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.
A function that returns a universe describing the distribution over the initial state of the system
The transition model describing how the current state of the system depends on the previous
Number of particles to use at each time step
The number of threads over which to distribute the work of generating the particles at each step
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.
A function that returns a universe of elements whose values do not change over time
A function that returns a universe describing the distribution over the initial state of the system
The transition model describing how the current state of the system depends on the static and previous, respectively
Number of particles to use at each time step
The number of threads over which to distribute the work of generating the particles at each step
A parallel implementation of a OneTimeParticleFilter.