pf
pf::cf_filter< dimstate, dimobs > Class Template Referenceabstract

Abstract Base Class for Kalman filter and HMM filter. More...

#include <cf_filters.h>

Inheritance diagram for pf::cf_filter< dimstate, dimobs >:

Public Types

using ssv = Eigen::Matrix< double, dimstate, 1 >
 
using osv = Eigen::Matrix< double, dimstate, 1 >
 

Public Member Functions

virtual double getLogCondLike () const =0
 returns the log of the most recent conditional likelihood More...
 

Detailed Description

template<size_t dimstate, size_t dimobs>
class pf::cf_filter< dimstate, dimobs >

Abstract Base Class for Kalman filter and HMM filter.

Author
taylor

Member Typedef Documentation

template<size_t dimstate, size_t dimobs>
using pf::cf_filter< dimstate, dimobs >::osv = Eigen::Matrix<double,dimstate,1>

"observation size vector" type alias for linear algebra stuff

template<size_t dimstate, size_t dimobs>
using pf::cf_filter< dimstate, dimobs >::ssv = Eigen::Matrix<double,dimstate,1>

"state size vector" type alias for linear algebra stuff

Member Function Documentation

template<size_t dimstate, size_t dimobs>
virtual double pf::cf_filter< dimstate, dimobs >::getLogCondLike ( ) const
pure virtual

returns the log of the most recent conditional likelihood

Returns
log p(y_t | y_{1:t-1}) or log p(y_1)

Implemented in pf::hmm< dimstate, dimobs >.


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