enum mrpt::bayes::CParticleFilter::TParticleFilterAlgorithm

Overview

Defines different types of particle filter algorithms. More…

#include <CParticleFilter.h>

enum TParticleFilterAlgorithm
{
    pfStandardProposal    = 0,
    pfAuxiliaryPFStandard,
    pfOptimalProposal,
    pfAuxiliaryPFOptimal,
};

Detailed Documentation

Defines different types of particle filter algorithms.

The defined SIR implementations are:

  • pfStandardProposal: Standard proposal distribution + weights according to likelihood function.

  • pfAuxiliaryPFStandard: An auxiliary PF using the standard proposal distribution.

  • pfOptimalProposal: Use the optimal proposal distribution (where available!, usually this will perform approximations)

  • pfAuxiliaryPFOptimal: Use the optimal proposal and a auxiliary particle filter (see paper).

See the theoretical discussion in resampling schemes.