pf::filters::hmm< dimstate, dimobs, float_t, debug > Class Template Reference

A class template for HMM filtering. More...

#include <cf_filters.h>

Inheritance diagram for pf::filters::hmm< dimstate, dimobs, float_t, debug >:

Collaboration diagram for pf::filters::hmm< dimstate, dimobs, float_t, debug >:

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 pf::bases::cf_filter< dimstate, dimobs, float_t >
using	obs_sized_vec = Eigen::Matrix< float_t, dimobs, 1 >
using	state_sized_vec = Eigen::Matrix< float_t, dimstate, 1 >

Public Member Functions
	hmm ()
	Default constructor. More...
	hmm (const ssv &initStateDistrLogProbs, const ssMat &transMatLogProbs)
	Constructor. More...
virtual	~hmm ()
	The (virtual) desuctor.
float_t	getLogCondLike () const
	Get the latest conditional likelihood. More...
ssv	getFilterVecLogProbs () const
	Get the current filter vector. More...
void	update (const ssv &logCondDensVec)
	Perform a HMM filter update. More...
float_t	log_sum_exp (const ssv &logProbVec)
	log sum exp trick More...
ssv	log_product (const ssMat &logTransMat, const ssv &logProbVec)
Public Member Functions inherited from pf::bases::cf_filter< dimstate, dimobs, float_t >
virtual	~cf_filter ()
	The (virtual) destructor.

Private Attributes
ssv	m_filtVecLogProbs
	filter vector
ssMat	m_transMatLogProbsTranspose
	transition matrix
float_t	m_lastLogCondLike
	last log conditional likelihood
bool	m_fresh
	has data been observed?

Detailed Description

template<size_t dimstate, size_t dimobs, typename float_t, bool debug = false>
class pf::filters::hmm< dimstate, dimobs, float_t, debug >

A class template for HMM filtering.

Author

taylor

Constructor & Destructor Documentation

hmm() [1/2]

template<size_t dimstate, size_t dimobs, typename float_t , bool debug>

pf::filters::hmm< dimstate, dimobs, float_t, debug >::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 , bool debug>

pf::filters::hmm< dimstate, dimobs, float_t, debug >::hmm	(	const ssv &	initStateDistrLogProbs,
		const ssMat &	transMatLogProbs
	)

Constructor.

allows specification of initstate distn and transition matrix.

Parameters

initStateDistrLogProbs	first time state log prior distribution.
transMatLogProbs	time homogeneous transition matrix with log probabilities.

Member Function Documentation

getFilterVecLogProbs()

template<size_t dimstate, size_t dimobs, typename float_t , bool debug>

auto pf::filters::hmm< dimstate, dimobs, float_t, debug >::getFilterVecLogProbs

Get the current filter vector.

get the current filter vector log probs.

Returns

the logs of probability vector p(x_t | y_{1:t})

getLogCondLike()

template<size_t dimstate, size_t dimobs, typename float_t , bool debug>

auto pf::filters::hmm< dimstate, dimobs, float_t, debug >::getLogCondLike

virtual

Get the latest conditional likelihood.

Returns

the latest conditional likelihood.

Implements pf::bases::cf_filter< dimstate, dimobs, float_t >.

log_product()

template<size_t dimstate, size_t dimobs, typename float_t , bool debug>

auto pf::filters::hmm< dimstate, dimobs, float_t, debug >::log_product	(	const ssMat &	logTransMat,
		const ssv &	logProbVec
	)

Parameters

log_sum_exp()

template<size_t dimstate, size_t dimobs, typename float_t , bool debug>

float_t pf::filters::hmm< dimstate, dimobs, float_t, debug >::log_sum_exp

(

const ssv &

logProbVec

)

log sum exp trick

calculates the log of the sum of the exponentiated elements of a Vector

Parameters

update()

template<size_t dimstate, size_t dimobs, typename float_t , bool debug>

void pf::filters::hmm< dimstate, dimobs, float_t, debug >::update

(

const ssv &

logCondDensVec

)

Perform a HMM filter update.

Perform a HMM filter update.

Parameters

logCondDensVec

the vector (in x_t) of log p(y_t|x_t)

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

• include/pf/cf_filters.h