Class representing a particle backward filter. More...
#include <particlesmoother.h>
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
template<typename StateVar>
class BFL::ParticleSmoother< StateVar >
Class representing a particle backward filter.
Definition at line 50 of file particlesmoother.h.
Constructor & Destructor Documentation
◆ ParticleSmoother()
| BFL::ParticleSmoother< SV >::ParticleSmoother | ( | MCPdf< StateVar > * | prior | ) |
Constructor.
Definition at line 25 of file particlesmoother.cpp.
◆ ~ParticleSmoother()
|
virtual |
Destructor.
Definition at line 39 of file particlesmoother.cpp.
Member Function Documentation
◆ SysUpdate()
|
protectedvirtual |
Definition at line 54 of file particlesmoother.cpp.
◆ UpdateInternal()
|
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
Implements BFL::BackwardFilter< StateVar >.
Definition at line 45 of file particlesmoother.cpp.
Member Data Documentation
◆ _filtered_samples
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protected |
While updating store list of filtered samples.
Definition at line 64 of file particlesmoother.h.
◆ _fs_it
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protected |
Iterator for list of filtered samples.
Definition at line 70 of file particlesmoother.h.
◆ _new_samples
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protected |
While updating store list of new samples.
Definition at line 62 of file particlesmoother.h.
◆ _ns_it
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protected |
Iterator for new list of samples.
Definition at line 68 of file particlesmoother.h.
◆ _old_samples
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protected |
While updating store list of old samples.
Definition at line 60 of file particlesmoother.h.
◆ _os_it
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protected |
Iterator for old list of samples.
Definition at line 66 of file particlesmoother.h.
The documentation for this class was generated from the following files: