ParticleFilter.H

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00001 /*!@file BayesFilters/ParticleFilter.H particle Filter               */
00002 
00003 // //////////////////////////////////////////////////////////////////// //
00004 // The iLab Neuromorphic Vision C++ Toolkit - Copyright (C) 2001 by the //
00005 // University of Southern California (USC) and the iLab at USC.         //
00006 // See http://iLab.usc.edu for information about this project.          //
00007 // //////////////////////////////////////////////////////////////////// //
00008 // Major portions of the iLab Neuromorphic Vision Toolkit are protected //
00009 // under the U.S. patent ``Computation of Intrinsic Perceptual Saliency //
00010 // in Visual Environments, and Applications'' by Christof Koch and      //
00011 // Laurent Itti, California Institute of Technology, 2001 (patent       //
00012 // pending; application number 09/912,225 filed July 23, 2001; see      //
00013 // http://pair.uspto.gov/cgi-bin/final/home.pl for current status).     //
00014 // //////////////////////////////////////////////////////////////////// //
00015 // This file is part of the iLab Neuromorphic Vision C++ Toolkit.       //
00016 //                                                                      //
00017 // The iLab Neuromorphic Vision C++ Toolkit is free software; you can   //
00018 // redistribute it and/or modify it under the terms of the GNU General  //
00019 // Public License as published by the Free Software Foundation; either  //
00020 // version 2 of the License, or (at your option) any later version.     //
00021 //                                                                      //
00022 // The iLab Neuromorphic Vision C++ Toolkit is distributed in the hope  //
00023 // that it will be useful, but WITHOUT ANY WARRANTY; without even the   //
00024 // implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR      //
00025 // PURPOSE.  See the GNU General Public License for more details.       //
00026 //                                                                      //
00027 // You should have received a copy of the GNU General Public License    //
00028 // along with the iLab Neuromorphic Vision C++ Toolkit; if not, write   //
00029 // to the Free Software Foundation, Inc., 59 Temple Place, Suite 330,   //
00030 // Boston, MA 02111-1307 USA.                                           //
00031 // //////////////////////////////////////////////////////////////////// //
00032 //
00033 // Primary maintainer for this file: Lior Elazary
00034 // $HeadURL: $
00035 // $Id: $
00036 //
00037 
00038 #ifndef ParticleFilter_H_DEFINED
00039 #define ParticleFilter_H_DEFINED
00040 
00041 #include "Image/Image.H"
00042 #include "Image/MatrixOps.H"
00043 #include "Image/lapack.H"
00044 #include <stdio.h>
00045 #include <stdlib.h>
00046 
00047 
00048 class ParticleFilter
00049 {
00050 
00051   public:
00052     struct Particle
00053     {
00054       Image<double> state;
00055       double weight;
00056       double cumlProb; //Used for selecting particles
00057     };
00058 
00059     ParticleFilter(int numStates, int numObservations, int numParticles);
00060     virtual ~ParticleFilter() {};
00061 
00062     //! The function to move from one state to another (need to be implemented)
00063     virtual Image<double> getNextState(const Image<double>& X) = 0;
00064 
00065     //! The function to predict the observation from the current state
00066     virtual Image<double> getObservation(const Image<double>& X) = 0;
00067 
00068     //! Predict the next state and covariance
00069     void predictState();
00070 
00071     int pickParticleToSample(void);
00072  
00073     double getLikelihood(const Image<double>& z, const Image<double>& X);
00074     
00075 
00076     //! Predict the observations
00077     void predictObservation();
00078 
00079     //! Update the state and covariance given the observation z
00080     void update(const Image<double>& z);
00081 
00082 
00083     double gaussianRand(void)
00084     {
00085       static int next_gaussian = 0;
00086       static double saved_gaussian_value;
00087 
00088       double fac, rsq, v1, v2;
00089 
00090       if (next_gaussian == 0) {
00091         do {
00092           v1 = 2.0*uniformRandom()-1.0;
00093           v2 = 2.0*uniformRandom()-1.0;
00094           rsq = v1*v1+v2*v2;
00095         } while (rsq >= 1.0 || rsq == 0.0);
00096         fac = sqrt(-2.0*log(rsq)/rsq);
00097         saved_gaussian_value=v1*fac;
00098         next_gaussian=1;
00099         return v2*fac;
00100       } else {
00101         next_gaussian=0;
00102         return saved_gaussian_value;
00103       }
00104     }
00105 
00106     double uniformRandom(void)
00107     {
00108       return (double) rand() / (double) RAND_MAX;
00109     }
00110     
00111     
00112     
00113 
00114   protected:
00115     int itsNumStates;
00116     int itsNumObservations;
00117 
00118     std::vector<Particle> itsParticles;
00119 
00120   private:
00121     double largestCumlProb;
00122     
00123 
00124 };
00125 
00126 // ######################################################################
00127 /* So things look consistent in everyone's emacs... */
00128 /* Local Variables: */
00129 /* indent-tabs-mode: nil */
00130 /* End: */
00131 
00132 #endif 
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