The density of a Rao-Blackwellized point-mass filter's state, a checked view of its GridGaussianParams (decisions.md [params-and-density], [view-stamp]): \( p(x) = \sum_c P(c) \, \delta(x_p - p_c) \, \mathcal{N}(x_r; \mu_c, \Sigma_c) \) over the live cells, or the hybrid of Gaussians in each cell.
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#include <EmrysFilter/Distributions/GridGaussian.h>
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using | ParamsType = GridGaussianParams<Grid_, Covariance_, Component_> |
| | the parameters it reads
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using | GridType = Grid_ |
| | the grid
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using | Scalar = typename Grid_::Scalar |
| | the scalar type
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using | SpaceType = typename Grid_::SpaceType |
| | the whole state space
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using | ConditionalType = typename ParamsType::ConditionalType |
| | a cell's distribution over the rest
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using | MomentsType = Moments<SpaceType, Scalar> |
| | a mean and covariance of the whole state
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using | allocator_type = typename ParamsType::allocator_type |
| | the parameters' allocator
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static constexpr bool | IsParams = false |
| | a view: it checks its parameters
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template<typename Grid_, typename Covariance_, typename Component_>
class Emrys::GridGaussian< Grid_, Covariance_, Component_ >
The density of a Rao-Blackwellized point-mass filter's state, a checked view of its GridGaussianParams (decisions.md [params-and-density], [view-stamp]): \( p(x) = \sum_c P(c) \, \delta(x_p - p_c) \, \mathcal{N}(x_r; \mu_c, \Sigma_c) \) over the live cells, or the hybrid of Gaussians in each cell.
GridGaussianParams::toDensity() makes one after factorizing each cell's Gaussian, or checking each cell's hybrid, so the moments and the collapse below read a distribution.
auto const density = filter.state().toDensity();
density->collapsed();
density->moments();
- See also
- class GridGaussianParams, RbPointMassFilter
◆ collapsed()
template<typename Grid_, typename Covariance_, typename Component_>
- Returns
- the whole state as one Gaussian, moment-matched over the live cells: the centers' spread and each cell's covariance about its center for the fixed block, and the cells' Gaussians, or each cell's hybrid collapsed over its modes, for the rest
◆ conditional()
template<typename Grid_, typename Covariance_, typename Component_>
| decltype(auto) Emrys::GridGaussian< Grid_, Covariance_, Component_ >::conditional |
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Eigen::Index | i | ) |
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inlinenodiscard |
- Returns
- the distribution over the rest of the state given the live cell at position i
◆ grid()
template<typename Grid_, typename Covariance_, typename Component_>
- Returns
- the grid, with its cells and centers
◆ moments()
template<typename Grid_, typename Covariance_, typename Component_>
- Returns
- the mean and covariance of the whole state, those of collapsed()
◆ size()
template<typename Grid_, typename Covariance_, typename Component_>
- Returns
- the number of live cells
The documentation for this class was generated from the following file: