#include <backwardfilter.h>
Public Member Functions | |
BackwardFilter (Pdf< StateVar > *prior) | |
Constructor. | |
BackwardFilter (const BackwardFilter< StateVar > &filt) | |
copy constructor | |
virtual | ~BackwardFilter () |
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)=0 |
Actual implementation of Update, varies along filters. | |
Protected Attributes | |
Pdf< StateVar > * | _prior |
prior Pdf | |
Pdf< StateVar > * | _post |
Pointer to the Posterior Pdf. | |
int | _timestep |
Represents the current timestep of the filter. |
This is the virtual baseclass representing all simularities between Bayesian backward filters. One class of smoothers corresponds to a forward pass (with a classical Bayesian filter) and a backward pass (with a backward Bayesian filter) The backward filters related with these smoothers are related to a System Model (they don't need a measurement model!(for as far I see now))
This class is the base class for a rauch tung striebel backward filter, a backward particle filters, ...
Definition at line 59 of file backwardfilter.h.
BackwardFilter | ( | Pdf< SVar > * | prior | ) | [inline] |
Constructor.
prior | pointer to the prior Pdf |
Definition at line 154 of file backwardfilter.h.
Pdf< SVar > * PostGet | ( | ) | [inline, virtual] |
Get Posterior density.
Get the current Posterior density
Definition at line 193 of file backwardfilter.h.
int TimeStepGet | ( | ) | const [inline] |
Get current time.
Get the current time of the filter
Definition at line 174 of file backwardfilter.h.
bool Update | ( | SystemModel< SVar > *const | sysmodel, | |
Pdf< SVar > *const | filtered_post | |||
) | [inline, virtual] |
Full Update (system without inputs).
sysmodel | pointer to the system model to use for update | |
filtered_post | filtered posterior |
Definition at line 186 of file backwardfilter.h.
bool Update | ( | SystemModel< SVar > *const | sysmodel, | |
const SVar & | u, | |||
Pdf< SVar > *const | filtered_post | |||
) | [inline, virtual] |
Full Update (system with inputs).
sysmodel | pointer to the system model to use for update | |
u | input to the system | |
filtered_post | filtered posterior |
Definition at line 180 of file backwardfilter.h.
virtual bool UpdateInternal | ( | SystemModel< StateVar > *const | sysmodel, | |
const StateVar & | u, | |||
Pdf< StateVar > *const | filtered_post | |||
) | [protected, pure 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 |
Implemented in ParticleSmoother< StateVar >.
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.