Bayesian Filtering Library
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Particle filter using EKF for proposal step. More...
#include <EKparticlefilter.h>
Public Member Functions | |
EKParticleFilter (MCPdf< ColumnVector > *prior, int resampleperiod=0, double resamplethreshold=0, int resamplescheme=DEFAULT_RS) | |
Constructor. More... | |
virtual | ~EKParticleFilter () |
Destructor. | |
virtual void | ProposalSet (ConditionalPdf< ColumnVector, ColumnVector > *const cpdf) |
Set the proposal density. More... | |
ConditionalPdf< ColumnVector, ColumnVector > * | ProposalGet () |
Get a pointer to the proposal density. More... | |
virtual MCPdf< ColumnVector > * | PostGet () |
Get Posterior density. More... | |
virtual void | Reset (Pdf< ColumnVector > *prior) |
Reset Filter. | |
virtual bool | Update (SystemModel< ColumnVector > *const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z, const ColumnVector &s) |
Full Update (system with inputs/sensing params) More... | |
virtual bool | Update (SystemModel< ColumnVector > *const sysmodel, MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z, const ColumnVector &s) |
Full Update (system without inputs, with sensing params) More... | |
virtual bool | Update (SystemModel< ColumnVector > *const sysmodel, MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z) |
Full Update (system without inputs/sensing params) More... | |
virtual bool | Update (SystemModel< ColumnVector > *const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z) |
Full Update (system with inputs, without sensing params) More... | |
virtual bool | Update (SystemModel< ColumnVector > *const sysmodel, const ColumnVector &u) |
System Update (system with inputs) More... | |
virtual bool | Update (SystemModel< ColumnVector > *const sysmodel) |
System Update (system without inputs) More... | |
virtual bool | Update (MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z, const ColumnVector &s) |
Measurement Update (system with "sensing params") More... | |
virtual bool | Update (MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z) |
Measurement Update (system without "sensing params") More... | |
int | TimeStepGet () const |
Get current time. More... | |
Protected Member Functions | |
virtual bool | UpdateInternal (SystemModel< ColumnVector > *const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z, const ColumnVector &s) |
Actual implementation of Update, varies along filters. More... | |
virtual bool | ProposalStepInternal (SystemModel< ColumnVector > *const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z, const ColumnVector &s) |
virtual bool | Resample () |
Resample also redefined for the same reasons... | |
virtual bool | UpdateWeightsInternal (SystemModel< ColumnVector > *const sysmodel, const ColumnVector &u, MeasurementModel< ColumnVector, ColumnVector > *const measmodel, const ColumnVector &z, const ColumnVector &s) |
Update Weights. More... | |
virtual bool | DynamicResampleStep () |
Resample if necessary. More... | |
virtual bool | StaticResampleStep () |
Resample if wanted. More... | |
Protected Attributes | |
std::vector< SymmetricMatrix > | _sampleCov |
Sample Covariances for use with EKF Proposal density. | |
std::vector< SymmetricMatrix >::iterator | _cov_it |
std::vector< SymmetricMatrix > | _tmpCov |
std::vector< SymmetricMatrix >::iterator | _tmpCovit |
const int | _dimension |
const int | _num_samples |
std::vector< WeightedSample< ColumnVector > > | _old_samples |
std::vector< WeightedSample< ColumnVector > >::iterator | _oit |
std::vector< WeightedSample< ColumnVector > > | _result_samples |
std::vector< WeightedSample< ColumnVector > >::iterator | _rit |
std::vector< double > | _unif_samples |
std::vector< double > | _CumPDF |
std::vector< double >::const_iterator | _CumPDFit |
ColumnVector | _x_old |
Sample< ColumnVector > | _sample |
ConditionalPdf< ColumnVector, ColumnVector > * | _proposal |
Pointer to the Proposal Density. More... | |
vector< WeightedSample< ColumnVector > > | _new_samples |
While updating store list of new samples. | |
vector< Sample< ColumnVector > > | _new_samples_unweighted |
While resampling. | |
vector< WeightedSample< ColumnVector > >::iterator | _os_it |
Iterator for old list of samples. | |
vector< WeightedSample< ColumnVector > >::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< ColumnVector > * | _prior |
prior Pdf | |
Pdf< ColumnVector > * | _post |
Pointer to the Posterior Pdf. More... | |
int | _timestep |
Represents the current timestep of the filter. More... | |
Particle filter using EKF for proposal step.
NOTE: Only applicable to continuous problems with additive gaussian noise, so the models you specify ... specify should by
Definition at line 35 of file EKparticlefilter.h.
EKParticleFilter | ( | MCPdf< ColumnVector > * | prior, |
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 |
resampleperiod | fixed resampling period (if desired) |
resamplethreshold | threshold used when dynamic resampling |
resamplescheme | resampling scheme, see header file for different defines and their meaning |
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protectedvirtualinherited |
Resample if necessary.
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virtualinherited |
Get Posterior density.
Get the current Posterior density
Reimplemented from Filter< ColumnVector, ColumnVector >.
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inherited |
Get a pointer to the proposal density.
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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 |
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protectedvirtual |
Proposalstep is redefined here since we have to take into account the sample covariances here!
Reimplemented from ParticleFilter< ColumnVector, ColumnVector >.
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protectedvirtualinherited |
Resample if wanted.
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inherited |
Get current time.
Get the current time of the filter
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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" |
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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" |
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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 |
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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 |
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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 |
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virtualinherited |
System Update (system without inputs)
sysmodel | pointer to the system model to use for update |
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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" |
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virtualinherited |
Measurement Update (system without "sensing params")
measmodel | pointer to the measurement model to use for update |
z | measurement |
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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 |
Reimplemented from ParticleFilter< ColumnVector, ColumnVector >.
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protectedvirtualinherited |
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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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 174 of file particlefilter.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 193 of file particlefilter.h.
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protectedinherited |