Bayesian Filtering Library
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Virtual Class representing all particle filters. More...
#include <particlefilter.h>
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... | |
virtual | ~ParticleFilter () |
Destructor. | |
ParticleFilter (const ParticleFilter< StateVar, MeasVar > &filt) | |
Copy Constructor. More... | |
virtual void | ProposalSet (ConditionalPdf< StateVar, StateVar > *const cpdf) |
Set the proposal density. More... | |
ConditionalPdf< StateVar, StateVar > * | ProposalGet () |
Get a pointer to the proposal density. More... | |
virtual MCPdf< StateVar > * | PostGet () |
Get Posterior density. More... | |
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) 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... | |
int | TimeStepGet () const |
Get current time. More... | |
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. 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 | UpdateWeightsInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, MeasurementModel< MeasVar, StateVar > *const measmodel, const MeasVar &z, const StateVar &s) |
Update Weights. More... | |
virtual bool | DynamicResampleStep () |
Resample if necessary. More... | |
virtual bool | StaticResampleStep () |
Resample if wanted. More... | |
virtual bool | Resample () |
Actual Resampling happens here;. | |
Protected Attributes | |
ConditionalPdf< StateVar, StateVar > * | _proposal |
Pointer to the Proposal Density. More... | |
WeightedSample< StateVar > | _sample |
While updating use sample<StateVar> | |
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< Sample< StateVar > > | _new_samples_unweighted |
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. | |
int | _resamplePeriod |
Number of timestep between resampling from the Posterior Pdf. More... | |
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 | |
Pdf< StateVar > * | _prior |
prior Pdf | |
Pdf< StateVar > * | _post |
Pointer to the Posterior Pdf. More... | |
int | _timestep |
Represents the current timestep of the filter. More... | |
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.
Definition at line 159 of file particlefilter.h.
ParticleFilter | ( | MCPdf< StateVar > * | prior, |
ConditionalPdf< StateVar, StateVar > * | proposal, | ||
int | resampleperiod = 0 , |
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double | resamplethreshold = 0 , |
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int | resamplescheme = DEFAULT_RS |
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) |
Constructor.
prior | pointer to the Monte Carlo Pdf 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 |
prior should be of type pdf and not mcpdf. See also notes with implementation
let the user implement her/his own resamplescheme
ParticleFilter | ( | MCPdf< StateVar > * | prior, |
MCPdf< StateVar > * | post, | ||
ConditionalPdf< StateVar, StateVar > * | proposal, | ||
int | resampleperiod = 0 , |
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double | resamplethreshold = 0 , |
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int | resamplescheme = DEFAULT_RS |
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) |
Constructor.
prior | pointer to the Monte Carlo Pdf prior density |
post | pointer to the Monte Carlo Pdf 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 |
prior should be of type pdf and not mcpdf. See also notes with implementation
let the user implement her/his own resamplescheme
ParticleFilter | ( | const ParticleFilter< StateVar, MeasVar > & | filt | ) |
Copy Constructor.
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protectedvirtual |
Resample if necessary.
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virtual |
Get Posterior density.
Get the current Posterior density
Reimplemented from Filter< StateVar, MeasVar >.
ConditionalPdf<StateVar,StateVar>* ProposalGet | ( | ) |
Get a pointer to the proposal density.
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virtual |
Set the proposal density.
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 |
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protectedvirtual |
Proposal step.
Implementation of proposal step
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 |
Reimplemented in EKParticleFilter.
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protectedvirtual |
Resample if wanted.
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inherited |
Get current time.
Get the current time of the filter
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virtualinherited |
Measurement Update (system without "sensing params")
measmodel | pointer to the measurement model to use for update |
z | measurement |
Reimplemented in Optimalimportancefilter< StateVar, MeasVar >.
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virtualinherited |
Measurement Update (system with "sensing params")
measmodel | pointer to the measurement model to use for update |
z | measurement |
s | "sensing parameter" |
Reimplemented in Optimalimportancefilter< StateVar, MeasVar >.
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virtualinherited |
System Update (system without inputs)
sysmodel | pointer to the system model to use for update |
Reimplemented in Optimalimportancefilter< StateVar, MeasVar >.
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virtualinherited |
System Update (system with inputs)
sysmodel | pointer to the system model to use for update |
u | input to the system |
Reimplemented in Optimalimportancefilter< StateVar, MeasVar >.
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virtualinherited |
Full Update (system with inputs, without sensing params)
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 |
Reimplemented in Optimalimportancefilter< StateVar, MeasVar >.
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virtualinherited |
Full Update (system with inputs/sensing params)
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" |
Reimplemented in Optimalimportancefilter< StateVar, MeasVar >.
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virtualinherited |
Full Update (system without inputs/sensing params)
sysmodel | pointer to the system model to use for update |
measmodel | pointer to the measurement model to use for update |
z | measurement |
Reimplemented in Optimalimportancefilter< StateVar, MeasVar >.
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virtualinherited |
Full Update (system without inputs, with sensing params)
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" |
Reimplemented in Optimalimportancefilter< StateVar, MeasVar >.
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protectedvirtual |
Actual implementation of Update, varies along filters.
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 ASIRFilter< StateVar, MeasVar >, BootstrapFilter< StateVar, MeasVar >, and EKParticleFilter.
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protectedvirtual |
Update Weights.
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 |
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protectedinherited |
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
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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.
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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.
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protectedinherited |