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Merge pull request #1334 from JohannesPfeifer/kalman_fix 

missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that makes t…
time-shift
MichelJuillard 2016-11-14 12:34:25 +01:00 committed by GitHub
parent 3e9894028a 46b44cd481
commit 0ed2f4722f
1 changed files with 1 additions and 1 deletions
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matlab/missing_DiffuseKalmanSmootherH3_Z.m
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@ -311,7 +311,7 @@ if d
N_0(:,:,t)=Linf'*N_0(:,:,t)*Linf; % DK (2012), eq. 5.19, noting that L^(0) is named Linf
end
elseif Fstar(i,t) > kalman_tol % step needed whe Finf == 0
L_i=eye(mm) - Kstar(:,i,t)*Z(i,:)*Fstar(i,t);
L_i=eye(mm) - Kstar(:,i,t)*Z(i,:)/Fstar(i,t);
r0(:,t) = Z(i,:)'/Fstar(i,t)*v(i,t)+L_i'*r0(:,t); % propagate r0 and keep r1 fixed
if state_uncertainty_flag
N_0(:,:,t)=Z(i,:)'/Fstar(i,t)*Z(i,:)+L_i'*N_0(:,:,t)*L_i; % propagate N_0 and keep N_1 and N_2 fixed