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#7 makes good steps towards defining a consistent interface for filtering (step/predict/update)
Currently, resampling is included within the prediction step but that feels philosophically questionable to me. Instead, I think augmenting the step method for a new AbstractParticleFilter <: AbstractFilter could work nicely.
Low priority but just popping here as a reminder.
#7 makes good steps towards defining a consistent interface for filtering (step/predict/update)
Currently, resampling is included within the prediction step but that feels philosophically questionable to me. Instead, I think augmenting the
step
method for a newAbstractParticleFilter <: AbstractFilter
could work nicely.Something like this
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