Delete resampling possibility in gaussian particle filter
parent
5880db7537
commit
2995562e68
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@ -146,19 +146,19 @@ for t=1:sample_size
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%VarSampleWeights = VarSampleWeights*VarSampleWeights'/(number_of_particles-1) ;
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%VarSampleWeights = VarSampleWeights*VarSampleWeights'/(number_of_particles-1) ;
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lik(t) = log(SumSampleWeights) ; %+ .5*VarSampleWeights/(number_of_particles*(SumSampleWeights*SumSampleWeights)) ;
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lik(t) = log(SumSampleWeights) ; %+ .5*VarSampleWeights/(number_of_particles*(SumSampleWeights*SumSampleWeights)) ;
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SampleWeights = SampleWeights./SumSampleWeights ;
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SampleWeights = SampleWeights./SumSampleWeights ;
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Neff = neff(SampleWeights) ;
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% Neff = neff(SampleWeights) ;
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if (Neff<0.5*sample_size && ParticleOptions.resampling.status.generic) || ParticleOptions.resampling.status.systematic
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% if (Neff<0.5*sample_size && ParticleOptions.resampling.status.generic) || ParticleOptions.resampling.status.systematic
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ks = ks + 1 ;
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% ks = ks + 1 ;
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StateParticles = resample(StateParticles',SampleWeights,ParticleOptions)' ;
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% StateParticles = resample(StateParticles',SampleWeights,ParticleOptions)' ;
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StateVectorMean = mean(StateParticles,2) ;
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% StateVectorMean = mean(StateParticles,2) ;
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StateVectorVarianceSquareRoot = reduced_rank_cholesky( (StateParticles*StateParticles')/(number_of_particles-1) - StateVectorMean*(StateVectorMean') )';
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% StateVectorVarianceSquareRoot = reduced_rank_cholesky( (StateParticles*StateParticles')/(number_of_particles-1) - StateVectorMean*(StateVectorMean') )';
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SampleWeights = 1/number_of_particles ;
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% SampleWeights = 1/number_of_particles ;
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elseif ParticleOptions.resampling.status.none
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% elseif ParticleOptions.resampling.status.none
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StateVectorMean = StateParticles*SampleWeights ;
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StateVectorMean = StateParticles*SampleWeights ;
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temp = bsxfun(@minus,StateParticles,StateVectorMean) ;
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temp = bsxfun(@minus,StateParticles,StateVectorMean) ;
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StateVectorVarianceSquareRoot = reduced_rank_cholesky( bsxfun(@times,SampleWeights',temp)*temp' )';
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StateVectorVarianceSquareRoot = reduced_rank_cholesky( bsxfun(@times,SampleWeights',temp)*temp' )';
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%disp(StateVectorVarianceSquareRoot)
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%disp(StateVectorVarianceSquareRoot)
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end
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% end
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end
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end
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end
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end
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