Skip to content

ConditionalParticleFilter

class ConditionalParticleFilter < ParticleFilter

Conditional particle filter. Conditions on a previously known path .

Member Variables

Name Description
x0:List<Model> Conditioned path, drawn from previous iteration.
w0:List<Real> Conditioned path weights, drawn from previous iteration.
X:List<Model>[_] All paths, in current iteration.
W:List<Real>[_] All weights, in current iteration.