bf

README

Bootstrap Filter

This package implements Bootstrap Filter also known as Particle filter.

Example output

Documentation

Index

• func AlphaGauss(r, c int) float64
• type BF
  • func New(m filter.Model, ic filter.InitCond, q, r filter.Noise, p int, ...) (*BF, error)
  • func (b *BF) Particles() mat.Matrix
  • func (b *BF) Predict(x, u mat.Vector) (filter.Estimate, error)
  • func (b *BF) Resample(alpha float64) error
  • func (b *BF) Run(x, u, z mat.Vector) (filter.Estimate, error)
  • func (b *BF) Update(x, u, z mat.Vector) (filter.Estimate, error)
  • func (b *BF) Weights() mat.Vector

Functions

func AlphaGauss

func AlphaGauss(r, c int) float64

AlphaGauss computes optimal regulariation parameter for Gaussian kernel and returns it.

Types

type BF

type BF struct {
	// contains filtered or unexported fields
}

BF is a Bootstrap Filter a.k.a. SIR Particle Filter. For more information about Bootstrap Filter see: https://en.wikipedia.org/wiki/Particle_filter#The_bootstrap_filter

func New

func New(m filter.Model, ic filter.InitCond, q, r filter.Noise, p int, pdf distmv.LogProber) (*BF, error)

New creates new Particle Filter (PF) with the following parameters and returns it: - m: system model - init: initial condition of the filter - q: state noise a.k.a. process noise - r: output noise a.k.a. measurement noise - p: number of filter particles - pdf: Probability Density Function (PDF) of filter output error New returns error if non-positive number of particles is given or if the particles fail to be generated.

func (*BF) Particles

func (b *BF) Particles() mat.Matrix

Particles returns BF particles

func (*BF) Predict

func (b *BF) Predict(x, u mat.Vector) (filter.Estimate, error)

Predict estimates the next system state and its output given the state x and input u and returns it. Predict modifies internal state of the filter: it updates its particle with their predicted values. It returns error if it fails to propagate either the filter particles or x to the next state.

func (*BF) Resample

func (b *BF) Resample(alpha float64) error

Resample allows to resample filter particles with regularization parameter alpha. It generates new filter particles and replaces the existing ones with them. If invalid (non-positive) alpha is provided we use optimal alpha for gaussian kernel. It returns error if it fails to generate new filter particles.

func (*BF) Run

func (b *BF) Run(x, u, z mat.Vector) (filter.Estimate, error)

Run runs one step of Bootstrap Filter for given state x, input u and measurement z. It corrects system state estimate x using measurement z and returns a new state estimate. It returns error if it either fails to propagate particles or update the state x.

func (*BF) Update

func (b *BF) Update(x, u, z mat.Vector) (filter.Estimate, error)

Update corrects state x using the measurement z given control intput u and returns the corrected estimate. It returns error if it fails to calculate system output estimate or if the size of z is invalid.

func (*BF) Weights

func (b *BF) Weights() mat.Vector

Weights returns a vector containing BF particle weights