vpdt_update_gaussian.h File Reference

Iterative updating of Gaussians. More...

#include <vpdl/vpdt/vpdt_field_traits.h>
#include <vpdl/vpdt/vpdt_gaussian.h>

Go to the source code of this file.

Classes
struct	vpdt_update_covariance< F, Covar, Disambiguate >
	Specialized classes to update covariance of different types. More...
struct	vpdt_update_covariance< F, typename vpdt_eigen_sym_matrix_gen< F >::type, typename vpdt_field_traits< F >::type_is_vector >
	Specialized classes to update covariance of different types. More...
struct	vpdt_update_covariance< F, typename vpdt_field_traits< F >::vector_type, typename vpdt_field_traits< F >::type_is_vector >
	Specialized classes to update covariance of different types. More...
struct	vpdt_update_covariance< F, typename vpdt_field_traits< F >::scalar_type, typename vpdt_field_traits< F >::type_is_vector >
	Specialized classes to update covariance of different types. More...
struct	vpdt_update_covariance< F, typename vpdt_field_traits< F >::scalar_type, typename vpdt_field_traits< F >::type_is_scalar >
	Specialized classes to update covariance of different types. More...

Functions
template<class F , class Covar >
void	vpdt_update_gaussian (vpdt_gaussian< F, Covar > &gaussian, typename vpdt_field_traits< F >::scalar_type rho, const F &sample)
	Update the statistics given a 1D Gaussian distribution and a learning rate. More...
template<class F , class Covar >
void	vpdt_update_gaussian (vpdt_gaussian< F, Covar > &gaussian, typename vpdt_field_traits< F >::scalar_type rho, const F &sample, typename vpdt_field_traits< F >::scalar_type min_var)
	Update the statistics given a Gaussian distribution and a learning rate. More...

Detailed Description

Iterative updating of Gaussians.

Author

Matt Leotta (mleot.nosp@m.ta@l.nosp@m.ems.b.nosp@m.rown.nosp@m..edu)

Date

March 7, 2009

Definition in file vpdt_update_gaussian.h.

Function Documentation

vpdt_update_gaussian() [1/2]

template<class F , class Covar >

void vpdt_update_gaussian	(	vpdt_gaussian< F, Covar > &	gaussian,
		typename vpdt_field_traits< F >::scalar_type	rho,
		const F &	sample
	)

Update the statistics given a 1D Gaussian distribution and a learning rate.

Note

if rho = 1/(num observations) then this just an online cumulative average

Definition at line 145 of file vpdt_update_gaussian.h.

vpdt_update_gaussian() [2/2]

template<class F , class Covar >

void vpdt_update_gaussian	(	vpdt_gaussian< F, Covar > &	gaussian,
		typename vpdt_field_traits< F >::scalar_type	rho,
		const F &	sample,
		typename vpdt_field_traits< F >::scalar_type	min_var
	)

Update the statistics given a Gaussian distribution and a learning rate.

Parameters

min_var

forces the variance to stay above this limit

Note

If the same sample is observed repeatedly, the variances will converge to the minimum value parameter rather than zero.

Definition at line 171 of file vpdt_update_gaussian.h.