ParticleFilter.h File Reference

ParticleFilter (decisions.md [upkeep]): a ParticleSet moved by sampling the process model and its noise, weighted by the measurement likelihood, with upkeep left to the caller, and ParticleFilterUpdate; its steps also run under an execution policy [execution-policies]. More...

#include <expected>
#include <random>
#include <tuple>
#include <type_traits>
#include <utility>
#include <EmrysFilter/Core/Allocation.h>
#include <EmrysFilter/Core/Execution.h>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>
#include <EmrysFilter/Core/Multiply.h>
#include <EmrysFilter/Models/Measurement.h>
#include <EmrysFilter/Distributions/Moments.h>
#include <EmrysFilter/Distributions/ParticleSet.h>
#include <EmrysFilter/Models/ProcessModel.h>
#include <EmrysFilter/Distributions/SampleSet.h>
#include <EmrysFilter/Distributions/Sampling.h>
#include <EmrysFilter/Filters/FilterUpkeep.h>
#include <EmrysFilter/Filters/Recursion.h>
#include <EmrysFilter/Spaces/Space.h>
#include <EmrysFilter/Models/Transform.h>
#include <EmrysFilter/Core/Weights.h>
#include <EmrysFilter/Core/Print.h>

Go to the source code of this file.

Classes
class	Emrys::ParticleFilterUpdate< Scalar >
	What a particle filter's update did: the observation's log-likelihood under the particles, and whether it was accepted. More...
class	Emrys::ParticleFilter< Space_, Model_, Scalar_, Allocator_, Upkeep_ >
	A particle filter: a weighted set of state points, moved by sampling the process model and weighted by the measurement likelihood. More...

Detailed Description

ParticleFilter (decisions.md [upkeep]): a ParticleSet moved by sampling the process model and its noise, weighted by the measurement likelihood, with upkeep left to the caller, and ParticleFilterUpdate; its steps also run under an execution policy [execution-policies].

Read RbUpdate.h next; the design review is docs/guide/particle-filter.md.