Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
BFL::MixtureParticleFilter< StateVar, MeasVar > Class Template Reference

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

#include <mixtureParticleFilter.h>

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

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
priorpointer to the mixture of Monte Carlo Pdfs prior density
proposalpointer to the proposal density to use
resampleperiodfixed resampling period (if desired)
resamplethresholdthreshold used when dynamic resampling
resampleschemeresampling scheme, see header file for different defines and their meaning
maintainMixturePeriodfixed 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

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
priorpointer to the mixture of Monte Carlo Pdfs prior density
postpointer to the mixture of Monte Carlo Pdfs post density
proposalpointer to the proposal density to use
resampleperiodfixed resampling period (if desired)
resamplethresholdthreshold used when dynamic resampling
resampleschemeresampling scheme, see header file for different defines and their meaning
maintainMixturePeriodfixed 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

template<typename SV , typename MV >
BFL::MixtureParticleFilter< SV, MV >::~MixtureParticleFilter ( )
virtual

Destructor.

Definition at line 136 of file mixtureParticleFilter.cpp.

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

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

Resample if necessary.

Definition at line 356 of file mixtureParticleFilter.cpp.

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

Resampling for one component.

Parameters
componentcomponent number of component to update
Bug:
let the user implement her/his own resamplescheme

Definition at line 368 of file mixtureParticleFilter.cpp.

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.

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.

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.

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.

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

Set the proposal density.

Parameters
cpdfthe 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.

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
sysmodelpointer to the used system model
uinput param for proposal density
measmodelpointer to the used measurementmodel
zmeasurement param for proposal density
ssensor param for proposal density
Bug:
Make sampling method variable. See implementation.

Definition at line 177 of file mixtureParticleFilter.cpp.

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
componentcomponent number of component to update
sysmodelpointer to the used system model
uinput param for proposal density
measmodelpointer to the used measurementmodel
zmeasurement param for proposal density
ssensor param for proposal density
Bug:
Make sampling method variable. See implementation.

Definition at line 193 of file mixtureParticleFilter.cpp.

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

Actual Resampling happens here;.

Definition at line 445 of file mixtureParticleFilter.cpp.

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

Actual Resampling for one component;.

Parameters
componentcomponent number of component to update

Definition at line 457 of file mixtureParticleFilter.cpp.

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.

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.

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
sysmodelpointer to the used system model
uinput param for proposal density
measmodelpointer to the used measurementmodel
zmeasurement param for proposal density
ssensor param for proposal density

Implements BFL::Filter< StateVar, MeasVar >.

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

Definition at line 414 of file mixtureParticleFilter.cpp.

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
sysmodelpointer to the used system model
uinput param for proposal density
measmodelpointer to the used measurementmodel
zmeasurement param for proposal density
ssensor param for proposal density

Definition at line 248 of file mixtureParticleFilter.cpp.

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
componentcomponent number of component to update
sysmodelpointer to the used system model
uinput param for proposal density
measmodelpointer to the used measurementmodel
zmeasurement param for proposal density
ssensor param for proposal density

Definition at line 275 of file mixtureParticleFilter.cpp.

Member Data Documentation

template<typename StateVar, typename MeasVar>
bool BFL::MixtureParticleFilter< StateVar, MeasVar >::_created_post
protected

created own post

Definition at line 206 of file mixtureParticleFilter.h.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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:


bfl
Author(s): Klaas Gadeyne, Wim Meeussen, Tinne Delaet and many others. See web page for a full contributor list. ROS package maintained by Wim Meeussen.
autogenerated on Mon Jun 10 2019 12:48:01