EmrysFilter 0.1.0
State estimation utilities in C++23 using Eigen
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Emrys::ParticleFilterUpdate< Scalar > Class Template Reference

What a particle filter's update did: the observation's log-likelihood under the particles, and whether it was accepted. More...

#include <EmrysFilter/Filters/ParticleFilter.h>

Public Member Functions

Scalar logLikelihood () const

Public Attributes

bool accepted = false
 whether any particle could explain the observation

Detailed Description

template<typename Scalar = double>
class Emrys::ParticleFilterUpdate< Scalar >

What a particle filter's update did: the observation's log-likelihood under the particles, and whether it was accepted.

When accepted is false, the observation had zero likelihood at every particle, its log-likelihood is \( -\infty \), and the weights were left as they were (decisions.md [update-outcomes]).

Member Function Documentation

◆ logLikelihood()

template<typename Scalar = double>
Scalar Emrys::ParticleFilterUpdate< Scalar >::logLikelihood ( ) const
inlinenodiscard
Returns
\( \log \sum_i \hat w_i \, p(z \mid x_i) \), with the prior weights normalized

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