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Bug fix in terms for outer product gradient with analytic derivatives

time-shift
Marco Ratto 2012-08-21 15:45:25 +02:00
parent 896ebff012
commit 7683175e8e
2 changed files with 2 additions and 2 deletions
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2
matlab/kalman/likelihood/univariate_kalman_filter.m
View File

@ -191,7 +191,7 @@ while notsteady && t<=last
Hess = Hess + Hesst;
end
end
dlik(s,:)=DLIKt;
dlik(s,:)=dlik(s,:)+DLIKt';
end
a = a + Ki*prediction_error;
P = P - PZ*Ki';

2
matlab/kalman/likelihood/univariate_kalman_filter_ss.m
View File

@ -142,7 +142,7 @@ while t<=last
if analytic_derivation==2 || asy_hess,
Hess = Hess + Hesst;
end
dlikk(s,:)=DLIKt;
dlikk(s,:)=dlikk(s,:)+DLIKt';
end
end
end