One prediction of a mixture of Gaussians as its smoother needs it: the weights the step started from, each component's prediction as a PredictedJoint, and how the components descend from those of the record before. More...

#include <EmrysFilter/Filters/MixtureFilter.h>

Public Types
using	Scalar = Scalar_
	the scalar type
using	SpaceType = Space_
	the state space
using	JointType = PredictedJoint<Space_, Scalar_>
	one component's joint
using	JointsType = internal::Buffer<JointType, Allocator_>
	the components' joints
using	LogWeightsType = internal::Buffer<Scalar_, Allocator_>
	the components' log-weights
using	LineageType = MixtureLineage<Scalar_, Allocator_>
	the components' descent

Public Attributes
LogWeightsType	logWeights
	each component's log-weight before the step, as the state had it
JointsType	joints
	one per component, in the state's order
LineageType	lineage
	how the components descend from those of the previous record

Detailed Description

template<Space Space_, RealScalar Scalar_ = double, typename Allocator_ = DefaultAllocator>
struct Emrys::GaussianMixturePredictedJoint< Space_, Scalar_, Allocator_ >

One prediction of a mixture of Gaussians as its smoother needs it: the weights the step started from, each component's prediction as a PredictedJoint, and how the components descend from those of the record before.

MixtureFilter::predictJoint() fills it before predicting, and a GaussianMixtureHistory records it (decisions.md [smoothing]). joints[n] is component n's step, so its filtered is the component before the step. lineage is the state's lineage at that moment: component n's share from each component the state had at the previous predictJoint(), through every update and reduction between the two (see MixtureLineage).

The weights, joints, and lineage come from Allocator_. Passing the same joint to each MixtureFilter::predictJoint(dt, joint, inputs...) reuses their storage.

Template Parameters

Space_	the state space
Scalar_	scalar type, `double` by default
Allocator_	allocator for the weights, joints, and lineage (see Allocation)

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

EmrysFilter/Filters/MixtureFilter.h

Public Types

Public Attributes

Detailed Description