ParticleSmoother< StateVar > Class Template Reference

Class representing a particle backward filter. More...

#include <particlesmoother.h>

Inheritance diagram for ParticleSmoother< StateVar >:

BackwardFilter< StateVar >

List of all members.

Public Member Functions

 ParticleSmoother (MCPdf< StateVar > *prior)
 Constructor.
virtual ~ParticleSmoother ()
 Destructor.
virtual void Reset (Pdf< StateVar > *prior)
 Reset Filter.
virtual bool Update (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)
 Full Update (system with inputs).
virtual bool Update (SystemModel< StateVar > *const sysmodel, Pdf< StateVar > *const filtered_post)
 Full Update (system without inputs).
virtual Pdf< StateVar > * PostGet ()
 Get Posterior density.
int TimeStepGet () const
 Get current time.

Protected Member Functions

virtual bool UpdateInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)
 Actual implementation of Update, varies along filters.
virtual void SysUpdate (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)

Protected Attributes

vector< WeightedSample
< StateVar > > 
_old_samples
 While updating store list of old samples.
vector< WeightedSample
< StateVar > > 
_new_samples
 While updating store list of new samples.
vector< WeightedSample
< StateVar > > 
_filtered_samples
 While updating store list of filtered samples.
vector< WeightedSample
< StateVar > >::iterator 
_os_it
 Iterator for old list of samples.
vector< WeightedSample
< StateVar > >::iterator 
_ns_it
 Iterator for new list of samples.
vector< WeightedSample
< StateVar > >::iterator 
_fs_it
 Iterator for list of filtered samples.
Pdf< StateVar > * _prior
 prior Pdf
Pdf< StateVar > * _post
 Pointer to the Posterior Pdf.
int _timestep
 Represents the current timestep of the filter.


Detailed Description

template<typename StateVar>
class BFL::ParticleSmoother< StateVar >

Class representing a particle backward filter.

Definition at line 50 of file particlesmoother.h.


Member Function Documentation

virtual Pdf<StateVar >* PostGet (  )  [virtual, inherited]

Get Posterior density.

Get the current Posterior density

Returns:
a pointer to the current posterior

int TimeStepGet (  )  const [inherited]

Get current time.

Get the current time of the filter

Returns:
the current timestep

virtual bool Update ( SystemModel< StateVar > *const  sysmodel,
Pdf< StateVar > *const  filtered_post 
) [virtual, inherited]

Full Update (system without inputs).

Parameters:
sysmodel pointer to the system model to use for update
filtered_post filtered posterior

virtual bool Update ( SystemModel< StateVar > *const  sysmodel,
const StateVar &  u,
Pdf< StateVar > *const  filtered_post 
) [virtual, inherited]

Full Update (system with inputs).

Parameters:
sysmodel pointer to the system model to use for update
u input to the system
filtered_post filtered posterior

bool UpdateInternal ( SystemModel< StateVar > *const   sysmodel,
const StateVar &  u,
Pdf< StateVar > *const   filtered_post 
) [inline, protected, virtual]

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 BackwardFilter< StateVar >.

Definition at line 688 of file particlesmoother.h.


Member Data Documentation

Pdf<StateVar >* _post [protected, inherited]

Pointer to the Posterior Pdf.

The Posterior Pdf represents the subjective belief of the person applying the filter AFTER processing a backwards step.

Definition at line 69 of file backwardfilter.h.


The documentation for this class was generated from the following file:

Generated on Thu Mar 24 16:57:15 2011 for Bayesian Filtering Library by  doxygen 1.5.9