diff --git a/matlab/particle/sequential_importance_particle_filter.m b/matlab/particle/sequential_importance_particle_filter.m index 5e110f8e7..b18fa9e85 100644 --- a/matlab/particle/sequential_importance_particle_filter.m +++ b/matlab/particle/sequential_importance_particle_filter.m @@ -128,7 +128,7 @@ for t=1:sample_size lnw = -.5*(const_lik+log(det(PredictedObservedVariance))+sum(PredictionError.*(PredictedObservedVariance\PredictionError),1)); dfac = max(lnw); wtilde = weights.*exp(lnw-dfac); - lik(t) = log(mean(wtilde))+dfac; + lik(t) = log(sum(wtilde))+dfac; weights = wtilde/sum(wtilde); % sum(weights>max(weights)*1e-6) Neff = 1/(weights*weights');