The density of a Rao-Blackwellized particle filter's state, a checked view of its ParticleGaussianParams (decisions.md [params-and-density], [view-stamp]): \( p(x) = \sum_i w_i \, \delta(x_p - p_i) \, \mathcal{N}(x_r; \mu_i, \Sigma_i) \), or with a hybrid per particle, a mixture over its modes in place of each Gaussian.
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| using | ParamsType |
| | the parameters
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using | Scalar = Scalar_ |
| | the scalar type
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using | SpaceType = Space_ |
| | the whole state space
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using | PinnedSpace = typename ParamsType::PinnedSpace |
| | the sampled block's space
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using | RestSpace = typename ParamsType::RestSpace |
| | the rest's space, in order
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using | ConditionalType = typename ParamsType::ConditionalType |
| | a particle's distribution over the rest
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using | ParticlesType = typename ParamsType::ParticlesType |
| | the particles of the block
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using | MomentsType = Moments<Space_, Scalar_> |
| | a mean and covariance of the whole state
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using | allocator_type = Allocator_ |
| | the parameters' allocator
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template<Space Space_, typename Path_, typename Covariance_, RealScalar Scalar_, typename Allocator_, typename Component_>
class Emrys::ParticleGaussian< Space_, Path_, Covariance_, Scalar_, Allocator_, Component_ >
The density of a Rao-Blackwellized particle filter's state, a checked view of its ParticleGaussianParams (decisions.md [params-and-density], [view-stamp]): \( p(x) = \sum_i w_i \, \delta(x_p - p_i) \, \mathcal{N}(x_r; \mu_i, \Sigma_i) \), or with a hybrid per particle, a mixture over its modes in place of each Gaussian.
ParticleGaussianParams::toDensity() makes one after checking the weights and factorizing each particle's Gaussian, or checking its hybrid, so the moments and the collapse below read a distribution.
auto const density = filter.state().toDensity();
density->collapsed();
density->moments();
- See also
- class ParticleGaussianParams, RbParticleFilter
1.18.0