HiddenMarkovFilter.h File Reference

HiddenMarkovFilter (decisions.md [filters-and-recursions], [emissions], [update-outcomes]): a CategoricalParams state moved by a MarkovChain or a ContinuousTimeMarkovChain and updated by emission models, with the log-evidence of the measurements so far, and HiddenMarkovFilterUpdate. More...

#include <expected>
#include <type_traits>
#include <utility>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Print.h>
#include <EmrysFilter/Core/Weights.h>
#include <EmrysFilter/Distributions/Categorical.h>
#include <EmrysFilter/Distributions/ContinuousTimeMarkovChain.h>
#include <EmrysFilter/Filters/FilterUpkeep.h>
#include <EmrysFilter/Filters/Recursion.h>
#include <EmrysFilter/Models/Emission.h>
#include <EmrysFilter/Spaces/Discrete.h>

Go to the source code of this file.

Classes
struct	Emrys::CategoricalPredictedJoint< Space, Scalar >
	One prediction of a HiddenMarkovFilter as a smoother needs it: the distribution the step started from, the prediction, and the matrix that moved one to the other. More...
class	Emrys::HiddenMarkovFilterUpdate< Scalar >
	What a hidden Markov filter's update did: the measurement's log-evidence under the prior, and whether it was accepted. More...
class	Emrys::HiddenMarkovFilter< Space_, Chain_, Scalar_, Upkeep_ >
	A hidden Markov model filter: a CategoricalParams state, the chain that moves it, and the log-evidence of the measurements so far. More...

Detailed Description

HiddenMarkovFilter (decisions.md [filters-and-recursions], [emissions], [update-outcomes]): a CategoricalParams state moved by a MarkovChain or a ContinuousTimeMarkovChain and updated by emission models, with the log-evidence of the measurements so far, and HiddenMarkovFilterUpdate.

The row of the Filters module's table with nothing left Gaussian. Read KalmanFilter.h first for the shape it follows, and Models/Emission.h for the measurements it takes.