|
| OptimalImportanceFilter (MCPdf< StateVar > *prior, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS) |
| Constructor. More...
|
|
| OptimalImportanceFilter (const OptimalImportanceFilter< StateVar, MeasVar > &filt) |
| Copy constructor. More...
|
|
virtual void | Update (SystemModel< StateVar > *const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s) |
|
virtual void | Update (SystemModel< StateVar > *const sysmodel, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s) |
|
virtual void | Update (SystemModel< StateVar > *const sysmodel, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z) |
|
virtual void | Update (SystemModel< StateVar > *const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z) |
|
virtual void | Update (SystemModel< StateVar > *const sysmodel, const StateVar &u) |
| Only sysupdate. More...
|
|
virtual void | Update (SystemModel< StateVar > *const sysmodel) |
|
virtual void | Update (MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s) |
| Only measupdate. More...
|
|
virtual void | Update (MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z) |
|
virtual | ~OptimalImportanceFilter () |
| Destructor. More...
|
|
Public Member Functions inherited from BFL::ParticleFilter< StateVar, MeasVar > |
| ParticleFilter (MCPdf< StateVar > *prior, ConditionalPdf< StateVar, StateVar > *proposal, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS) |
| Constructor. More...
|
|
| ParticleFilter (MCPdf< StateVar > *prior, MCPdf< StateVar > *post, ConditionalPdf< StateVar, StateVar > *proposal, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS) |
| Constructor. More...
|
|
| ParticleFilter (const ParticleFilter< StateVar, MeasVar > &filt) |
| Copy Constructor. More...
|
|
virtual MCPdf< 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 | ~ParticleFilter () |
| Destructor. More...
|
|
| 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...
|
|
|
virtual void | ConstructProposal (SystemModel< StateVar > *const sysmodel, MeasurementModel< MeasVar, StateVar > *const measmodel) |
| Construct Optimal importance density from a sys and meas. model. More...
|
|
Protected Member Functions inherited from BFL::ParticleFilter< StateVar, MeasVar > |
virtual bool | DynamicResampleStep () |
| Resample if necessary. 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 | Resample () |
| Actual Resampling happens here;. 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...
|
|
template<typename StateVar, typename MeasVar>
class BFL::Optimalimportancefilter< StateVar, MeasVar >
Particular particle filter: Proposal PDF = Optimal Importance function.
This is one (simple) particular implementation of a particle filter, in which the proposal density is equal to the pdf . Note that this pdf can only be easily (analytically) determined for a limited class of models! The current implementation focusses on systems with a linear measurement model.
- See also
@Article{ doucet98bis,
author = {Doucet, Arnaud and Godsill, Simon and Andrieu, Christophe},
title = {On Sequential Monte Carlo Sampling Methods for
Bayesian Filtering},
journal = {Statistics and Computing},
year = {2000},
volume = {10},
number = {3},
pages = {197--208},
}
for a more thorough discussion about all these issues and the possible suboptimal alternatives in case one is not able to sample from the optimal importance function.
Definition at line 67 of file optimalimportancefilter.h.