Bayesian Filtering Library
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Virtual Class representing all Mixture particle filters. More...
#include <mixtureParticleFilter.h>
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 | Reset (Mixture< StateVar > *prior) |
Reset Filter. | |
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. |
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.
Definition at line 153 of file mixtureParticleFilter.h.
MixtureParticleFilter | ( | Mixture< 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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int | maintainMixturePeriod = 1 |
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) |
Constructor.
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 |
prior should be of type pdf and not mcpdf. See also notes with implementation
let the user implement her/his own resamplescheme
MixtureParticleFilter | ( | Mixture< StateVar > * | prior, |
Mixture< StateVar > * | post, | ||
ConditionalPdf< StateVar, StateVar > * | proposal, | ||
int | resampleperiod = 0 , |
||
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 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 |
prior should be of type pdf and not mcpdf. See also notes with implementation
let the user implement her/his own resamplescheme
MixtureParticleFilter | ( | const MixtureParticleFilter< StateVar, MeasVar > & | filt | ) |
Copy Constructor.
bool DynamicResampleStepOne | ( | int | component | ) | [protected, virtual] |
Resampling for one component.
component | component number of component to update |
Definition at line 368 of file mixtureParticleFilter.h.
bool MaintainMixtureStep | ( | ) | [protected, virtual] |
Maintain Mixture if wanted.
Definition at line 508 of file mixtureParticleFilter.h.
Get Posterior density.
Get the current Posterior density
Reimplemented from Filter< StateVar, MeasVar >.
Definition at line 502 of file mixtureParticleFilter.h.
ConditionalPdf< SV, SV > * ProposalGet | ( | ) |
Get a pointer to the proposal density.
Definition at line 170 of file mixtureParticleFilter.h.
void ProposalSet | ( | ConditionalPdf< StateVar, StateVar > *const | cpdf | ) | [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 |
Definition at line 164 of file mixtureParticleFilter.h.
bool ProposalStepInternal | ( | SystemModel< StateVar > *const | sysmodel, |
const StateVar & | u, | ||
MeasurementModel< MeasVar, StateVar > *const | measmodel, | ||
const MeasVar & | z, | ||
const StateVar & | s | ||
) | [protected, virtual] |
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.
bool ProposalStepInternalOne | ( | int | component, |
SystemModel< StateVar > *const | sysmodel, | ||
const StateVar & | u, | ||
MeasurementModel< MeasVar, StateVar > *const | measmodel, | ||
const MeasVar & | z, | ||
const StateVar & | s | ||
) | [protected, virtual] |
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.
bool ResampleOne | ( | int | component | ) | [protected, virtual] |
Actual Resampling for one component;.
component | component number of component to update |
Definition at line 457 of file mixtureParticleFilter.h.
bool StaticResampleStep | ( | ) | [protected, virtual] |
Resample if wanted.
Definition at line 404 of file mixtureParticleFilter.h.
int TimeStepGet | ( | ) | const [inherited] |
bool Update | ( | SystemModel< SVar > *const | sysmodel, |
const SVar & | u, | ||
MeasurementModel< MVar, SVar > *const | measmodel, | ||
const MVar & | z, | ||
const SVar & | s | ||
) | [virtual, inherited] |
bool Update | ( | SystemModel< SVar > *const | sysmodel, |
MeasurementModel< MVar, SVar > *const | measmodel, | ||
const MVar & | z, | ||
const SVar & | s | ||
) | [virtual, inherited] |
bool Update | ( | SystemModel< SVar > *const | sysmodel, |
MeasurementModel< MVar, SVar > *const | measmodel, | ||
const MVar & | z | ||
) | [virtual, inherited] |
bool Update | ( | SystemModel< SVar > *const | sysmodel, |
const SVar & | u, | ||
MeasurementModel< MVar, SVar > *const | measmodel, | ||
const MVar & | z | ||
) | [virtual, inherited] |
bool Update | ( | SystemModel< SVar > *const | sysmodel, |
const SVar & | u | ||
) | [virtual, inherited] |
bool Update | ( | SystemModel< SVar > *const | sysmodel | ) | [virtual, inherited] |
bool Update | ( | MeasurementModel< MVar, SVar > *const | measmodel, |
const MVar & | z, | ||
const SVar & | s | ||
) | [virtual, inherited] |
bool Update | ( | MeasurementModel< MVar, SVar > *const | measmodel, |
const MVar & | z | ||
) | [virtual, inherited] |
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.
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 >.
Definition at line 414 of file mixtureParticleFilter.h.
Referenced by MixtureParticleFilter< StateVar, MeasVar >::Reset().
bool UpdateWeightsInternal | ( | SystemModel< StateVar > *const | sysmodel, |
const StateVar & | u, | ||
MeasurementModel< MeasVar, StateVar > *const | measmodel, | ||
const MeasVar & | z, | ||
const StateVar & | s | ||
) | [protected, virtual] |
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.
bool UpdateWeightsInternalOne | ( | int | component, |
SystemModel< StateVar > *const | sysmodel, | ||
const StateVar & | u, | ||
MeasurementModel< MeasVar, StateVar > *const | measmodel, | ||
const MeasVar & | z, | ||
const StateVar & | s | ||
) | [protected, virtual] |
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.
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.
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
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] |