Bayesian Filtering Library
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Particular mixture particle filter : Proposal PDF = SystemPDF. More...
#include <mixtureBootstrapFilter.h>
Public Member Functions | |
MixtureBootstrapFilter (Mixture< StateVar > *prior, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS, int maintainMixturePeriod=1) | |
Constructor. More... | |
MixtureBootstrapFilter (Mixture< StateVar > *prior, Mixture< StateVar > *post, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS, int maintainMixturePeriod=1) | |
Constructor. More... | |
virtual | ~MixtureBootstrapFilter () |
Destructor. | |
virtual void | Reset (Mixture< StateVar > *prior) |
Reset Filter. | |
virtual void | Reset (Pdf< StateVar > *prior) |
Reset Filter. | |
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 Mixture< StateVar > * | PostGet () |
Get Posterior density. More... | |
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 updateinternal. | |
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 | 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. 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 | 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. More... | |
virtual bool | DynamicResampleStep () |
Resample if necessary. | |
virtual bool | DynamicResampleStepOne (int component) |
Resampling for one component. More... | |
virtual bool | StaticResampleStep () |
Resample if wanted. More... | |
virtual bool | Resample () |
Actual Resampling happens here;. | |
virtual bool | ResampleOne (int component) |
Actual Resampling for one component;. More... | |
virtual bool | MaintainMixtureStep () |
Maintain Mixture if wanted. More... | |
virtual bool | MaintainMixture () |
Actual mixture maintainance happens here;. | |
Protected Attributes | |
ConditionalPdf< StateVar, StateVar > * | _proposal |
Pointer to the Proposal Density. More... | |
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. 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 | |
int | _maintainMixturePeriod |
Number of timestep between mixture maintainance of the Posterior. More... | |
Pdf< StateVar > * | _prior |
prior Pdf | |
Pdf< StateVar > * | _post |
Pointer to the Posterior Pdf. More... | |
int | _timestep |
Represents the current timestep of the filter. More... | |
Particular mixture particle filter : Proposal PDF = SystemPDF.
This is one (simple) particular implementation of a particle filter, in which the proposal density is equal to the pdf describing the system model (aka as SystemPdf), and involving a resampling step
The reason why I chose the name bootstrap filter is the fact that this is the name used in the book by Doucet et al.
@Book{ doucet_book, editor = {Doucet, Arnaud and de Freytas, Nando and Gordon, Neil}, title = {{S}equential {M}onte {C}arlo {M}ethods in {P}ractice}, publisher = {Springer--Verlag}, year = {2001}, series = {Statistics for engineering and information science}, month = {january}, annote = {see http://www-sigproc.eng.cam.ac.uk/~ad2/book.html} }
(and I presume this will become a/the standard book about particle filtering). Typical for the bootstrap filter is the fact that the proposal density is chosen to be the SystemPdf of the SystemModel. So there is no proposal density in the constructor here
Definition at line 71 of file mixtureBootstrapFilter.h.
MixtureBootstrapFilter | ( | Mixture< StateVar > * | prior, |
int | resampleperiod = 0 , |
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double | resamplethreshold = 0 , |
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int | resamplescheme = DEFAULT_RS , |
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int | maintainMixturePeriod = 1 |
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Constructor.
prior | pointer to the Monte Carlo Pdf prior density |
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 |
MixtureBootstrapFilter | ( | Mixture< StateVar > * | prior, |
Mixture< StateVar > * | post, | ||
int | resampleperiod = 0 , |
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double | resamplethreshold = 0 , |
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int | resamplescheme = DEFAULT_RS , |
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int | maintainMixturePeriod = 1 |
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Constructor.
prior | pointer to the Monte Carlo Pdf prior density |
post | pointer to the Monte Carlo Pdf post density |
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 |
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protectedvirtualinherited |
Resampling for one component.
component | component number of component to update |
Definition at line 368 of file mixtureParticleFilter.h.
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protectedvirtualinherited |
Maintain Mixture if wanted.
Definition at line 508 of file mixtureParticleFilter.h.
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virtualinherited |
Get Posterior density.
Get the current Posterior density
Reimplemented from Filter< StateVar, MeasVar >.
Definition at line 502 of file mixtureParticleFilter.h.
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inherited |
Get a pointer to the proposal density.
Definition at line 170 of file mixtureParticleFilter.h.
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virtualinherited |
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 |
Definition at line 164 of file mixtureParticleFilter.h.
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protectedvirtualinherited |
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 |
Definition at line 177 of file mixtureParticleFilter.h.
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protectedvirtualinherited |
Proposal step for one component.
Implementation of proposal step
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 193 of file mixtureParticleFilter.h.
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protectedvirtualinherited |
Actual Resampling for one component;.
component | component number of component to update |
Definition at line 457 of file mixtureParticleFilter.h.
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protectedvirtualinherited |
Resample if wanted.
Definition at line 404 of file mixtureParticleFilter.h.
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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 |
Definition at line 248 of file mixtureParticleFilter.h.
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protectedvirtualinherited |
Update Weights for one component.
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 275 of file mixtureParticleFilter.h.
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protectedinherited |
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.
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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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protectedinherited |
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.
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protectedinherited |
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.
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protectedinherited |