BackwardFilter Class Template Reference

Virtual Baseclass representing all bayesian backward filters. More...

#include <backwardfilter.h>

Inheritance diagram for BackwardFilter:

ParticleSmoother

List of all members.

Public Member Functions

 BackwardFilter (Pdf< StateVar > *prior)
 Constructor.
 BackwardFilter (const BackwardFilter< StateVar > &filt)
 copy constructor
virtual ~BackwardFilter ()
 destructor
virtual void Reset (Pdf< StateVar > *prior)
 Reset Filter.
virtual bool Update (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)
 Full Update (system with inputs).
virtual bool Update (SystemModel< StateVar > *const sysmodel, Pdf< StateVar > *const filtered_post)
 Full Update (system without inputs).
virtual Pdf< StateVar > * PostGet ()
 Get Posterior density.
int TimeStepGet () const
 Get current time.

Protected Member Functions

virtual bool UpdateInternal (SystemModel< StateVar > *const sysmodel, const StateVar &u, Pdf< StateVar > *const filtered_post)=0
 Actual implementation of Update, varies along filters.

Protected Attributes

Pdf< StateVar > * _prior
 prior Pdf
Pdf< StateVar > * _post
 Pointer to the Posterior Pdf.
int _timestep
 Represents the current timestep of the filter.


Detailed Description

template<typename StateVar>
class BFL::BackwardFilter< StateVar >

Virtual Baseclass representing all bayesian backward filters.

This is the virtual baseclass representing all simularities between Bayesian backward filters. One class of smoothers corresponds to a forward pass (with a classical Bayesian filter) and a backward pass (with a backward Bayesian filter) The backward filters related with these smoothers are related to a System Model (they don't need a measurement model!(for as far I see now))

This class is the base class for a rauch tung striebel backward filter, a backward particle filters, ...

See also:
Pdf SystemModel ConditionalPdf
StateVar represents the form of the states and inputs

Definition at line 59 of file backwardfilter.h.


Constructor & Destructor Documentation

BackwardFilter ( Pdf< SVar > *  prior  )  [inline]

Constructor.

Precondition:
you created the prior
Parameters:
prior pointer to the prior Pdf

Definition at line 154 of file backwardfilter.h.


Member Function Documentation

virtual bool UpdateInternal ( SystemModel< StateVar > *const   sysmodel,
const StateVar &  u,
Pdf< StateVar > *const   filtered_post 
) [protected, pure virtual]

Actual implementation of Update, varies along filters.

Parameters:
sysmodel pointer to the used system model
u input param for proposal density
filtered_post is the posterior obtained by filtering of the timestep you want to smooth

Implemented in ParticleSmoother.

bool Update ( SystemModel< SVar > *const   sysmodel,
const SVar &  u,
Pdf< SVar > *const   filtered_post 
) [inline, virtual]

Full Update (system with inputs).

Parameters:
sysmodel pointer to the system model to use for update
u input to the system
filtered_post filtered posterior

Definition at line 180 of file backwardfilter.h.

bool Update ( SystemModel< SVar > *const   sysmodel,
Pdf< SVar > *const   filtered_post 
) [inline, virtual]

Full Update (system without inputs).

Parameters:
sysmodel pointer to the system model to use for update
filtered_post filtered posterior

Definition at line 186 of file backwardfilter.h.

Pdf< SVar > * PostGet (  )  [inline, virtual]

Get Posterior density.

Get the current Posterior density

Returns:
a pointer to the current posterior

Definition at line 193 of file backwardfilter.h.

int TimeStepGet (  )  const [inline]

Get current time.

Get the current time of the filter

Returns:
the current timestep

Definition at line 174 of file backwardfilter.h.


Member Data Documentation

Pdf<StateVar>* _post [protected]

Pointer to the Posterior Pdf.

The Posterior Pdf represents the subjective belief of the person applying the filter AFTER processing a backwards step.

Definition at line 69 of file backwardfilter.h.


The documentation for this class was generated from the following file:

Generated on Mon Mar 30 05:43:59 2009 for Bayesian Filtering Library by  doxygen 1.5.5