ColumnVector &	s
	)

protectedvirtual

Proposalstep is redefined here since we have to take into account the sample covariances here!

Definition at line 117 of file EKparticlefilter.cpp.

◆ Resample()

bool BFL::EKParticleFilter::Resample ( )

protectedvirtual

Resample also redefined for the same reasons...

Reimplemented from BFL::ParticleFilter< ColumnVector, ColumnVector >.

Definition at line 76 of file EKparticlefilter.cpp.

◆ UpdateInternal()

bool BFL::EKParticleFilter::UpdateInternal	(	SystemModel< ColumnVector > *const	sysmodel,
		const ColumnVector &	u,
		MeasurementModel< ColumnVector, ColumnVector > *const	measmodel,
		const ColumnVector &	z,
		const ColumnVector &	s
	)

protectedvirtual

Actual implementation of Update, varies along filters.

Parameters

sysmodel	pointer to the used system model
u	input param for proposal density
measmodel	pointer to the used measurementmodel
z	measurement param for proposal density
s	sensor param for proposal density

Reimplemented from BFL::ParticleFilter< ColumnVector, ColumnVector >.

Definition at line 57 of file EKparticlefilter.cpp.

Member Data Documentation

◆ _cov_it

std::vector<SymmetricMatrix>::iterator BFL::EKParticleFilter::_cov_it

protected

Definition at line 41 of file EKparticlefilter.h.

◆ _CumPDF

std::vector<double> BFL::EKParticleFilter::_CumPDF

protected

Definition at line 54 of file EKparticlefilter.h.

◆ _CumPDFit

std::vector<double>::const_iterator BFL::EKParticleFilter::_CumPDFit

protected

Definition at line 55 of file EKparticlefilter.h.

◆ _dimension

const int BFL::EKParticleFilter::_dimension

protected

Definition at line 47 of file EKparticlefilter.h.

◆ _num_samples

const int BFL::EKParticleFilter::_num_samples

protected

Definition at line 48 of file EKparticlefilter.h.

◆ _oit

std::vector<WeightedSample<ColumnVector> >::iterator BFL::EKParticleFilter::_oit

protected

Definition at line 50 of file EKparticlefilter.h.

◆ _old_samples

std::vector<WeightedSample<ColumnVector> > BFL::EKParticleFilter::_old_samples

protected

Definition at line 49 of file EKparticlefilter.h.

◆ _result_samples

std::vector<WeightedSample<ColumnVector> > BFL::EKParticleFilter::_result_samples

protected

Definition at line 51 of file EKparticlefilter.h.

◆ _rit

std::vector<WeightedSample<ColumnVector> >::iterator BFL::EKParticleFilter::_rit

protected

Definition at line 52 of file EKparticlefilter.h.

◆ _sample

Sample<ColumnVector> BFL::EKParticleFilter::_sample

protected

Definition at line 57 of file EKparticlefilter.h.

◆ _sampleCov

std::vector<SymmetricMatrix> BFL::EKParticleFilter::_sampleCov

protected

Sample Covariances for use with EKF Proposal density.

Definition at line 40 of file EKparticlefilter.h.

◆ _tmpCov

std::vector<SymmetricMatrix> BFL::EKParticleFilter::_tmpCov

protected

Definition at line 43 of file EKparticlefilter.h.

◆ _tmpCovit

std::vector<SymmetricMatrix>::iterator BFL::EKParticleFilter::_tmpCovit

protected

Definition at line 44 of file EKparticlefilter.h.

◆ _unif_samples

std::vector<double> BFL::EKParticleFilter::_unif_samples

protected

Definition at line 53 of file EKparticlefilter.h.

◆ _x_old

ColumnVector BFL::EKParticleFilter::_x_old

protected

Definition at line 56 of file EKparticlefilter.h.

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

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ EKParticleFilter()

◆ ~EKParticleFilter()

Member Function Documentation

◆ ProposalStepInternal()

◆ Resample()

◆ UpdateInternal()

Member Data Documentation

◆ _cov_it

◆ _CumPDF

◆ _CumPDFit

◆ _dimension

◆ _num_samples

◆ _oit

◆ _old_samples

◆ _result_samples

◆ _rit

◆ _sample

◆ _sampleCov

◆ _tmpCov

◆ _tmpCovit

◆ _unif_samples

◆ _x_old