genfit::KalmanFitter Class Reference

Simple Kalman filter implementation. More...

#include <KalmanFitter.h>

Inheritance diagram for genfit::KalmanFitter:

Public Member Functions
	KalmanFitter (unsigned int maxIterations=4, double deltaPval=1e-3, double blowUpFactor=1e3, bool squareRootFormalism=false)
	~KalmanFitter ()
void	processTrackWithRep (Track *tr, const AbsTrackRep *rep, bool resortHits=false)
	Hit resorting currently NOT supported. More...
void	processTrackPartially (Track *tr, const AbsTrackRep *rep, int startId=0, int endId=-1)
void	useSquareRootFormalism (bool squareRootFormalism=true)
void	getChiSquNdf (const Track *tr, const AbsTrackRep *rep, double &bChi2, double &fChi2, double &bNdf, double &fNdf) const
double	getChiSqu (const Track *tr, const AbsTrackRep *rep, int direction=-1) const
double	getNdf (const Track *tr, const AbsTrackRep *rep, int direction=-1) const
double	getRedChiSqu (const Track *tr, const AbsTrackRep *rep, int direction=-1) const
double	getPVal (const Track *tr, const AbsTrackRep *rep, int direction=-1) const
unsigned int	getMinIterations () const
unsigned int	getMaxIterations () const
double	getDeltaPval () const
double	getRelChi2Change () const
double	getBlowUpFactor () const
bool	getResetOffDiagonals () const
double	getBlowUpMaxVal () const
eMultipleMeasurementHandling	getMultipleMeasurementHandling () const
int	getMaxFailedHits () const
virtual void	setMinIterations (unsigned int n)
	Set the minimum number of iterations. More...
virtual void	setMaxIterations (unsigned int n)
	Set the maximum number of iterations. More...
void	setDeltaPval (double deltaPval)
	Set Convergence criterion. More...
void	setRelChi2Change (double relChi2Change)
void	setBlowUpFactor (double blowUpFactor)
void	setResetOffDiagonals (bool resetOffDiagonals)
void	setBlowUpMaxVal (double blowUpMaxVal)
	Limit the cov entries to this maximum value when blowing up the cov. Set to negative value to disable. Default is 1.E6. More...
void	setMultipleMeasurementHandling (eMultipleMeasurementHandling mmh)
	How should multiple measurements be handled? More...
virtual void	setMaxFailedHits (int val)
bool	isTrackPrepared (const Track *tr, const AbsTrackRep *rep) const
bool	isTrackFitted (const Track *tr, const AbsTrackRep *rep) const
bool	canIgnoreWeights () const
	returns if the fitter can ignore the weights and handle the MeasurementOnPlanes as if they had weight 1. More...
void	processTrack (Track *, bool resortHits=false)
virtual void	setDebugLvl (unsigned int lvl=1)

Protected Member Functions
const std::vector < MeasurementOnPlane * >	getMeasurements (const KalmanFitterInfo *fi, const TrackPoint *tp, int direction) const
	get the measurementsOnPlane taking the multipleMeasurementHandling_ into account More...

Protected Attributes
unsigned int	minIterations_
	Minimum number of iterations to attempt. Forward and backward are counted as one iteration. More...
unsigned int	maxIterations_
	Maximum number of iterations to attempt. Forward and backward are counted as one iteration. More...
double	deltaPval_
	Convergence criterion. More...
double	relChi2Change_
double	blowUpFactor_
	Blow up the covariance of the forward (backward) fit by this factor before seeding the backward (forward) fit. More...
bool	resetOffDiagonals_
	Reset the off-diagonals to 0 when blowing up the cov. More...
double	blowUpMaxVal_
	Limit the cov entries to this maxuimum value when blowing up the cov. More...
eMultipleMeasurementHandling	multipleMeasurementHandling_
	How to handle if there are multiple MeasurementsOnPlane. More...
int	maxFailedHits_
unsigned int	debugLvl_

Private Member Functions
	KalmanFitter (const KalmanFitter &)
KalmanFitter &	operator= (KalmanFitter const &)
bool	fitTrack (Track *tr, const AbsTrackRep *rep, double &chi2, double &ndf, int startId, int endId, int &nFailedHits)
void	processTrackPoint (TrackPoint *tp, const AbsTrackRep *rep, double &chi2, double &ndf, int direction)

Private Attributes
boost::scoped_ptr < MeasuredStateOnPlane >	currentState_
bool	squareRootFormalism_

Detailed Description

Simple Kalman filter implementation.

Definition at line 42 of file KalmanFitter.h.

Constructor & Destructor Documentation

genfit::KalmanFitter::KalmanFitter ( const KalmanFitter &  )

private

genfit::KalmanFitter::KalmanFitter ( unsigned int  maxIterations = 4, double  deltaPval = 1e-3, double  blowUpFactor = 1e3, bool  squareRootFormalism = false  )

inline

Definition at line 52 of file KalmanFitter.h.

    : AbsKalmanFitter(maxIterations, deltaPval, blowUpFactor), currentState_(NULL),
      squareRootFormalism_(squareRootFormalism)
  {}

genfit::KalmanFitter::~KalmanFitter ( )

inline

Definition at line 57 of file KalmanFitter.h.

{}

Member Function Documentation

bool genfit::AbsKalmanFitter::canIgnoreWeights ( ) const

inherited

returns if the fitter can ignore the weights and handle the MeasurementOnPlanes as if they had weight 1.

bool genfit::KalmanFitter::fitTrack ( Track *  tr, const AbsTrackRep *  rep, double &  chi2, double &  ndf, int  startId, int  endId, int &  nFailedHits  )

private

double genfit::AbsKalmanFitter::getBlowUpFactor ( ) const

inlineinherited

Definition at line 78 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::blowUpFactor_.

{return blowUpFactor_;}

double genfit::AbsKalmanFitter::getBlowUpMaxVal ( ) const

inlineinherited

Definition at line 80 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::blowUpMaxVal_.

{return blowUpMaxVal_;}

double genfit::AbsKalmanFitter::getChiSqu ( const Track *  tr, const AbsTrackRep *  rep, int  direction = -1  ) const

inherited

void genfit::AbsKalmanFitter::getChiSquNdf ( const Track *  tr, const AbsTrackRep *  rep, double &  bChi2, double &  fChi2, double &  bNdf, double &  fNdf  ) const

inherited

double genfit::AbsKalmanFitter::getDeltaPval ( ) const

inlineinherited

Definition at line 76 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::deltaPval_.

{return deltaPval_;}

int genfit::AbsKalmanFitter::getMaxFailedHits ( ) const

inlineinherited

Definition at line 82 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::maxFailedHits_.

{return maxFailedHits_;}

unsigned int genfit::AbsKalmanFitter::getMaxIterations ( ) const

inlineinherited

Definition at line 75 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::maxIterations_.

{return maxIterations_;}

const std::vector<MeasurementOnPlane *> genfit::AbsKalmanFitter::getMeasurements ( const KalmanFitterInfo *  fi, const TrackPoint *  tp, int  direction  ) const

protectedinherited

get the measurementsOnPlane taking the multipleMeasurementHandling_ into account

unsigned int genfit::AbsKalmanFitter::getMinIterations ( ) const

inlineinherited

Definition at line 74 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::minIterations_.

{return minIterations_;}

eMultipleMeasurementHandling genfit::AbsKalmanFitter::getMultipleMeasurementHandling ( ) const

inlineinherited

Definition at line 81 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::multipleMeasurementHandling_.

{return multipleMeasurementHandling_;}

double genfit::AbsKalmanFitter::getNdf ( const Track *  tr, const AbsTrackRep *  rep, int  direction = -1  ) const

inherited

double genfit::AbsKalmanFitter::getPVal ( const Track *  tr, const AbsTrackRep *  rep, int  direction = -1  ) const

inherited

double genfit::AbsKalmanFitter::getRedChiSqu ( const Track *  tr, const AbsTrackRep *  rep, int  direction = -1  ) const

inherited

double genfit::AbsKalmanFitter::getRelChi2Change ( ) const

inlineinherited

Definition at line 77 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::relChi2Change_.

{return relChi2Change_;}

bool genfit::AbsKalmanFitter::getResetOffDiagonals ( ) const

inlineinherited

Definition at line 79 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::resetOffDiagonals_.

{return resetOffDiagonals_;}

bool genfit::AbsKalmanFitter::isTrackFitted ( const Track *  tr, const AbsTrackRep *  rep  ) const

inherited

bool genfit::AbsKalmanFitter::isTrackPrepared ( const Track *  tr, const AbsTrackRep *  rep  ) const

inherited

KalmanFitter& genfit::KalmanFitter::operator= ( KalmanFitter const &  )

private

void genfit::AbsFitter::processTrack ( Track *  , bool  resortHits = false  )

inherited

Process all reps. Start with the cardinalRep and resort the hits if necessary (and supported by the fitter)

Referenced by PndRecoDafFit2::Fit(), and PndRecoKalmanFit2::Fit().

void genfit::KalmanFitter::processTrackPartially	(	Track *	tr,
		const AbsTrackRep *	rep,
		int	startId = 0,
		int	endId = -1
	)

process only a part of the track. Can also be used to process the track only in backward direction. Does not alter the FitStatus and does not do multiple iterations.

void genfit::KalmanFitter::processTrackPoint ( TrackPoint *  tp, const AbsTrackRep *  rep, double &  chi2, double &  ndf, int  direction  )

private

void genfit::KalmanFitter::processTrackWithRep ( Track *  tr, const AbsTrackRep *  rep, bool  resortHits = false  )

virtual

Hit resorting currently NOT supported.

Implements genfit::AbsFitter.

void genfit::AbsKalmanFitter::setBlowUpFactor ( double  blowUpFactor )

inlineinherited

Definition at line 108 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::blowUpFactor_.

{blowUpFactor_ = blowUpFactor;}

void genfit::AbsKalmanFitter::setBlowUpMaxVal ( double  blowUpMaxVal )

inlineinherited

Limit the cov entries to this maximum value when blowing up the cov. Set to negative value to disable. Default is 1.E6.

This is especially useful for fits where the measurements do not constrain one direction, e.g. parallel wire measurements. The fit will not be constrained along the wire direction. This also means that the covariance along the wire direction will not get smaller during the fit. However, it will be blown up before the next iteration, leading to an exponential growth of the covariance element(s) corresponding to the wire direction. This can then lead to numerical problems. To prevent this, the maximum value of the covariance elements after blowing up can be limited.

Definition at line 119 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::blowUpMaxVal_.

{blowUpMaxVal_= blowUpMaxVal;}

virtual void genfit::AbsFitter::setDebugLvl ( unsigned int  lvl = 1 )

inlinevirtualinherited

Reimplemented in genfit::DAF.

Definition at line 50 of file AbsFitter.h.

References genfit::AbsFitter::debugLvl_.

Referenced by genfit::DAF::setDebugLvl().

{debugLvl_ = lvl;}

void genfit::AbsKalmanFitter::setDeltaPval ( double  deltaPval )

inlineinherited

Set Convergence criterion.

if track total P-value changes less than this between consecutive iterations, consider the track converged. chi² from the backwards fit is used.

Definition at line 95 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::deltaPval_.

{deltaPval_ = deltaPval;}

virtual void genfit::AbsKalmanFitter::setMaxFailedHits ( int  val )

inlinevirtualinherited

Reimplemented in genfit::DAF.

Definition at line 124 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::maxFailedHits_, and val.

Referenced by genfit::DAF::setMaxFailedHits().

{maxFailedHits_ = val;}

virtual void genfit::AbsKalmanFitter::setMaxIterations ( unsigned int  n )

inlinevirtualinherited

Set the maximum number of iterations.

Reimplemented in genfit::DAF.

Definition at line 87 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::maxIterations_, genfit::AbsKalmanFitter::minIterations_, and n.

Referenced by PndRecoKalmanFit2::Init().

{maxIterations_ = n; if (minIterations_ > maxIterations_) minIterations_ = maxIterations_;}

virtual void genfit::AbsKalmanFitter::setMinIterations ( unsigned int  n )

inlinevirtualinherited

Set the minimum number of iterations.

Definition at line 85 of file AbsKalmanFitter.h.

References max(), genfit::AbsKalmanFitter::maxIterations_, and genfit::AbsKalmanFitter::minIterations_.

{minIterations_ = std::max((unsigned int)1,n); if (maxIterations_ < minIterations_) maxIterations_ = minIterations_;}

void genfit::AbsKalmanFitter::setMultipleMeasurementHandling ( eMultipleMeasurementHandling  mmh )

inlineinherited

How should multiple measurements be handled?

Definition at line 122 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::multipleMeasurementHandling_.

{multipleMeasurementHandling_ = mmh;}

void genfit::AbsKalmanFitter::setRelChi2Change ( double  relChi2Change )

inlineinherited

@ brief Set Non-convergence criterion

if the relative chi^2 between two iterations is larger than relChi2Change_, the fit is NOT converged and further iterations will be done, even if the deltaPval_ convergence criterium is met. This is especially useful for fits which have a p-value of almost 0 (possibly due to bad start values), where the p-value from one iteration to the next might not change much. However, a significant change in chi^2 tells us, that the fit might not yet be converged.

Definition at line 106 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::relChi2Change_.

{relChi2Change_ = relChi2Change;}

void genfit::AbsKalmanFitter::setResetOffDiagonals ( bool  resetOffDiagonals )

inlineinherited

Definition at line 109 of file AbsKalmanFitter.h.

References genfit::AbsKalmanFitter::resetOffDiagonals_.

{resetOffDiagonals_ = resetOffDiagonals;}

void genfit::KalmanFitter::useSquareRootFormalism ( bool  squareRootFormalism = true )

inline

Definition at line 66 of file KalmanFitter.h.

References squareRootFormalism_.

{squareRootFormalism_ = squareRootFormalism;}

Member Data Documentation

double genfit::AbsKalmanFitter::blowUpFactor_

protectedinherited

Blow up the covariance of the forward (backward) fit by this factor before seeding the backward (forward) fit.

Definition at line 161 of file AbsKalmanFitter.h.

Referenced by genfit::AbsKalmanFitter::getBlowUpFactor(), and genfit::AbsKalmanFitter::setBlowUpFactor().

double genfit::AbsKalmanFitter::blowUpMaxVal_

protectedinherited

Limit the cov entries to this maxuimum value when blowing up the cov.

Definition at line 165 of file AbsKalmanFitter.h.

Referenced by genfit::AbsKalmanFitter::getBlowUpMaxVal(), and genfit::AbsKalmanFitter::setBlowUpMaxVal().

boost::scoped_ptr<MeasuredStateOnPlane> genfit::KalmanFitter::currentState_

private

Definition at line 74 of file KalmanFitter.h.

unsigned int genfit::AbsFitter::debugLvl_

protectedinherited

Definition at line 55 of file AbsFitter.h.

Referenced by genfit::AbsFitter::setDebugLvl().

double genfit::AbsKalmanFitter::deltaPval_

protectedinherited

Convergence criterion.

if track total P-value changes less than this between consecutive iterations, consider the track converged. chi² from the backwards fit is used.

Definition at line 148 of file AbsKalmanFitter.h.

Referenced by genfit::AbsKalmanFitter::getDeltaPval(), and genfit::AbsKalmanFitter::setDeltaPval().

int genfit::AbsKalmanFitter::maxFailedHits_

protectedinherited

after how many failed hits (exception during construction of plane, extrapolation etc.) should the fit be cancelled. -1 means don't cancel

Definition at line 172 of file AbsKalmanFitter.h.

Referenced by genfit::AbsKalmanFitter::getMaxFailedHits(), and genfit::AbsKalmanFitter::setMaxFailedHits().

unsigned int genfit::AbsKalmanFitter::maxIterations_

protectedinherited

Maximum number of iterations to attempt. Forward and backward are counted as one iteration.

Definition at line 141 of file AbsKalmanFitter.h.

Referenced by genfit::AbsKalmanFitter::AbsKalmanFitter(), genfit::AbsKalmanFitter::getMaxIterations(), genfit::AbsKalmanFitter::setMaxIterations(), genfit::DAF::setMaxIterations(), and genfit::AbsKalmanFitter::setMinIterations().

unsigned int genfit::AbsKalmanFitter::minIterations_

protectedinherited

Minimum number of iterations to attempt. Forward and backward are counted as one iteration.

Definition at line 138 of file AbsKalmanFitter.h.

Referenced by genfit::AbsKalmanFitter::AbsKalmanFitter(), genfit::AbsKalmanFitter::getMinIterations(), genfit::AbsKalmanFitter::setMaxIterations(), and genfit::AbsKalmanFitter::setMinIterations().

eMultipleMeasurementHandling genfit::AbsKalmanFitter::multipleMeasurementHandling_

protectedinherited

How to handle if there are multiple MeasurementsOnPlane.

Definition at line 168 of file AbsKalmanFitter.h.

Referenced by genfit::AbsKalmanFitter::getMultipleMeasurementHandling(), and genfit::AbsKalmanFitter::setMultipleMeasurementHandling().

double genfit::AbsKalmanFitter::relChi2Change_

protectedinherited

@ brief Non-convergence criterion

if the relative chi^2 between two iterations is larger than relChi2Change_, the fit is NOT converged and further iterations will be done, even if the deltaPval_ convergence criterium is met. This is especially useful for fits which have a p-value of almost 0 (possibly due to bad start values), where the p-value from one iteration to the next might not change much. However, a significant change in chi^2 tells us, that the fit might not yet be converged.

Definition at line 158 of file AbsKalmanFitter.h.

Referenced by genfit::AbsKalmanFitter::getRelChi2Change(), and genfit::AbsKalmanFitter::setRelChi2Change().

bool genfit::AbsKalmanFitter::resetOffDiagonals_

protectedinherited

Reset the off-diagonals to 0 when blowing up the cov.

Definition at line 163 of file AbsKalmanFitter.h.

Referenced by genfit::AbsKalmanFitter::getResetOffDiagonals(), and genfit::AbsKalmanFitter::setResetOffDiagonals().

bool genfit::KalmanFitter::squareRootFormalism_

private

Definition at line 79 of file KalmanFitter.h.

Referenced by useSquareRootFormalism().

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The documentation for this class was generated from the following file:

• KalmanFitter.h