pf
pf::hmm< dimstate, dimobs > Class Template Reference
Inheritance diagram for pf::hmm< dimstate, dimobs >:
Collaboration diagram for pf::hmm< dimstate, dimobs >:

Public Types

using ssv = Eigen::Matrix< double, dimstate, 1 >
 "state size vector"
 
using osv = Eigen::Matrix< double, dimobs, 1 >
 "observation size vector"
 
using ssMat = Eigen::Matrix< double, dimstate, dimstate >
 "state size matrix"
 
- Public Types inherited from pf::cf_filter< dimstate, dimobs >
using ssv = Eigen::Matrix< double, dimstate, 1 >
 
using osv = Eigen::Matrix< double, dimstate, 1 >
 

Public Member Functions

 hmm (const ssv &initStateDistr, const ssMat &transMat)
 Constructor. More...
 
double getLogCondLike () const
 Get the latest conditional likelihood. More...
 
ssv getFilterVec () const
 Get the current filter vector. More...
 
void update (const osv &yt, const ssv &condDensVec)
 Perform a HMM filter update. More...
 

Private Attributes

ssv m_filtVec
 filter vector
 
ssMat m_transMatTranspose
 transition matrix
 
double m_lastCondLike
 last conditional likelihood
 
bool m_fresh
 has data been observed?
 

Constructor & Destructor Documentation

template<size_t dimstate, size_t dimobs>
pf::hmm< dimstate, dimobs >::hmm ( const ssv initStateDistr,
const ssMat transMat 
)

Constructor.

Parameters
initStateDistrfirst time state prior distribution.
transMattime homogeneous transition matrix.

Member Function Documentation

template<size_t dimstate, size_t dimobs>
ssv pf::hmm< dimstate, dimobs >::getFilterVec ( ) const

Get the current filter vector.

get the current filter vector.

Returns
a probability vector p(x_t | y_{1:t})
template<size_t dimstate, size_t dimobs>
double pf::hmm< dimstate, dimobs >::getLogCondLike ( ) const
virtual

Get the latest conditional likelihood.

Returns
the latest conditional likelihood.

Implements pf::cf_filter< dimstate, dimobs >.

template<size_t dimstate, size_t dimobs>
void pf::hmm< dimstate, dimobs >::update ( const osv yt,
const ssv condDensVec 
)

Perform a HMM filter update.

Perform a HMM filter update.

Parameters
ytthe current datum.
condDensVecthe vector (in x_t) of p(y_t|x_t)

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