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Fix a bug in the gaussian density calculation.

remove-submodule^2
Frédéric Karamé 2015-12-04 11:44:45 +01:00
parent 38b74d4d0d
commit 086396934c
1 changed files with 4 additions and 2 deletions
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6
nonlinear-filters/src/gaussian_densities.m
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@ -1,4 +1,4 @@
function IncrementalWeights = gaussian_densities(obs,mut_t,sqr_Pss_t_t,st_t_1,sqr_Pss_t_t_1,particles,H,normconst,ReducedForm,ThreadsOptions)
function IncrementalWeights = gaussian_densities(obs,mut_t,sqr_Pss_t_t,st_t_1,sqr_Pss_t_t_1,particles,H,normconst,weigths1,weigths2,ReducedForm,ThreadsOptions)
%
% Elements to calculate the importance sampling ratio
%
@ -43,7 +43,9 @@ prior = probability2(st_t_1,sqr_Pss_t_t_1,particles) ;
% likelihood
yt_t_1_i = measurement_equations(particles,ReducedForm,ThreadsOptions) ;
eta_t_i = bsxfun(@minus,obs,yt_t_1_i)' ;
Pyy = H ;
yt_t_1 = sum(yt_t_1_i*weigths1,2) ;
tmp = bsxfun(@minus,yt_t_1_i,yt_t_1) ;
Pyy = bsxfun(@times,weigths2',tmp)*tmp' + H ;
sqr_det = sqrt(det(Pyy)) ;
foo = (eta_t_i/Pyy).*eta_t_i ;
likelihood = exp(-0.5*sum(foo,2))/(normconst*sqr_det) + 1e-99 ;