#include <particlesmoother.h>
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. |
Definition at line 50 of file particlesmoother.h.
virtual Pdf<StateVar >* PostGet | ( | ) | [virtual, inherited] |
Get Posterior density.
Get the current Posterior density
int TimeStepGet | ( | ) | const [inherited] |
Get current time.
Get the current time of the filter
virtual bool Update | ( | SystemModel< StateVar > *const | sysmodel, | |
Pdf< StateVar > *const | filtered_post | |||
) | [virtual, inherited] |
Full Update (system without inputs).
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).
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.
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.
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.