From 3ffcb7b759664c446d5d241b2cab23104117c90f Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fr=C3=A9d=C3=A9ric=20Karam=C3=A9?= Date: Tue, 6 Oct 2015 17:21:02 +0200 Subject: [PATCH] Modify the inputs of gaussian_density. --- nonlinear-filters/src/gaussian_densities.m | 2 +- nonlinear-filters/src/gaussian_filter.m | 4 ++-- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/nonlinear-filters/src/gaussian_densities.m b/nonlinear-filters/src/gaussian_densities.m index 591b4d40b..4f2b21438 100644 --- a/nonlinear-filters/src/gaussian_densities.m +++ b/nonlinear-filters/src/gaussian_densities.m @@ -1,4 +1,4 @@ -function IncrementalWeights = gaussian_densities(obs,mut_t,sqr_Pss_t_t,st_t_1,sqr_Pss_t_t_1,particles,H,normconst,weigths1,weigths2,ReducedForm,ThreadsOptions) +function IncrementalWeights = gaussian_densities(obs,mut_t,sqr_Pss_t_t,st_t_1,sqr_Pss_t_t_1,particles,H,normconst,ReducedForm,ThreadsOptions) % % Elements to calculate the importance sampling ratio % diff --git a/nonlinear-filters/src/gaussian_filter.m b/nonlinear-filters/src/gaussian_filter.m index 9ec83a0d4..b1cf3d6c1 100644 --- a/nonlinear-filters/src/gaussian_filter.m +++ b/nonlinear-filters/src/gaussian_filter.m @@ -115,7 +115,7 @@ for t=1:sample_size gaussian_densities(Y(:,t),StateVectorMean,... StateVectorVarianceSquareRoot,PredictedStateMean,... PredictedStateVarianceSquareRoot,StateParticles,H,const_lik,... - weights2,weights_c2,ReducedForm,ThreadsOptions) ; + ReducedForm,ThreadsOptions) ; SampleWeights = weights2.*IncrementalWeights ; else StateParticles = bsxfun(@plus,StateVectorVarianceSquareRoot*randn(state_variance_rank,number_of_particles),StateVectorMean) ; @@ -123,7 +123,7 @@ for t=1:sample_size gaussian_densities(Y(:,t),StateVectorMean,... StateVectorVarianceSquareRoot,PredictedStateMean,... PredictedStateVarianceSquareRoot,StateParticles,H,const_lik,... - 1/number_of_particles,1/number_of_particles,ReducedForm,ThreadsOptions) ; + ReducedForm,ThreadsOptions) ; SampleWeights = IncrementalWeights/number_of_particles ; end SampleWeights = SampleWeights + 1e-6*ones(size(SampleWeights,1),1) ;