enum mrpt::bayes::CParticleFilter::TParticleFilterAlgorithm

Overview

Defines different types of particle filter algorithms. More…

#include <CParticleFilter.h>

enum TParticleFilterAlgorithm
{
    StandardProposal    = 0,
    AuxiliaryPFStandard,
    OptimalProposal,
    AuxiliaryPFOptimal,
};

Detailed Documentation

Defines different types of particle filter algorithms.

The defined SIR implementations are:

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

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

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

  • AuxiliaryPFOptimal: Use the optimal proposal and an auxiliary particle filter (see paper).

See the theoretical discussion in resampling schemes.