www.pudn.com > Particlefilter_code.zip > Particle.h

////////////////////////////////////////////////////////////////////////////////////// 
// 
//	Header file for an abstract class to describe particle filter 
// 
// 
//	XinFan 2003.5.25 
// 
//Reference: 
//	[1] S. Arulampalam and S. Maskell and N. Gordon and T. Clapp,"A Tutorial on Particle Filters for On-line  
//		Non-linear/Non-Gaussian Bayesian Tracking",IEEE Transactions On Signal Processing, Vol. 50(2),  
//		pages 174-188, February 2002. 
//	[2] Jun S. Liu and Rong Chen, "Sequential {Monte Carlo} Methods for Dynamic Systems",  
//		Journal of the American Statistical Association, Vol. 93, No. 443, pp.1032--1044, 1998 
//	[3] Gordon, N., Salmond, D., and Smith, A. ." Novel approach to nonlinear/non-Gaussian  
//		Bayesian state estimation". IEE Proc. F, 140, 2, 107-113. 
// 
#ifndef	_PARTICLE_H 
#define _PARTICLE_H 
 
//Enumerate Inference Methods with Monte Carlo Samples, Ref. [2] 
enum MCEST 
{ 
	MCEST_MEAN, 
	MCEST_MAP, 
	MCEST_RAO, 
	MCEST_DELAY 
}; 
 
class CParticle 
{ 
public: 
	CParticle(); 
	CParticle(int nStateDim, int nSamplesNum); 
	//CParticle(int nStateDim, int nSamplesNum, int nTimeStep); 
	virtual ~CParticle(); 
public: 
	//Predict Equation			 
	virtual void UpdateByTime(int nStep) = 0; 
	//Evaluate weights with measurments 
	virtual void EvalWeight(int nStep) = 0;		 
	//Get estimated states 
	virtual void * GetState(int nStep) const = 0; 
	//Initialization, customized by applications 
	void Initialize(){} 
	//Estimate the state at current step 
	void EstState(MCEST est);						 
	//A simple resample routine, see ref.[3] 
	void Resample(int *index);						 
////////////////////////////////////////////////////////////////// 
//	Convenient Access Functions 
////////////////////////////////////////////////////////////////// 
public: 
protected: 
	//the mean of the samples with corresponding weights 
	void MeanSample(float *mean,  float** const Samples); 
	//Normalize sample weights 
	void NormWeights();	 
	//Calculate Cumulative probability 
	void CalCumulative();							 
 
//member variables 
protected: 
	int m_nStDim;			//Dimension of state vector 
							//Since the mesurement various with applications 
							//Mesurements are not defined in this abstract class 
	int m_nCurStep;			//Indicate the current step number 
	int m_nSamplesNum;		//Number of the Samples 
	float *m_flState;		//Estimated state 
	float **m_flSamples;	//Array of the Sample Vectors, each row of which is a sample 
	float *m_flConfidence;	//Confidence for each sample 
	float *m_flCumulative;	//Cumulative confidence 
	float *m_flPriorProb;	//Evaluated Prior Transition Probability 
	float *m_flProposalProb;//Evaluated Proposal Probablity 
	//float ***m_flStream;	//Stream of Sample Vectors 
}; 
 
 
 
#endif