#include <EstimatesExtraction.h>

Public Types
enum	ExtractionMethod { ExtractionMethod::mean, ExtractionMethod::smean, ExtractionMethod::wmean, ExtractionMethod::emean, ExtractionMethod::mode, ExtractionMethod::smode, ExtractionMethod::wmode, ExtractionMethod::emode, ExtractionMethod::map, ExtractionMethod::smap, ExtractionMethod::wmap, ExtractionMethod::emap }

Public Member Functions
	EstimatesExtraction (const std::size_t linear_size) noexcept

	EstimatesExtraction (const std::size_t linear_size, const std::size_t circular_size) noexcept

	EstimatesExtraction (EstimatesExtraction &&estimate_extraction) noexcept

EstimatesExtraction &	operator= (EstimatesExtraction &&estimate_extraction) noexcept

	~EstimatesExtraction () noexcept=default

bool	setMethod (const ExtractionMethod &extraction_method)

bool	setMobileAverageWindowSize (const int window)

std::pair< bool, Eigen::VectorXd >	extract (const Eigen::Ref< const Eigen::MatrixXd > &particles, const Eigen::Ref< const Eigen::VectorXd > &weights)

std::pair< bool, Eigen::VectorXd >	extract (const Eigen::Ref< const Eigen::MatrixXd > &particles, const Eigen::Ref< const Eigen::VectorXd > &weights, const Eigen::Ref< const Eigen::VectorXd > &previous_weights, const Eigen::Ref< const Eigen::VectorXd > &likelihoods, const Eigen::Ref< const Eigen::MatrixXd > &transition_probabilities)

bool	clear ()

std::vector< std::string >	getInfo () const

Protected Types
enum	Statistics { Statistics::mean, Statistics::mode, Statistics::map }

Protected Member Functions
Eigen::VectorXd	mean (const Eigen::Ref< const Eigen::MatrixXd > &particles, const Eigen::Ref< const Eigen::VectorXd > &weights) const

Eigen::VectorXd	mode (const Eigen::Ref< const Eigen::MatrixXd > &particles, const Eigen::Ref< const Eigen::VectorXd > &weights) const

Eigen::VectorXd	map (const Eigen::Ref< const Eigen::MatrixXd > &particles, const Eigen::Ref< const Eigen::VectorXd > &previous_weights, const Eigen::Ref< const Eigen::VectorXd > &likelihoods, const Eigen::Ref< const Eigen::MatrixXd > &transition_probabilities) const
	Return an approximatation of the MAP (maximum a posteriori) estimate from a running particle filter. More...

Eigen::VectorXd	simpleAverage (const Eigen::Ref< const Eigen::MatrixXd > &particles, const Eigen::Ref< const Eigen::VectorXd > &weights, const Eigen::Ref< const Eigen::VectorXd > &previous_weights, const Eigen::Ref< const Eigen::VectorXd > &likelihoods, const Eigen::Ref< const Eigen::MatrixXd > &transition_probabilities, const Statistics &base_est_ext)

Eigen::VectorXd	weightedAverage (const Eigen::Ref< const Eigen::MatrixXd > &particles, const Eigen::Ref< const Eigen::VectorXd > &weights, const Eigen::Ref< const Eigen::VectorXd > &previous_weights, const Eigen::Ref< const Eigen::VectorXd > &likelihoods, const Eigen::Ref< const Eigen::MatrixXd > &transition_probabilities, const Statistics &base_est_ext)

Eigen::VectorXd	exponentialAverage (const Eigen::Ref< const Eigen::MatrixXd > &particles, const Eigen::Ref< const Eigen::VectorXd > &weights, const Eigen::Ref< const Eigen::VectorXd > &previous_weights, const Eigen::Ref< const Eigen::VectorXd > &likelihoods, const Eigen::Ref< const Eigen::MatrixXd > &transition_probabilities, const Statistics &base_est_ext)

Protected Attributes
ExtractionMethod	extraction_method_ = ExtractionMethod::emode

HistoryBuffer	hist_buffer_

Eigen::VectorXd	sm_weights_

Eigen::VectorXd	wm_weights_

Eigen::VectorXd	em_weights_

std::size_t	linear_size_

std::size_t	circular_size_

std::size_t	state_size_

Detailed Description

Definition at line 23 of file EstimatesExtraction.h.

Member Enumeration Documentation

◆ ExtractionMethod

enum bfl::EstimatesExtraction::ExtractionMethod

strong

Enumerator
mean
smean
wmean
emean
mode
smode
wmode
emode
map
smap
wmap
emap

Definition at line 36 of file EstimatesExtraction.h.

◆ Statistics

enum bfl::EstimatesExtraction::Statistics

strongprotected

Enumerator
mean
mode
map

Definition at line 67 of file EstimatesExtraction.h.

Constructor & Destructor Documentation

◆ EstimatesExtraction() [1/3]

EstimatesExtraction::EstimatesExtraction ( const std::size_t linear_size )

noexcept

Definition at line 16 of file EstimatesExtraction.cpp.

◆ EstimatesExtraction() [2/3]

EstimatesExtraction::EstimatesExtraction	(	const std::size_t	linear_size,
		const std::size_t	circular_size
	)

noexcept

Definition at line 21 of file EstimatesExtraction.cpp.

◆ EstimatesExtraction() [3/3]

EstimatesExtraction::EstimatesExtraction ( EstimatesExtraction && estimate_extraction )

noexcept

Definition at line 29 of file EstimatesExtraction.cpp.

◆ ~EstimatesExtraction()

bfl::EstimatesExtraction::~EstimatesExtraction ( )

defaultnoexcept

Member Function Documentation

◆ clear()

bool EstimatesExtraction::clear ( )

Definition at line 181 of file EstimatesExtraction.cpp.

◆ exponentialAverage()

VectorXd EstimatesExtraction::exponentialAverage	(	const Eigen::Ref< const Eigen::MatrixXd > &	particles,
		const Eigen::Ref< const Eigen::VectorXd > &	weights,
		const Eigen::Ref< const Eigen::VectorXd > &	previous_weights,
		const Eigen::Ref< const Eigen::VectorXd > &	likelihoods,
		const Eigen::Ref< const Eigen::MatrixXd > &	transition_probabilities,
		const Statistics &	base_est_ext
	)

protected

Definition at line 332 of file EstimatesExtraction.cpp.

References bfl::utils::log_sum_exp().

Here is the call graph for this function:

◆ extract() [1/2]

std::pair<bool, Eigen::VectorXd> bfl::EstimatesExtraction::extract	(	const Eigen::Ref< const Eigen::MatrixXd > &	particles,
		const Eigen::Ref< const Eigen::VectorXd > &	weights
	)

◆ extract() [2/2]

std::pair<bool, Eigen::VectorXd> bfl::EstimatesExtraction::extract	(	const Eigen::Ref< const Eigen::MatrixXd > &	particles,
		const Eigen::Ref< const Eigen::VectorXd > &	weights,
		const Eigen::Ref< const Eigen::VectorXd > &	previous_weights,
		const Eigen::Ref< const Eigen::VectorXd > &	likelihoods,
		const Eigen::Ref< const Eigen::MatrixXd > &	transition_probabilities
	)

◆ getInfo()

std::vector< std::string > EstimatesExtraction::getInfo ( ) const

Definition at line 187 of file EstimatesExtraction.cpp.

◆ map()

Eigen::VectorXd bfl::EstimatesExtraction::map	(	const Eigen::Ref< const Eigen::MatrixXd > &	particles,
		const Eigen::Ref< const Eigen::VectorXd > &	previous_weights,
		const Eigen::Ref< const Eigen::VectorXd > &	likelihoods,
		const Eigen::Ref< const Eigen::MatrixXd > &	transition_probabilities
	)		const

protected

Return an approximatation of the MAP (maximum a posteriori) estimate from a running particle filter.

The approximation is taken from: Saha, S., Boers, Y., Driessen, H., Mandal, P. K., Bagchi, A. (2009), 'Particle Based MAP State Estimation: A Comparison.', 12th International Conference on Information Fusion, Seattle, WA, USA, July 6-9, 2009

The vector 'particles' contains the position of the particles at the current time step k. The vector 'previous_weights' contains the weights at the previous time step (k - 1). The vector 'likelihoods' containts the likelihoods at the current time step k. The matrix 'transition_probabilities' contains, in each entry (i, j), the transition probability between the i-th particle at time k and the j-th particle at time (k-1).

◆ mean()

Eigen::VectorXd bfl::EstimatesExtraction::mean	(	const Eigen::Ref< const Eigen::MatrixXd > &	particles,
		const Eigen::Ref< const Eigen::VectorXd > &	weights
	)		const

protected

◆ mode()

Eigen::VectorXd bfl::EstimatesExtraction::mode	(	const Eigen::Ref< const Eigen::MatrixXd > &	particles,
		const Eigen::Ref< const Eigen::VectorXd > &	weights
	)		const

protected

◆ operator=()

EstimatesExtraction & EstimatesExtraction::operator= ( EstimatesExtraction && estimate_extraction )

noexcept

Definition at line 43 of file EstimatesExtraction.cpp.

References extraction_method_.

◆ setMethod()

bool EstimatesExtraction::setMethod ( const ExtractionMethod & extraction_method )

Definition at line 65 of file EstimatesExtraction.cpp.

◆ setMobileAverageWindowSize()

bool EstimatesExtraction::setMobileAverageWindowSize ( const int window )

Definition at line 73 of file EstimatesExtraction.cpp.

◆ simpleAverage()

VectorXd EstimatesExtraction::simpleAverage	(	const Eigen::Ref< const Eigen::MatrixXd > &	particles,
		const Eigen::Ref< const Eigen::VectorXd > &	weights,
		const Eigen::Ref< const Eigen::VectorXd > &	previous_weights,
		const Eigen::Ref< const Eigen::VectorXd > &	likelihoods,
		const Eigen::Ref< const Eigen::MatrixXd > &	transition_probabilities,
		const Statistics &	base_est_ext
	)

protected

Definition at line 266 of file EstimatesExtraction.cpp.

◆ weightedAverage()

VectorXd EstimatesExtraction::weightedAverage	(	const Eigen::Ref< const Eigen::MatrixXd > &	particles,
		const Eigen::Ref< const Eigen::VectorXd > &	weights,
		const Eigen::Ref< const Eigen::VectorXd > &	previous_weights,
		const Eigen::Ref< const Eigen::VectorXd > &	likelihoods,
		const Eigen::Ref< const Eigen::MatrixXd > &	transition_probabilities,
		const Statistics &	base_est_ext
	)

protected

Definition at line 296 of file EstimatesExtraction.cpp.

References bfl::utils::log_sum_exp().

Here is the call graph for this function:

Member Data Documentation

◆ circular_size_

std::size_t bfl::EstimatesExtraction::circular_size_

protected

Definition at line 103 of file EstimatesExtraction.h.

◆ em_weights_

Eigen::VectorXd bfl::EstimatesExtraction::em_weights_

protected

Definition at line 65 of file EstimatesExtraction.h.

◆ extraction_method_

ExtractionMethod bfl::EstimatesExtraction::extraction_method_ = ExtractionMethod::emode

protected

Definition at line 57 of file EstimatesExtraction.h.

Referenced by operator=().

◆ hist_buffer_

HistoryBuffer bfl::EstimatesExtraction::hist_buffer_

protected

Definition at line 59 of file EstimatesExtraction.h.

◆ linear_size_

std::size_t bfl::EstimatesExtraction::linear_size_

protected

Definition at line 101 of file EstimatesExtraction.h.

◆ sm_weights_

Eigen::VectorXd bfl::EstimatesExtraction::sm_weights_

protected

Definition at line 61 of file EstimatesExtraction.h.

◆ state_size_

std::size_t bfl::EstimatesExtraction::state_size_

protected

Definition at line 105 of file EstimatesExtraction.h.

◆ wm_weights_

Eigen::VectorXd bfl::EstimatesExtraction::wm_weights_

protected

Definition at line 63 of file EstimatesExtraction.h.

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

/home/user/bayes-filters-lib/src/BayesFilters/include/BayesFilters/EstimatesExtraction.h
/home/user/bayes-filters-lib/src/BayesFilters/src/EstimatesExtraction.cpp

Public Types

Public Member Functions

Protected Types

Protected Member Functions

Protected Attributes

Detailed Description

Member Enumeration Documentation

◆ ExtractionMethod

◆ Statistics

Constructor & Destructor Documentation

◆ EstimatesExtraction() [1/3]

◆ EstimatesExtraction() [2/3]

◆ EstimatesExtraction() [3/3]

◆ ~EstimatesExtraction()

Member Function Documentation

◆ clear()

◆ exponentialAverage()

◆ extract() [1/2]

◆ extract() [2/2]

◆ getInfo()

◆ map()

◆ mean()

◆ mode()

◆ operator=()

◆ setMethod()

◆ setMobileAverageWindowSize()

◆ simpleAverage()

◆ weightedAverage()

Member Data Documentation

◆ circular_size_

◆ em_weights_

◆ extraction_method_

◆ hist_buffer_

◆ linear_size_

◆ sm_weights_

◆ state_size_

◆ wm_weights_