From 294dbdc52c37b8eca2c28569f584510ffeb34278 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 30 Mar 2012 11:21:24 +0200
Subject: [PATCH] Fixed bug in the evaluation of the likelihood.

---
 matlab/particle/sequential_importance_particle_filter.m | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

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');