ParticleFilter

class ParticleFilter

Particle filter.

classDiagram ParticleFilter <|-- AliveParticleFilter link ParticleFilter "../ParticleFilter/" link AliveParticleFilter "../AliveParticleFilter/"

Name	Description
x:Array<Model>	Particles.
w:Real[_]	Log weights.
r:Integer	Time of last resample.
lsum:Real	Logarithm of sum of weights.
ess:Real	Effective sample size.
lnormalize:Real	Log normalizing constant.
npropagations:Integer	Number of propagations. This is not the same as the number of particles; the number of propagations performed may, according to the filter type, differ from the number of particles, such as for alive and rejection control particle filters.
raccepts:Real?	Accept rate of moves.
nparticles:Integer	Number of particles.
trigger:Real	Threshold for resampling. Resampling is performed whenever the effective sample size, as a proportion of `N`, drops below this threshold.
autoconj:Boolean	Should automatic marginalization and conditioning be enabled?
autodiff:Boolean	Should automatic differentiation be enabled?
autojoin:Boolean	Should automatic joining be enabled?

Name	Description
filter	Start filter.
filter	Step filter.
filter	Step filter.
simulate	Start particles.
simulate	Step particles.
resample	Resample particles.
reconfigure	Reconfigure particle filter.

function filter(model:Model, input:Buffer)

Start filter.

function filter(t:Integer, input:Buffer, κ:Kernel?)

Step filter.

function filter(t:Integer, input:Buffer)

Step filter.

function reconfigure(autoconj:Boolean, autodiff:Boolean, autojoin:Boolean)

Reconfigure particle filter.

function resample(t:Integer, κ:Kernel?)

Resample particles.

function simulate(input:Buffer)

Start particles.

function simulate(t:Integer, input:Buffer)

Step particles.