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Replace the likelihood of the mean by the mean of the likelihoods.

rm-particles^2
Frédéric Karamé 2018-06-28 09:20:19 +02:00
parent ef22c716d3
commit 35c3a9fcd9
1 changed files with 3 additions and 1 deletions
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4
src/nonlinear_kalman_filter.m
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@ -169,7 +169,9 @@ for t=1:sample_size
return
end
end
lik(t) = log( probability2(0,PredictedObservedVarianceSquareRoot,PredictionError) ) ;
% lik(t) = log( probability2(0,PredictedObservedVarianceSquareRoot,PredictionError) ) ;
lik(t) = log( sum(probability2(Y(:,t),H_lower_triangular_cholesky,tmp(mf1,:)).*weights,1) ) ;
% lik(t) = log(sum(probability2(Y(:,t),PredictedObservedVarianceSquareRoot,tmp(mf1,:)).*weights,1) ) ;
end
LIK = -sum(lik(start:end));