MixtureParticleFilter< StateVar, MeasVar > Class Template Reference

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

#include <mixtureParticleFilter.h>

Inheritance diagram for MixtureParticleFilter< StateVar, MeasVar >:

Filter< StateVar, MeasVar >

List of all members.

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.
 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.
virtual ~MixtureParticleFilter ()
 Destructor.
 MixtureParticleFilter (const MixtureParticleFilter< StateVar, MeasVar > &filt)
 Copy Constructor.
virtual void ProposalSet (ConditionalPdf< StateVar, StateVar > *const cpdf)
 Set the proposal density.
ConditionalPdf< StateVar,
StateVar > * 
ProposalGet ()
 Get a pointer to the proposal density.
virtual Mixture< StateVar > * PostGet ()
 Get Posterior density.
virtual void Reset (Pdf< StateVar > *prior)
 Reset Filter.
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).
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).
virtual bool Update (SystemModel< StateVar > *const sysmodel, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z)
 Full Update (system without inputs/sensing params).
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).
virtual bool Update (SystemModel< StateVar > *const sysmodel, const StateVar &u)
 System Update (system with inputs).
virtual bool Update (SystemModel< StateVar > *const sysmodel)
 System Update (system without inputs).
virtual bool Update (MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s)
 Measurement Update (system with "sensing params").
virtual bool Update (MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z)
 Measurement Update (system without "sensing params").
int TimeStepGet () const
 Get current time.

Protected Member Functions

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.
virtual bool ProposalStepInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s)
 Proposal step.
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.
virtual bool UpdateWeightsInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s)
 Update Weights.
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.
virtual bool DynamicResampleStep ()
 Resample if necessary.
virtual bool DynamicResampleStepOne (int component)
 Resampling for one component.
virtual bool StaticResampleStep ()
 Resample if wanted.
virtual bool Resample ()
 Actual Resampling happens here;.
virtual bool ResampleOne (int component)
 Actual Resampling for one component;.
virtual bool MaintainMixtureStep ()
 Maintain Mixture if wanted.
virtual bool MaintainMixture ()
 Actual mixture maintainance happens here;.

Protected Attributes

ConditionalPdf< StateVar,
StateVar > * 
_proposal
 Pointer to the Proposal Density.
WeightedSample< StateVar > _sample
 While updating use sample<StateVar>.
vector< vector< WeightedSample
< StateVar > > > 
_old_samplesVec
 While updating store list of old samples.
vector< vector< WeightedSample
< StateVar > > > 
_new_samplesVec
 While updating store list of new samples.
vector< vector< Sample
< StateVar > > > 
_new_samples_unweightedVec
 While resampling.
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< Probability_newMixtureWeights
 Vector containing the new mixture weights during update step.
vector< Probability_sumWeights
 Vector containing the sum of weights during update step.
int _resamplePeriod
 Number of timestep between resampling from the Posterior Pdf.
double _resampleThreshold
 Threshold used when dynamic resampling.
int _resampleScheme
 Which resample algorithm (see top of particle.h for defines).
bool _dynamicResampling
 Dynamic resampling or fixed period resampling?
bool _proposal_depends_on_meas
 Proposal depends on last measurement?
bool _created_post
 created own post
int _maintainMixturePeriod
 Number of timestep between mixture maintainance of the Posterior.
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, 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

MixtureParticleFilter ( Mixture< SV > *  prior,
ConditionalPdf< SV, SV > *  proposal,
int  resampleperiod = 0,
double  resamplethreshold = 0,
int  resamplescheme = DEFAULT_RS,
int  maintainMixturePeriod = 1 
) [inline]

Constructor.

Precondition:
you created the necessary models and the prior
Parameters:
prior pointer to the mixture of Monte Carlo Pdfs prior density
proposal pointer to the proposal density to use
resampleperiod fixed resampling period (if desired)
resamplethreshold threshold used when dynamic resampling
resamplescheme resampling scheme, see header file for different defines and their meaning
maintainMixturePeriod fixed 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

Definition at line 1004 of file mixtureParticleFilter.h.

MixtureParticleFilter ( Mixture< SV > *  prior,
Mixture< SV > *  post,
ConditionalPdf< SV, SV > *  proposal,
int  resampleperiod = 0,
double  resamplethreshold = 0,
int  resamplescheme = DEFAULT_RS,
int  maintainMixturePeriod = 1 
) [inline]

Constructor.

Precondition:
you created the necessary models and the prior
Parameters:
prior pointer to the mixture of Monte Carlo Pdfs prior density
post pointer to the mixture of Monte Carlo Pdfs post density
proposal pointer to the proposal density to use
resampleperiod fixed resampling period (if desired)
resamplethreshold threshold used when dynamic resampling
resamplescheme resampling scheme, see header file for different defines and their meaning
maintainMixturePeriod fixed 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

Definition at line 1055 of file mixtureParticleFilter.h.

MixtureParticleFilter ( const MixtureParticleFilter< SV, MV > &  filt  )  [inline]

Copy Constructor.

Bug:
implementation probably contains a bug

Definition at line 1118 of file mixtureParticleFilter.h.


Member Function Documentation

bool DynamicResampleStepOne ( int  component  )  [inline, protected, virtual]

Resampling for one component.

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

Definition at line 1333 of file mixtureParticleFilter.h.

bool MaintainMixtureStep (  )  [inline, protected, virtual]

Maintain Mixture if wanted.

Bug:
let the user implement her/his own mixture maintaince scheme

Definition at line 1473 of file mixtureParticleFilter.h.

Mixture< SV > * PostGet (  )  [inline, virtual]

Get Posterior density.

Get the current Posterior density

Returns:
a pointer to the current posterior

Reimplemented from Filter< StateVar, MeasVar >.

Definition at line 1467 of file mixtureParticleFilter.h.

ConditionalPdf< SV, SV > * ProposalGet (  )  [inline]

Get a pointer to the proposal density.

Returns:
a pointer to the proposal density

Definition at line 1135 of file mixtureParticleFilter.h.

void ProposalSet ( ConditionalPdf< SV, SV > *const   cpdf  )  [inline, virtual]

Set the proposal density.

Parameters:
cpdf the 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 1129 of file mixtureParticleFilter.h.

bool ProposalStepInternal ( SystemModel< SV > *const   sysmodel,
const SV &  u,
MeasurementModel< MV, SV > *const   measmodel,
const MV &  z,
const SV &  s 
) [inline, protected, virtual]

Proposal step.

Implementation of proposal step

Parameters:
sysmodel pointer to the used system model
u input param for proposal density
measmodel pointer to the used measurementmodel
z measurement param for proposal density
s sensor param for proposal density
Bug:
Make sampling method variable. See implementation.

Definition at line 1142 of file mixtureParticleFilter.h.

bool ProposalStepInternalOne ( int  component,
SystemModel< SV > *const   sysmodel,
const SV &  u,
MeasurementModel< MV, SV > *const   measmodel,
const MV &  z,
const SV &  s 
) [inline, protected, virtual]

Proposal step for one component.

Implementation of proposal step

Parameters:
component component number of component to update
sysmodel pointer to the used system model
u input param for proposal density
measmodel pointer to the used measurementmodel
z measurement param for proposal density
s sensor param for proposal density
Bug:
Make sampling method variable. See implementation.

Definition at line 1158 of file mixtureParticleFilter.h.

bool ResampleOne ( int  component  )  [inline, protected, virtual]

Actual Resampling for one component;.

Parameters:
component component number of component to update

Definition at line 1422 of file mixtureParticleFilter.h.

bool StaticResampleStep (  )  [inline, protected, virtual]

Resample if wanted.

Bug:
let the user implement her/his own resamplescheme

Definition at line 1369 of file mixtureParticleFilter.h.

int TimeStepGet (  )  const [inherited]

Get current time.

Get the current time of the filter

Returns:
the current timestep

virtual bool Update ( MeasurementModel< MeasVar , StateVar > *const  measmodel,
const MeasVar &  z 
) [virtual, inherited]

Measurement Update (system without "sensing params").

Parameters:
measmodel pointer to the measurement model to use for update
z measurement

virtual bool Update ( MeasurementModel< MeasVar , StateVar > *const  measmodel,
const MeasVar &  z,
const StateVar &  s 
) [virtual, inherited]

Measurement Update (system with "sensing params").

Parameters:
measmodel pointer to the measurement model to use for update
z measurement
s "sensing parameter"

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

System Update (system without inputs).

Parameters:
sysmodel pointer to the system model to use for update

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

System Update (system with inputs).

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

virtual bool Update ( SystemModel< StateVar > *const  sysmodel,
const StateVar &  u,
MeasurementModel< MeasVar , StateVar > *const  measmodel,
const MeasVar &  z 
) [virtual, inherited]

Full Update (system with inputs, without sensing params).

Parameters:
sysmodel pointer to the system model to use for update
u input to the system
measmodel pointer to the measurement model to use for update
z measurement

virtual bool Update ( SystemModel< StateVar > *const  sysmodel,
MeasurementModel< MeasVar , StateVar > *const  measmodel,
const MeasVar &  z 
) [virtual, inherited]

Full Update (system without inputs/sensing params).

Parameters:
sysmodel pointer to the system model to use for update
measmodel pointer to the measurement model to use for update
z measurement

virtual bool Update ( SystemModel< StateVar > *const  sysmodel,
MeasurementModel< MeasVar , StateVar > *const  measmodel,
const MeasVar &  z,
const StateVar &  s 
) [virtual, inherited]

Full Update (system without inputs, with sensing params).

Parameters:
sysmodel pointer to the system model to use for update
measmodel pointer to the measurement model to use for update
z measurement
s "sensing parameter"

virtual bool Update ( SystemModel< StateVar > *const  sysmodel,
const StateVar &  u,
MeasurementModel< MeasVar , StateVar > *const  measmodel,
const MeasVar &  z,
const StateVar &  s 
) [virtual, inherited]

Full Update (system with inputs/sensing params).

Parameters:
sysmodel pointer to the system model to use for update
u input to the system
measmodel pointer to the measurement model to use for update
z measurement
s "sensing parameter"

virtual bool UpdateInternal ( SystemModel< StateVar > *const   sysmodel,
const StateVar &  u,
MeasurementModel< MeasVar, StateVar > *const   measmodel,
const MeasVar &  z,
const StateVar &  s 
) [protected, virtual]

Actual implementation of Update, varies along filters.

Parameters:
sysmodel pointer to the used system model
u input param for proposal density
measmodel pointer to the used measurementmodel
z measurement param for proposal density
s sensor param for proposal density

Implements Filter< StateVar, MeasVar >.

Reimplemented in MixtureBootstrapFilter< StateVar, MeasVar >.

bool UpdateWeightsInternal ( SystemModel< SV > *const   sysmodel,
const SV &  u,
MeasurementModel< MV, SV > *const   measmodel,
const MV &  z,
const SV &  s 
) [inline, protected, virtual]

Update Weights.

Parameters:
sysmodel pointer to the used system model
u input param for proposal density
measmodel pointer to the used measurementmodel
z measurement param for proposal density
s sensor param for proposal density

Definition at line 1213 of file mixtureParticleFilter.h.

bool UpdateWeightsInternalOne ( int  component,
SystemModel< SV > *const   sysmodel,
const SV &  u,
MeasurementModel< MV, SV > *const   measmodel,
const MV &  z,
const SV &  s 
) [inline, protected, virtual]

Update Weights for one component.

Parameters:
component component number of component to update
sysmodel pointer to the used system model
u input param for proposal density
measmodel pointer to the used measurementmodel
z measurement param for proposal density
s sensor param for proposal density

Definition at line 1240 of file mixtureParticleFilter.h.


Member Data Documentation

int _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.

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 inputs and measurements. A filter does not maintain the beliefs at all timesteps t, since this leads to non-constant (or ever growing if you prefer) memory requirements. However, it is possible, to copy the Posterior density at all timesteps in your application by means of the PostGet() member function

See also:
PostGet()

Definition at line 95 of file filter.h.

ConditionalPdf<StateVar,StateVar>* _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.

int _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.

int _timestep [protected, inherited]

Represents the current timestep of the filter.

Todo:
Check wether this really belongs here

Definition at line 100 of file filter.h.


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

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