Public Types
using	float_type = float_t

using	obs_sized_vec = Eigen::Matrix< float_t, dimobs, 1 >

using	state_sized_vec = Eigen::Matrix< float_t, dimstate, 1 >

using	cov_sized_vec = Eigen::Matrix< float_t, dimcov, 1 >

using	dynamic_matrix = Eigen::Matrix< float_t, Eigen::Dynamic, Eigen::Dynamic >

using	func = std::function< const dynamic_matrix(const state_sized_vec &, const cov_sized_vec &)>

using	func_vec = std::vector< func >

Public Member Functions
virtual void	filter (const obs_sized_vec &data, const cov_sized_vec &cov, const func_vec &fs=func_vec())=0
	the filtering function that must be defined More...

virtual float_t	getLogCondLike () const =0
	the getter method that must be defined (for conditional log-likelihood) More...

virtual	~pf_withcov_base ()
	virtual destructor

Static Public Attributes
static constexpr unsigned int	dim_obs = dimobs

static constexpr unsigned int	dim_state = dimstate

Member Typedef Documentation

◆ cov_sized_vec

template<typename float_t , size_t dimobs, size_t dimstate, size_t dimcov>

using pf::bases::pf_withcov_base< float_t, dimobs, dimstate, dimcov >::cov_sized_vec = Eigen::Matrix<float_t,dimcov,1>

expose covariate-sized vector type to users

template<typename float_t , size_t dimobs, size_t dimstate, size_t dimcov>

virtual void pf::bases::pf_withcov_base< float_t, dimobs, dimstate, dimcov >::filter	(	const obs_sized_vec &	data,
		const cov_sized_vec &	cov,
		const func_vec &	fs = `func_vec()`
	)

pure virtual

the filtering function that must be defined

Parameters

data	the most recent observation
filter	functions whose expected value approx. is computed at each time step

template<typename float_t , size_t dimobs, size_t dimstate, size_t dimcov>

virtual float_t pf::bases::pf_withcov_base< float_t, dimobs, dimstate, dimcov >::getLogCondLike ( ) const

pure virtual

the getter method that must be defined (for conditional log-likelihood)

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