Class representing a particle backward filter. More...
#include <particlesmoother.h>
Public Member Functions | |
ParticleSmoother (MCPdf< StateVar > *prior) | |
Constructor. | |
virtual | ~ParticleSmoother () |
Destructor. | |
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. | |
Protected Attributes | |
vector< WeightedSample < StateVar > > | _filtered_samples |
While updating store list of filtered samples. | |
vector< WeightedSample < StateVar > >::iterator | _fs_it |
Iterator for list of filtered samples. | |
vector< WeightedSample < StateVar > > | _new_samples |
While updating store list of new samples. | |
vector< WeightedSample < StateVar > >::iterator | _ns_it |
Iterator for new list of samples. | |
vector< WeightedSample < StateVar > > | _old_samples |
While updating store list of old samples. | |
vector< WeightedSample < StateVar > >::iterator | _os_it |
Iterator for old list of samples. |
Class representing a particle backward filter.
Definition at line 50 of file particlesmoother.h.
BFL::ParticleSmoother< SV >::ParticleSmoother | ( | MCPdf< StateVar > * | prior | ) |
Constructor.
Definition at line 25 of file particlesmoother.cpp.
BFL::ParticleSmoother< SV >::~ParticleSmoother | ( | ) | [virtual] |
Destructor.
Definition at line 39 of file particlesmoother.cpp.
void BFL::ParticleSmoother< SV >::SysUpdate | ( | SystemModel< StateVar > *const | sysmodel, |
const StateVar & | u, | ||
Pdf< StateVar > *const | filtered_post | ||
) | [protected, virtual] |
Definition at line 54 of file particlesmoother.cpp.
bool BFL::ParticleSmoother< SV >::UpdateInternal | ( | SystemModel< StateVar > *const | sysmodel, |
const StateVar & | u, | ||
Pdf< StateVar > *const | filtered_post | ||
) | [protected, virtual] |
Actual implementation of Update, varies along filters.
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.
vector<WeightedSample<StateVar> > BFL::ParticleSmoother< StateVar >::_filtered_samples [protected] |
While updating store list of filtered samples.
Definition at line 64 of file particlesmoother.h.
vector<WeightedSample<StateVar> >::iterator BFL::ParticleSmoother< StateVar >::_fs_it [protected] |
Iterator for list of filtered samples.
Definition at line 70 of file particlesmoother.h.
vector<WeightedSample<StateVar> > BFL::ParticleSmoother< StateVar >::_new_samples [protected] |
While updating store list of new samples.
Definition at line 62 of file particlesmoother.h.
vector<WeightedSample<StateVar> >::iterator BFL::ParticleSmoother< StateVar >::_ns_it [protected] |
Iterator for new list of samples.
Definition at line 68 of file particlesmoother.h.
vector<WeightedSample<StateVar> > BFL::ParticleSmoother< StateVar >::_old_samples [protected] |
While updating store list of old samples.
Definition at line 60 of file particlesmoother.h.
vector<WeightedSample<StateVar> >::iterator BFL::ParticleSmoother< StateVar >::_os_it [protected] |
Iterator for old list of samples.
Definition at line 66 of file particlesmoother.h.