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Modification of a structure name when calling incremental_weights.

rm-particles^2
Frédéric Karamé 2016-06-01 18:19:26 +02:00
parent a9800bef4d
commit 30540e3940
1 changed files with 3 additions and 2 deletions
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5
src/gaussian_mixture_filter.m
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@ -294,7 +294,7 @@ for t=1:sample_size
StateParticles = bsxfun(@plus,StateMuPost(:,i),StateSqrtPPost(:,:,i)*nodes') ;
IncrementalWeights = gaussian_mixture_densities(Y(:,t),StateMuPrior,StateSqrtPPrior,StateWeightsPrior,...
StateMuPost,StateSqrtPPost,StateWeightsPost,...
StateParticles,H,const_lik,ReducedForm,ThreadsOptions) ;
StateParticles,H,const_lik,weights,weights_c,ReducedForm,ThreadsOptions) ;
SampleWeights(i) = sum(StateWeightsPost(i)*weights.*IncrementalWeights) ;
end
SumSampleWeights = sum(SampleWeights) ;
@ -312,7 +312,8 @@ for t=1:sample_size
StateParticles = importance_sampling(StateMuPost,StateSqrtPPost,StateWeightsPost',number_of_particles) ;
IncrementalWeights = gaussian_mixture_densities(Y(:,t),StateMuPrior,StateSqrtPPrior,StateWeightsPrior,...
StateMuPost,StateSqrtPPost,StateWeightsPost,...
StateParticles,H,const_lik,ReducedForm,ThreadsOptions) ;
StateParticles,H,const_lik,1/number_of_particles,...
1/number_of_particles,ReducedForm,ThreadsOptions) ;
SampleWeights = IncrementalWeights/number_of_particles ;
SumSampleWeights = sum(SampleWeights,1) ;
SampleWeights = SampleWeights./SumSampleWeights ;