indii::ml::filter::Smoother

Smoother Class Template Reference

Inheritance diagram for Smoother:

Inheritance graph
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List of all members.

Detailed Description

template<class T = unsigned int, class P = indii::ml::aux::GaussianPdf>
class indii::ml::filter::Smoother< T, P >

Abstract smoother.

Author:
Lawrence Murray <lawrence@indii.org>
Version:
Rev
Date:
Date
Parameters:
T The type of time.
P The type of probability distribution used to represent the system state.
See also:
indii::ml::filter for general usage guidelines.

Definition at line 24 of file Smoother.hpp.


Public Member Functions

 Smoother (const T tT, const P &p_xT)
 Constructor.
virtual ~Smoother ()
 Destructor.
T getTime () const
 Get the current time.
void setTime (const T tn)
 Set the current time.
P & getSmoothedState ()
 Get distribution over the state at the current time given all measurements.
void setSmoothedState (const P &p_xtn_ytT)
 Set the distribution over the state at the current time given all measurements.
virtual P smoothedMeasure ()=0
 Apply the measurement function to the current smoothed state to obtain an estimated measurement.

Protected Attributes

T tn
 $t_n$; the current time.
P p_xtn_ytT
 $p(\mathbf{x}_n\,|\,\mathbf{y}_{1:T})$; smoothed density at the current time.

Constructor & Destructor Documentation

Smoother ( const T  tT,
const P &  p_xT 
) [inline]

Constructor.

Parameters:
tT $t_T$; starting time.
p_xT $p(\mathbf{x}_T)$; prior over the state at time $t_T$.

Definition at line 101 of file Smoother.hpp.

~Smoother (  )  [inline, virtual]

Destructor.

Definition at line 107 of file Smoother.hpp.

Member Function Documentation

T getTime (  )  const [inline]

Get the current time.

Returns:
$t_n$; the current time.

Definition at line 112 of file Smoother.hpp.

void setTime ( const T  tn  )  [inline]

Set the current time.

Parameters:
tn $t_n$; the current time.

Definition at line 117 of file Smoother.hpp.

P & getSmoothedState (  )  [inline]

Get distribution over the state at the current time given all measurements.

Returns:
$P\big(\mathbf{x}(t_n)\, | \,\mathbf{y}(t_1),\ldots,\mathbf{y}(t_T)\big)$; distribution over the current state given all measurements.

Definition at line 122 of file Smoother.hpp.

void setSmoothedState ( const P &  p_xtn_ytT  )  [inline]

Set the distribution over the state at the current time given all measurements.

Parameters:
p_xtn_ytT $P\big(\mathbf{x}(t_n)\, | \,\mathbf{y}(t_1),\ldots,\mathbf{y}(t_T)\big)$; distribution over the current state given all measurements.

Definition at line 127 of file Smoother.hpp.

virtual P smoothedMeasure (  )  [pure virtual]

Apply the measurement function to the current smoothed state to obtain an estimated measurement.

Returns:
The estimated measurement.

Implemented in KalmanSmoother, KernelForwardBackwardSmoother, KernelTwoFilterSmoother, ParticleSmoother, RauchTungStriebelSmoother, and UnscentedKalmanSmoother.

Member Data Documentation

T tn [protected]

$t_n$; the current time.

Definition at line 86 of file Smoother.hpp.

P p_xtn_ytT [protected]

$p(\mathbf{x}_n\,|\,\mathbf{y}_{1:T})$; smoothed density at the current time.

Definition at line 92 of file Smoother.hpp.

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