pf
hmm< dimstate, dimobs, float_t > Class Template Reference

A class template for HMM filtering. More...

#include <cf_filters.h>

Inheritance diagram for hmm< dimstate, dimobs, float_t >:
Collaboration diagram for hmm< dimstate, dimobs, float_t >:

Public Types

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

Public Member Functions

 hmm ()
 Default constructor. More...
 
 hmm (const ssv &initStateDistr, const ssMat &transMat)
 Constructor. More...
 
virtual ~hmm ()
 The (virtual) desuctor.
 
float_t getLogCondLike () const
 Get the latest conditional likelihood. More...
 
ssv getFilterVec () const
 Get the current filter vector. More...
 
void update (const ssv &condDensVec)
 Perform a HMM filter update. More...
 
- Public Member Functions inherited from cf_filter< dimstate, dimobs, float_t >
virtual ~cf_filter ()
 The (virtual) destructor.
 

Private Attributes

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

Detailed Description

template<size_t dimstate, size_t dimobs, typename float_t>
class hmm< dimstate, dimobs, float_t >

A class template for HMM filtering.

Author
taylor

Constructor & Destructor Documentation

◆ hmm() [1/2]

template<size_t dimstate, size_t dimobs, typename float_t >
hmm< dimstate, dimobs, float_t >::hmm ( )

Default constructor.

Need ths fir constructing default std::array<>s. Fills all vectors and matrices with zeros.

◆ hmm() [2/2]

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

Constructor.

allows specification of initstate distn and transition matrix.

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

Member Function Documentation

◆ getFilterVec()

template<size_t dimstate, size_t dimobs, typename float_t >
auto hmm< dimstate, dimobs, float_t >::getFilterVec ( ) const

Get the current filter vector.

get the current filter vector.

Returns
a probability vector p(x_t | y_{1:t})

◆ getLogCondLike()

template<size_t dimstate, size_t dimobs, typename float_t >
auto hmm< dimstate, dimobs, float_t >::getLogCondLike ( ) const
virtual

Get the latest conditional likelihood.

Returns
the latest conditional likelihood.

Implements cf_filter< dimstate, dimobs, float_t >.

◆ update()

template<size_t dimstate, size_t dimobs, typename float_t >
void hmm< dimstate, dimobs, float_t >::update ( const ssv condDensVec)

Perform a HMM filter update.

Perform a HMM filter update.

Parameters
condDensVecthe vector (in x_t) of p(y_t|x_t)

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