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com.cra.figaro.algorithm.filtering

ParParticleFilter

object ParParticleFilter

A parallel implementation of a OneTimeParticleFilter.

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  4. def apply(initial: () ⇒ Universe, transition: (Universe) ⇒ Universe, numParticles: Int, numThreads: Int): ParOneTimeParticleFilter

    A parallel one-time particle filter.

    A parallel one-time particle filter. Distributes the work of generating particles at each time step over a specified number of threads. After generating the particles, they are recombined before re-sampling occurs. Instead of accepting an initial universe as input, this method accepts a function that returns a universe. This is because each thread needs its own set of universes to work on. It is important that any elements created within that function are explicitly assigned to the returned universe, not the implicit default universe.

    initial

    A function that returns a universe describing the distribution over the initial state of the system

    transition

    The transition model describing how the current state of the system depends on the previous

    numParticles

    Number of particles to use at each time step

    numThreads

    The number of threads over which to distribute the work of generating the particles at each step

  5. def apply(static: () ⇒ Universe, initial: () ⇒ Universe, transition: (Universe, Universe) ⇒ Universe, numParticles: Int, numThreads: Int): ParOneTimeParticleFilter

    A parallel one-time particle filter.

    A parallel one-time particle filter. Distributes the work of generating particles at each time step over a specified number of threads. After generating the particles, they are recombined before re-sampling occurs. Instead of accepting initial and static universes as input, this method accepts functions that return universes. This is because each thread needs its own set of universes to work on. It is important that any elements created within those functions are explicitly assigned to the returned universe, not the implicit default universe.

    static

    A function that returns a universe of elements whose values do not change over time

    initial

    A function that returns a universe describing the distribution over the initial state of the system

    transition

    The transition model describing how the current state of the system depends on the static and previous, respectively

    numParticles

    Number of particles to use at each time step

    numThreads

    The number of threads over which to distribute the work of generating the particles at each step

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