#include <backwardfilter.h>
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. |
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, ...
Definition at line 59 of file backwardfilter.h.
BackwardFilter | ( | Pdf< SVar > * | prior | ) | [inline] |
Constructor.
prior | pointer to the prior Pdf |
Definition at line 154 of file backwardfilter.h.
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.
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).
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).
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
Definition at line 193 of file backwardfilter.h.
int TimeStepGet | ( | ) | const [inline] |
Get current time.
Get the current time of the filter
Definition at line 174 of file backwardfilter.h.
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.