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Move pruned_state_space functions to subfolder

kalman-mex
Johannes Pfeifer 2023-09-08 14:06:39 +02:00
parent 290f19c705
commit 825763b18f
7 changed files with 11 additions and 11 deletions
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0
matlab/Q6_plication.m → matlab/+pruned_SS/Q6_plication.m
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0
matlab/allVL1.m → matlab/+pruned_SS/allVL1.m
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0
matlab/bivmom.m → matlab/+pruned_SS/bivmom.m
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2
matlab/prodmom.m → matlab/+pruned_SS/prodmom.m
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@ -73,7 +73,7 @@ if m==2
return
end
rho = V(1,2)/sqrt(V(1,1)*V(2,2));
y = V(1,1)^(nu(1)/2)*V(2,2)^(nu(2)/2)*bivmom(nu,rho);
y = V(1,1)^(nu(1)/2)*V(2,2)^(nu(2)/2)*pruned_SS.bivmom(nu,rho);
return
end
%

4
matlab/prodmom_deriv.m → matlab/+pruned_SS/prodmom_deriv.m
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@ -103,13 +103,13 @@ if m==2
rho = V(1,2)/sqrt(V(1,1)*V(2,2));
if nargout > 1
drho = dC(ii(1),ii(2),:);
[tmp,dtmp] = bivmom(nu,rho);
[tmp,dtmp] = pruned_SS.bivmom(nu,rho);
dy = (nu(1)/2)*V(1,1)^(nu(1)/2-1)*dV(1,1,:) * V(2,2)^(nu(2)/2) * tmp...
+ V(1,1)^(nu(1)/2) * (nu(2)/2)*V(2,2)^(nu(2)/2-1)*dV(2,2,:) * tmp...
+ V(1,1)^(nu(1)/2) * V(2,2)^(nu(2)/2) * dtmp * drho;
dy = reshape(dy,1,size(dV,3));
else
tmp = bivmom(nu,rho);
tmp = pruned_SS.bivmom(nu,rho);
end
y = V(1,1)^(nu(1)/2)*V(2,2)^(nu(2)/2)*tmp;
return

0
matlab/quadruplication.m → matlab/+pruned_SS/quadruplication.m
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16
matlab/pruned_state_space_system.m
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@ -421,8 +421,8 @@ if order > 1
%Compute unique fourth order product moments of u, i.e. unique(E[kron(kron(kron(u,u),u),u)],'stable')
u_nbr4 = u_nbr*(u_nbr+1)/2*(u_nbr+2)/3*(u_nbr+3)/4;
if isempty(QPu)
QPu = quadruplication(u_nbr);
COMBOS4 = flipud(allVL1(u_nbr, 4)); %all possible (unique) combinations of powers that sum up to four
QPu = pruned_SS.quadruplication(u_nbr);
COMBOS4 = flipud(pruned_SS.allVL1(u_nbr, 4)); %all possible (unique) combinations of powers that sum up to four
end
E_u_u_u_u = zeros(u_nbr4,1); %only unique entries
if compute_derivs && (stderrparam_nbr+corrparam_nbr>0)
@ -430,9 +430,9 @@ if order > 1
end
for j4 = 1:size(COMBOS4,1)
if compute_derivs && (stderrparam_nbr+corrparam_nbr>0)
[E_u_u_u_u(j4), dE_u_u_u_u(j4,:)] = prodmom_deriv(E_uu, 1:u_nbr, COMBOS4(j4,:), dE_uu(:,:,1:(stderrparam_nbr+corrparam_nbr)), dr.derivs.dCorrelation_matrix(:,:,1:(stderrparam_nbr+corrparam_nbr)));
[E_u_u_u_u(j4), dE_u_u_u_u(j4,:)] = pruned_SS.prodmom_deriv(E_uu, 1:u_nbr, COMBOS4(j4,:), dE_uu(:,:,1:(stderrparam_nbr+corrparam_nbr)), dr.derivs.dCorrelation_matrix(:,:,1:(stderrparam_nbr+corrparam_nbr)));
else
E_u_u_u_u(j4) = prodmom(E_uu, 1:u_nbr, COMBOS4(j4,:));
E_u_u_u_u(j4) = pruned_SS.prodmom(E_uu, 1:u_nbr, COMBOS4(j4,:));
end
end
E_xfxf_uu = kron(E_xfxf,E_uu');
@ -667,8 +667,8 @@ if order > 1
% Compute unique sixth-order product moments of u, i.e. unique(E[kron(kron(kron(kron(kron(u,u),u),u),u),u)],'stable')
u_nbr6 = u_nbr*(u_nbr+1)/2*(u_nbr+2)/3*(u_nbr+3)/4*(u_nbr+4)/5*(u_nbr+5)/6;
if isempty(Q6Pu)
Q6Pu = Q6_plication(u_nbr);
COMBOS6 = flipud(allVL1(u_nbr, 6)); %all possible (unique) combinations of powers that sum up to six
Q6Pu = pruned_SS.Q6_plication(u_nbr);
COMBOS6 = flipud(pruned_SS.allVL1(u_nbr, 6)); %all possible (unique) combinations of powers that sum up to six
end
E_u_u_u_u_u_u = zeros(u_nbr6,1); %only unique entries
if compute_derivs && (stderrparam_nbr+corrparam_nbr>0)
@ -676,9 +676,9 @@ if order > 1
end
for j6 = 1:size(COMBOS6,1)
if compute_derivs && (stderrparam_nbr+corrparam_nbr>0)
[E_u_u_u_u_u_u(j6), dE_u_u_u_u_u_u(j6,:)] = prodmom_deriv(E_uu, 1:u_nbr, COMBOS6(j6,:), dE_uu(:,:,1:(stderrparam_nbr+corrparam_nbr)), dr.derivs.dCorrelation_matrix(:,:,1:(stderrparam_nbr+corrparam_nbr)));
[E_u_u_u_u_u_u(j6), dE_u_u_u_u_u_u(j6,:)] = pruned_SS.prodmom_deriv(E_uu, 1:u_nbr, COMBOS6(j6,:), dE_uu(:,:,1:(stderrparam_nbr+corrparam_nbr)), dr.derivs.dCorrelation_matrix(:,:,1:(stderrparam_nbr+corrparam_nbr)));
else
E_u_u_u_u_u_u(j6) = prodmom(E_uu, 1:u_nbr, COMBOS6(j6,:));
E_u_u_u_u_u_u(j6) = pruned_SS.prodmom(E_uu, 1:u_nbr, COMBOS6(j6,:));
end
end