diff --git a/matlab/particle/sequential_importance_particle_filter.m b/matlab/particle/sequential_importance_particle_filter.m index 85d11e36a..5e110f8e7 100644 --- a/matlab/particle/sequential_importance_particle_filter.m +++ b/matlab/particle/sequential_importance_particle_filter.m @@ -130,6 +130,7 @@ for t=1:sample_size wtilde = weights.*exp(lnw-dfac); lik(t) = log(mean(wtilde))+dfac; weights = wtilde/sum(wtilde); + % sum(weights>max(weights)*1e-6) Neff = 1/(weights*weights'); if (Neff