indii::ml::filter::AuxiliaryParticleResampler

AuxiliaryParticleResampler Class Template Reference

Inheritance diagram for AuxiliaryParticleResampler:

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List of all members.

Detailed Description

template<class T = unsigned int>
class indii::ml::filter::AuxiliaryParticleResampler< T >

Auxiliary particle resampler.

Author:: Lawrence Murray <lawrence@indii.org>

Version:

Rev

Date:

Date

Parameters:

The type of time.

Produces a new approximation of a weighted sample set at time $t_n$

by performing a one step lookahead, favouring those particles more likely to have higher weights at time $t_{n+1}$ . Combined with ParticleFilter, this produces the Auxiliary Particle Filter.

References

Definition at line 28 of file AuxiliaryParticleResampler.hpp.


Public Member Functions
	AuxiliaryParticleResampler (ParticleFilter< T > *filter, const unsigned int P=0)
	Constructor.
virtual	~AuxiliaryParticleResampler ()
	Destructor.
void	setNumParticles (const unsigned int P=0)
	Set the number of particles to resample.
void	setLookAhead (const T tnp1, const indii::ml::aux::vector &ytnp1)
	Set lookahead parameters for next resampling.
virtual indii::ml::aux::DiracMixturePdf	resample (indii::ml::aux::DiracMixturePdf &p)
	Resample particle set.

Constructor & Destructor Documentation

AuxiliaryParticleResampler	(	ParticleFilter< T > *	filter,
		const unsigned int	P = `0`
	)			`[inline]`

Constructor.

Parameters:

	filter	Particle filter to which to couple the resampler.
	P	Number of particles to resample from each distribution supplied to resample(). If zero, will resample the same number of particles as the distribution supplied.

Definition at line 147 of file AuxiliaryParticleResampler.hpp.

~AuxiliaryParticleResampler ( ) [inline, virtual]

Destructor.

Definition at line 153 of file AuxiliaryParticleResampler.hpp.

Member Function Documentation

void setNumParticles ( const unsigned int P = 0 ) [inline]

Set the number of particles to resample.

Parameters:

Number of particles to resample from each distribution supplied to resample(). If zero, will resample the same number of particles as the distribution supplied.

Definition at line 158 of file AuxiliaryParticleResampler.hpp.

void setLookAhead	(	const T	tnp1,
		const indii::ml::aux::vector &	ytnp1
	)			`[inline]`

Set lookahead parameters for next resampling.

Parameters:

	tnp1	$t_{n+1}$ ; the time at which the next measurement will be available.
	ytnp1	$\mathbf{y}(t_{n+1})$ ; the next measurement, at time $t_{n+1}$ .

Sets the parameters for the next call to ParticleFilter::filter(). These provide a lookahead to the future time $t_{n+1}$ on which to base the resampling of particles at the current time $t_b$