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Add Multi-model and Rao-Blackwellised versions of particle filter

Open sdhiscocks opened this issue 3 years ago • 1 comments

This is a squash and clean up of commits from pull request #271, adapted to work with changes on the main branch.

TODO:

  • [x] Vectorise particles
  • [x] Remove new resamplers (these shouldn't be required once vectorised, as can use from_state method)
  • [x] Improve tests
  • [ ] ~~Add example~~ (to be done in separate PR)

sdhiscocks avatar Sep 16 '22 10:09 sdhiscocks

Codecov Report

Base: 94.66% // Head: 94.82% // Increases project coverage by +0.16% :tada:

Coverage data is based on head (53a67b9) compared to base (2b69b97). Patch coverage: 96.31% of modified lines in pull request are covered.

Additional details and impacted files
@@            Coverage Diff             @@
##             main     #719      +/-   ##
==========================================
+ Coverage   94.66%   94.82%   +0.16%     
==========================================
  Files         171      168       -3     
  Lines        8773     8333     -440     
  Branches     1707     1241     -466     
==========================================
- Hits         8305     7902     -403     
+ Misses        342      319      -23     
+ Partials      126      112      -14     
Flag Coverage Δ
integration 68.73% <37.42%> (-1.29%) :arrow_down:
unittests 92.61% <96.31%> (+1.86%) :arrow_up:

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files Coverage Δ
stonesoup/updater/particle.py 95.96% <90.69%> (-2.80%) :arrow_down:
stonesoup/predictor/particle.py 92.95% <95.65%> (+4.95%) :arrow_up:
stonesoup/resampler/particle.py 100.00% <100.00%> (ø)
stonesoup/types/particle.py 100.00% <100.00%> (ø)
stonesoup/types/prediction.py 100.00% <100.00%> (ø)
stonesoup/types/state.py 100.00% <100.00%> (ø)
stonesoup/types/update.py 100.00% <100.00%> (ø)
stonesoup/base.py
stonesoup/plotter.py
stonesoup/__init__.py
... and 1 more

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codecov[bot] avatar Sep 16 '22 10:09 codecov[bot]