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 [3] and [4]).

See the theoretical discussion of resampling schemes in: https://www.mrpt.org/tutorials/programming/statistics-and-bayes-filtering/resampling_schemes/