Virtual Class representing all Mixture particle filters. More...

#include <mixtureParticleFilter.h>

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

Public Member Functions
	MixtureParticleFilter (Mixture< StateVar > prior, ConditionalPdf< StateVar, StateVar > proposal, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS, int maintainMixturePeriod=1)
	Constructor. More...

	MixtureParticleFilter (Mixture< StateVar > prior, Mixture< StateVar > post, ConditionalPdf< StateVar, StateVar > *proposal, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS, int maintainMixturePeriod=1)
	Constructor. More...

	MixtureParticleFilter (const MixtureParticleFilter< StateVar, MeasVar > &filt)
	Copy Constructor. More...

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

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

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

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

virtual	~MixtureParticleFilter ()
	Destructor. More...

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

	Filter (const Filter< StateVar, MeasVar > &filt)
	copy constructor 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, MeasurementModel< MeasVar, StateVar > const measmodel, const MeasVar &z, const StateVar &s)
	Full Update (system with inputs/sensing params) More...

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

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

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

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

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

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

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

virtual	~Filter ()
	destructor More...

Protected Member Functions
virtual bool	DynamicResampleStep ()
	Resample if necessary. More...

virtual bool	DynamicResampleStepOne (int component)
	Resampling for one component. More...

virtual bool	MaintainMixture ()
	Actual mixture maintainance happens here;. More...

virtual bool	MaintainMixtureStep ()
	Maintain Mixture if wanted. More...

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

virtual bool	ProposalStepInternalOne (int component, SystemModel< StateVar > const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > const measmodel, const MeasVar &z, const StateVar &s)
	Proposal step for one component. More...

virtual bool	Resample ()
	Actual Resampling happens here;. More...

virtual bool	ResampleOne (int component)
	Actual Resampling for one component;. More...

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

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

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

virtual bool	UpdateWeightsInternalOne (int component, SystemModel< StateVar > const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > const measmodel, const MeasVar &z, const StateVar &s)
	Update Weights for one component. More...

Protected Attributes
bool	_created_post
	created own post More...

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

int	_maintainMixturePeriod
	Number of timestep between mixture maintainance of the Posterior. More...

vector< vector< Sample< StateVar > > >	_new_samples_unweightedVec
	While resampling. More...

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

vector< Probability >	_newMixtureWeights
	Vector containing the new mixture weights during update step. More...

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

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

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

ConditionalPdf< StateVar, StateVar > *	_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< StateVar >	_sample
	While updating use sample<StateVar> More...

vector< Probability >	_sumWeights
	Vector containing the sum of weights during update step. More...

Protected Attributes inherited from BFL::Filter< StateVar, MeasVar >
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, typename MeasVar>
class BFL::MixtureParticleFilter< StateVar, MeasVar >

Virtual Class representing all Mixture particle filters.

This is a virtual class representing the family of all mixture particle filters. Mixture Particle filters are filters in which the Posterior density is represented by a mixture (class Mixture) of Monte Carlo Pdfs (class MCPdf).

However, the updating of the Posterior density can still be done in several ways, that's why the System and Measurement update members are still pure virtual functions.

This class is the base class for all sorts of mixture particle filters.

See also: Mixture; MCPdf; Sample; WeightedSample

Bug:: Resampling is not implemented generically enough yet. There's only the possibility to choose between static period resampling and dynamic resampling as proposed by Jun Liu. The correct way of implementing this would be to create a virtual function that has to be implemented by the user, but this creates more hassle for the user (a different particle filter for each scheme).

Definition at line 153 of file mixtureParticleFilter.h.

Constructor & Destructor Documentation

◆ MixtureParticleFilter() [1/3]

template<typename StateVar, typename MeasVar>

BFL::MixtureParticleFilter< StateVar, MeasVar >::MixtureParticleFilter	(	Mixture< StateVar > *	prior,
		ConditionalPdf< StateVar, StateVar > *	proposal,
		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 mixture of Monte Carlo Pdfs prior density
proposal	pointer to the proposal density to use
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

Bug:

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

let the user implement her/his own resamplescheme

◆ MixtureParticleFilter() [2/3]

template<typename StateVar, typename MeasVar>

BFL::MixtureParticleFilter< StateVar, MeasVar >::MixtureParticleFilter	(	Mixture< StateVar > *	prior,
		Mixture< StateVar > *	post,
		ConditionalPdf< StateVar, StateVar > *	proposal,
		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 mixture of Monte Carlo Pdfs prior density
post	pointer to the mixture of Monte Carlo Pdfs post density
proposal	pointer to the proposal density to use
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

Bug:

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

let the user implement her/his own resamplescheme

◆ ~MixtureParticleFilter()

template<typename SV , typename MV >

BFL::MixtureParticleFilter< SV, MV >::~MixtureParticleFilter ( )

virtual

Destructor.

Definition at line 136 of file mixtureParticleFilter.cpp.

◆ MixtureParticleFilter() [3/3]

template<typename StateVar, typename MeasVar>

BFL::MixtureParticleFilter< StateVar, MeasVar >::MixtureParticleFilter ( const MixtureParticleFilter< StateVar, MeasVar > & filt )

Copy Constructor.

Bug:: implementation probably contains a bug

Member Function Documentation

◆ DynamicResampleStep()

template<typename SV , typename MV >

bool BFL::MixtureParticleFilter< SV, MV >::DynamicResampleStep ( )

protectedvirtual

Resample if necessary.

Definition at line 356 of file mixtureParticleFilter.cpp.

◆ DynamicResampleStepOne()

template<typename SV , typename MV >

bool BFL::MixtureParticleFilter< SV, MV >::DynamicResampleStepOne ( int component )

protectedvirtual

Resampling for one component.

Parameters

component component number of component to update

Bug:: let the user implement her/his own resamplescheme

Definition at line 368 of file mixtureParticleFilter.cpp.

◆ MaintainMixture()

template<typename SV , typename MV >

bool BFL::MixtureParticleFilter< SV, MV >::MaintainMixture ( )

protectedvirtual

Actual mixture maintainance happens here;.

Definition at line 517 of file mixtureParticleFilter.cpp.

◆ MaintainMixtureStep()

template<typename SV , typename MV >

bool BFL::MixtureParticleFilter< SV, MV >::MaintainMixtureStep ( )

protectedvirtual

Maintain Mixture if wanted.

Bug:: let the user implement her/his own mixture maintaince scheme

Definition at line 508 of file mixtureParticleFilter.cpp.

◆ PostGet()

template<typename SV , typename MV >

Mixture< SV > * BFL::MixtureParticleFilter< SV, MV >::PostGet ( )

virtual

Get Posterior density.

Get the current Posterior density

Returns: a pointer to the current posterior

Reimplemented from BFL::Filter< StateVar, MeasVar >.

Definition at line 502 of file mixtureParticleFilter.cpp.

◆ ProposalGet()

template<typename SV , typename MV >

ConditionalPdf< SV, SV > * BFL::MixtureParticleFilter< SV, MV >::ProposalGet ( )

Get a pointer to the proposal density.

Returns: a pointer to the proposal density

Definition at line 170 of file mixtureParticleFilter.cpp.

◆ ProposalSet()

template<typename StateVar, typename MeasVar>

void BFL::MixtureParticleFilter< SV, MV >::ProposalSet ( ConditionalPdf< StateVar, StateVar > *const cpdf )

virtual

Set the proposal density.

Parameters

cpdf	the new proposal density. The order of the conditional arguments is fixed and should be: x (state), u (input), z (measurement), s (sensor param). Off course all of them are optional

Definition at line 164 of file mixtureParticleFilter.cpp.

◆ ProposalStepInternal()

template<typename StateVar, typename MeasVar>

bool BFL::MixtureParticleFilter< SV, MV >::ProposalStepInternal	(	SystemModel< StateVar > *const	sysmodel,
		const StateVar &	u,
		MeasurementModel< MeasVar, StateVar > *const	measmodel,
		const MeasVar &	z,
		const StateVar &	s
	)

protectedvirtual

Proposal step.

Implementation of proposal step

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

Bug:: Make sampling method variable. See implementation.

Definition at line 177 of file mixtureParticleFilter.cpp.

◆ ProposalStepInternalOne()

template<typename StateVar, typename MeasVar>

bool BFL::MixtureParticleFilter< SV, MV >::ProposalStepInternalOne	(	int	component,
		SystemModel< StateVar > *const	sysmodel,
		const StateVar &	u,
		MeasurementModel< MeasVar, StateVar > *const	measmodel,
		const MeasVar &	z,
		const StateVar &	s
	)

protectedvirtual

Proposal step for one component.

Implementation of proposal step

Parameters

component	component number of component to update
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

Bug:: Make sampling method variable. See implementation.

Definition at line 193 of file mixtureParticleFilter.cpp.

◆ Resample()

template<typename SV , typename MV >

bool BFL::MixtureParticleFilter< SV, MV >::Resample ( )

protectedvirtual

Actual Resampling happens here;.

Definition at line 445 of file mixtureParticleFilter.cpp.

◆ ResampleOne()

template<typename SV , typename MV >

bool BFL::MixtureParticleFilter< SV, MV >::ResampleOne ( int component )

protectedvirtual

Actual Resampling for one component;.

Parameters

component component number of component to update

Definition at line 457 of file mixtureParticleFilter.cpp.

◆ Reset()

template<typename StateVar, typename MeasVar>

void BFL::MixtureParticleFilter< SV, MV >::Reset ( Mixture< StateVar > * prior )

virtual

Reset Filter.

Definition at line 154 of file mixtureParticleFilter.cpp.

◆ StaticResampleStep()

template<typename SV , typename MV >

bool BFL::MixtureParticleFilter< SV, MV >::StaticResampleStep ( )

protectedvirtual

Resample if wanted.

Bug:: let the user implement her/his own resamplescheme

Definition at line 404 of file mixtureParticleFilter.cpp.

◆ UpdateInternal()

template<typename SV , typename MV >

bool BFL::MixtureParticleFilter< SV, MV >::UpdateInternal	(	SystemModel< StateVar > *const	sysmodel,
		const StateVar &	u,
		MeasurementModel< MeasVar, StateVar > *const	measmodel,
		const MeasVar &	z,
		const StateVar &	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

Implements BFL::Filter< StateVar, MeasVar >.

Reimplemented in BFL::MixtureBootstrapFilter< StateVar, MeasVar >.

Definition at line 414 of file mixtureParticleFilter.cpp.

◆ UpdateWeightsInternal()

template<typename StateVar, typename MeasVar>

bool BFL::MixtureParticleFilter< SV, MV >::UpdateWeightsInternal	(	SystemModel< StateVar > *const	sysmodel,
		const StateVar &	u,
		MeasurementModel< MeasVar, StateVar > *const	measmodel,
		const MeasVar &	z,
		const StateVar &	s
	)

protectedvirtual

Update Weights.

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

Definition at line 248 of file mixtureParticleFilter.cpp.

◆ UpdateWeightsInternalOne()

template<typename StateVar, typename MeasVar>

bool BFL::MixtureParticleFilter< SV, MV >::UpdateWeightsInternalOne	(	int	component,
		SystemModel< StateVar > *const	sysmodel,
		const StateVar &	u,
		MeasurementModel< MeasVar, StateVar > *const	measmodel,
		const MeasVar &	z,
		const StateVar &	s
	)

protectedvirtual

Update Weights for one component.

Parameters

component	component number of component to update
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

Definition at line 275 of file mixtureParticleFilter.cpp.

Member Data Documentation

◆ _created_post

template<typename StateVar, typename MeasVar>

bool BFL::MixtureParticleFilter< StateVar, MeasVar >::_created_post

protected

created own post

Definition at line 206 of file mixtureParticleFilter.h.

◆ _dynamicResampling

template<typename StateVar, typename MeasVar>

bool BFL::MixtureParticleFilter< StateVar, MeasVar >::_dynamicResampling

protected

Dynamic resampling or fixed period resampling?

Definition at line 200 of file mixtureParticleFilter.h.

◆ _maintainMixturePeriod

template<typename StateVar, typename MeasVar>

int BFL::MixtureParticleFilter< StateVar, MeasVar >::_maintainMixturePeriod

protected

Number of timestep between mixture maintainance of the Posterior.

By choosing this period, one can execute period maintainance of mixtures. You can implement maintainMixture such that target splitting, appearing and disappearing is handled

Definition at line 213 of file mixtureParticleFilter.h.

◆ _new_samples_unweightedVec

template<typename StateVar, typename MeasVar>

vector< vector<Sample<StateVar> > > BFL::MixtureParticleFilter< StateVar, MeasVar >::_new_samples_unweightedVec

protected

While resampling.

Definition at line 177 of file mixtureParticleFilter.h.

◆ _new_samplesVec

template<typename StateVar, typename MeasVar>

vector<vector<WeightedSample<StateVar> > > BFL::MixtureParticleFilter< StateVar, MeasVar >::_new_samplesVec

protected

While updating store list of new samples.

Definition at line 175 of file mixtureParticleFilter.h.

◆ _newMixtureWeights

template<typename StateVar, typename MeasVar>

vector<Probability> BFL::MixtureParticleFilter< StateVar, MeasVar >::_newMixtureWeights

protected

Vector containing the new mixture weights during update step.

Definition at line 183 of file mixtureParticleFilter.h.

◆ _ns_it

template<typename StateVar, typename MeasVar>

vector<WeightedSample<StateVar> >::iterator BFL::MixtureParticleFilter< StateVar, MeasVar >::_ns_it

protected

Iterator for new list of samples.

Definition at line 181 of file mixtureParticleFilter.h.

◆ _old_samplesVec

template<typename StateVar, typename MeasVar>

vector<vector<WeightedSample<StateVar> > > BFL::MixtureParticleFilter< StateVar, MeasVar >::_old_samplesVec

protected

While updating store list of old samples.

Definition at line 173 of file mixtureParticleFilter.h.

◆ _os_it

template<typename StateVar, typename MeasVar>

vector<WeightedSample<StateVar> >::iterator BFL::MixtureParticleFilter< StateVar, MeasVar >::_os_it

protected

Iterator for old list of samples.

Definition at line 179 of file mixtureParticleFilter.h.

◆ _proposal

template<typename StateVar, typename MeasVar>

ConditionalPdf<StateVar,StateVar>* BFL::MixtureParticleFilter< StateVar, MeasVar >::_proposal

protected

Pointer to the Proposal Density.

Every particle filter (or more correct: every Sequential Importance Sampling method) uses a proposal density to do the forward sampling step

Definition at line 168 of file mixtureParticleFilter.h.

◆ _proposal_depends_on_meas

template<typename StateVar, typename MeasVar>

bool BFL::MixtureParticleFilter< StateVar, MeasVar >::_proposal_depends_on_meas

protected

Proposal depends on last measurement?

Definition at line 203 of file mixtureParticleFilter.h.

◆ _resamplePeriod

template<typename StateVar, typename MeasVar>

int BFL::MixtureParticleFilter< StateVar, MeasVar >::_resamplePeriod

protected

Number of timestep between resampling from the Posterior Pdf.

By choosing this period, one can avoid numerical instability (aka Degeneration of the particle filter

Definition at line 191 of file mixtureParticleFilter.h.

◆ _resampleScheme

template<typename StateVar, typename MeasVar>

int BFL::MixtureParticleFilter< StateVar, MeasVar >::_resampleScheme

protected

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

Definition at line 197 of file mixtureParticleFilter.h.

◆ _resampleThreshold

template<typename StateVar, typename MeasVar>

double BFL::MixtureParticleFilter< StateVar, MeasVar >::_resampleThreshold

protected

Threshold used when dynamic resampling.

Definition at line 194 of file mixtureParticleFilter.h.

◆ _sample

template<typename StateVar, typename MeasVar>

WeightedSample<StateVar> BFL::MixtureParticleFilter< StateVar, MeasVar >::_sample

protected

While updating use sample<StateVar>

Definition at line 171 of file mixtureParticleFilter.h.

◆ _sumWeights

template<typename StateVar, typename MeasVar>

vector<Probability> BFL::MixtureParticleFilter< StateVar, MeasVar >::_sumWeights

protected

Vector containing the sum of weights during update step.

Definition at line 185 of file mixtureParticleFilter.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, typename MeasVar> class BFL::MixtureParticleFilter< StateVar, MeasVar >

Constructor & Destructor Documentation

◆ MixtureParticleFilter() [1/3]

◆ MixtureParticleFilter() [2/3]

◆ ~MixtureParticleFilter()

◆ MixtureParticleFilter() [3/3]

Member Function Documentation

◆ DynamicResampleStep()

◆ DynamicResampleStepOne()

◆ MaintainMixture()

◆ MaintainMixtureStep()

◆ PostGet()

◆ ProposalGet()

◆ ProposalSet()

◆ ProposalStepInternal()

◆ ProposalStepInternalOne()

◆ Resample()

◆ ResampleOne()

◆ Reset()

◆ StaticResampleStep()

◆ UpdateInternal()

◆ UpdateWeightsInternal()

◆ UpdateWeightsInternalOne()

Member Data Documentation

◆ _created_post

◆ _dynamicResampling

◆ _maintainMixturePeriod

◆ _new_samples_unweightedVec

◆ _new_samplesVec

◆ _newMixtureWeights

◆ _ns_it

◆ _old_samplesVec

◆ _os_it

◆ _proposal

◆ _proposal_depends_on_meas

◆ _resamplePeriod

◆ _resampleScheme

◆ _resampleThreshold

◆ _sample

◆ _sumWeights

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