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

Virtual Class representing all particle filters. More...

#include <particlefilter.h>

Inheritance diagram for BFL::ParticleFilter< StateVar, MeasVar >:
Inheritance graph
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Public Member Functions

 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...
 
- 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 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...
 

Protected Attributes

bool _created_post
 created own post More...
 
bool _dynamicResampling
 Dynamic resampling or fixed period resampling? More...
 
vector< WeightedSample< StateVar > > _new_samples
 While updating store list of new samples. More...
 
vector< Sample< StateVar > > _new_samples_unweighted
 While resampling. 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...
 
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...
 
- 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::ParticleFilter< StateVar, MeasVar >

Virtual Class representing all particle filters.

This is a virtual class representing the family of all particle filters. Particle filters are filters in which the Posterior density is represented by a set of particles (aka (weighted) samples). In other words, the posterior density is a Monte Carlo Pdf (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 particle filters.

Todo:
: Actually all particle filters represented by this class are of the "Sequential importance sampling methods" type. Typical of those methods is the so called Proposal density. In theory it would be possible to create Filters using a recursive version of other Monte Carlo methods (eg. MCMC methods), although I am not aware of any of these (due to the increased complexity).
See also
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 159 of file particlefilter.h.

Constructor & Destructor Documentation

◆ ParticleFilter() [1/3]

template<typename SV, typename MV >
BFL::ParticleFilter< SV, MV >::ParticleFilter ( MCPdf< SV > *  prior,
ConditionalPdf< SV, SV > *  proposal,
int  resampleperiod = 0,
double  resamplethreshold = 0,
int  resamplescheme = DEFAULT_RS 
)

Constructor.

Precondition
you created the necessary models and the prior
Parameters
priorpointer to the Monte Carlo Pdf 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
Bug:

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

let the user implement her/his own resamplescheme

Definition at line 29 of file particlefilter.h.

◆ ParticleFilter() [2/3]

template<typename SV, typename MV >
BFL::ParticleFilter< SV, MV >::ParticleFilter ( MCPdf< SV > *  prior,
MCPdf< SV > *  post,
ConditionalPdf< SV, SV > *  proposal,
int  resampleperiod = 0,
double  resamplethreshold = 0,
int  resamplescheme = DEFAULT_RS 
)

Constructor.

Precondition
you created the necessary models and the prior
Parameters
priorpointer to the Monte Carlo Pdf prior density
postpointer to the Monte Carlo Pdf 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
Bug:

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

let the user implement her/his own resamplescheme

Definition at line 74 of file particlefilter.h.

◆ ~ParticleFilter()

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

Destructor.

Definition at line 116 of file particlefilter.cpp.

◆ ParticleFilter() [3/3]

template<typename SV, typename MV>
BFL::ParticleFilter< SV, MV >::ParticleFilter ( const ParticleFilter< SV, MV > &  filt)

Copy Constructor.

Bug:
implementation probably contains a bug

Definition at line 123 of file particlefilter.h.

Member Function Documentation

◆ DynamicResampleStep()

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

Resample if necessary.

Bug:
let the user implement her/his own resamplescheme

Definition at line 272 of file particlefilter.cpp.

◆ PostGet()

template<typename SV , typename MV >
MCPdf< SV > * BFL::ParticleFilter< 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 390 of file particlefilter.cpp.

◆ ProposalGet()

template<typename SV , typename MV >
ConditionalPdf< SV, SV > * BFL::ParticleFilter< SV, MV >::ProposalGet ( )

Get a pointer to the proposal density.

Returns
a pointer to the proposal density

Definition at line 139 of file particlefilter.cpp.

◆ ProposalSet()

template<typename SV, typename MV >
void BFL::ParticleFilter< SV, MV >::ProposalSet ( ConditionalPdf< SV, SV > *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 133 of file particlefilter.cpp.

◆ ProposalStepInternal()

template<typename SV, typename MV>
bool BFL::ParticleFilter< SV, MV >::ProposalStepInternal ( SystemModel< SV > *const  sysmodel,
const SV u,
MeasurementModel< MV, SV > *const  measmodel,
const MV z,
const SV 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 145 of file particlefilter.cpp.

◆ Resample()

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

Actual Resampling happens here;.

Reimplemented in BFL::EKParticleFilter.

Definition at line 345 of file particlefilter.cpp.

◆ StaticResampleStep()

template<typename SV , typename MV >
bool BFL::ParticleFilter< SV, MV >::StaticResampleStep ( )
protectedvirtual

Resample if wanted.

Bug:
let the user implement her/his own resamplescheme

Definition at line 308 of file particlefilter.cpp.

◆ UpdateInternal()

template<typename StateVar, typename MeasVar>
bool BFL::ParticleFilter< 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::ASIRFilter< StateVar, MeasVar >, BFL::BootstrapFilter< StateVar, MeasVar >, and BFL::EKParticleFilter.

Definition at line 318 of file particlefilter.cpp.

◆ UpdateWeightsInternal()

template<typename SV, typename MV>
bool BFL::ParticleFilter< SV, MV >::UpdateWeightsInternal ( SystemModel< SV > *const  sysmodel,
const SV u,
MeasurementModel< MV, SV > *const  measmodel,
const MV z,
const SV 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 201 of file particlefilter.cpp.

Member Data Documentation

◆ _created_post

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

created own post

Definition at line 208 of file particlefilter.h.

◆ _dynamicResampling

template<typename StateVar, typename MeasVar>
bool BFL::ParticleFilter< StateVar, MeasVar >::_dynamicResampling
protected

Dynamic resampling or fixed period resampling?

Definition at line 202 of file particlefilter.h.

◆ _new_samples

template<typename StateVar, typename MeasVar>
vector<WeightedSample<StateVar> > BFL::ParticleFilter< StateVar, MeasVar >::_new_samples
protected

While updating store list of new samples.

Definition at line 181 of file particlefilter.h.

◆ _new_samples_unweighted

template<typename StateVar, typename MeasVar>
vector<Sample<StateVar> > BFL::ParticleFilter< StateVar, MeasVar >::_new_samples_unweighted
protected

While resampling.

Definition at line 183 of file particlefilter.h.

◆ _ns_it

template<typename StateVar, typename MeasVar>
vector<WeightedSample<StateVar> >::iterator BFL::ParticleFilter< StateVar, MeasVar >::_ns_it
protected

Iterator for new list of samples.

Definition at line 187 of file particlefilter.h.

◆ _old_samples

template<typename StateVar, typename MeasVar>
vector<WeightedSample<StateVar> > BFL::ParticleFilter< StateVar, MeasVar >::_old_samples
protected

While updating store list of old samples.

Definition at line 179 of file particlefilter.h.

◆ _os_it

template<typename StateVar, typename MeasVar>
vector<WeightedSample<StateVar> >::iterator BFL::ParticleFilter< StateVar, MeasVar >::_os_it
protected

Iterator for old list of samples.

Definition at line 185 of file particlefilter.h.

◆ _proposal

template<typename StateVar, typename MeasVar>
ConditionalPdf<StateVar,StateVar>* BFL::ParticleFilter< 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 174 of file particlefilter.h.

◆ _proposal_depends_on_meas

template<typename StateVar, typename MeasVar>
bool BFL::ParticleFilter< StateVar, MeasVar >::_proposal_depends_on_meas
protected

Proposal depends on last measurement?

Definition at line 205 of file particlefilter.h.

◆ _resamplePeriod

template<typename StateVar, typename MeasVar>
int BFL::ParticleFilter< 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 193 of file particlefilter.h.

◆ _resampleScheme

template<typename StateVar, typename MeasVar>
int BFL::ParticleFilter< StateVar, MeasVar >::_resampleScheme
protected

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

Definition at line 199 of file particlefilter.h.

◆ _resampleThreshold

template<typename StateVar, typename MeasVar>
double BFL::ParticleFilter< StateVar, MeasVar >::_resampleThreshold
protected

Threshold used when dynamic resampling.

Definition at line 196 of file particlefilter.h.

◆ _sample

template<typename StateVar, typename MeasVar>
WeightedSample<StateVar> BFL::ParticleFilter< StateVar, MeasVar >::_sample
protected

While updating use sample<StateVar>

Definition at line 177 of file particlefilter.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 Feb 28 2022 21:56:34