From 9ae3f02f5a6b28699726624c74bae0ca55fa0ac5 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fr=C3=A9d=C3=A9ric=20Karam=C3=A9?= Date: Wed, 1 Jun 2016 18:19:26 +0200 Subject: [PATCH] Modification of a structure name when calling incremental_weights. --- nonlinear-filters/src/gaussian_mixture_filter.m | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/nonlinear-filters/src/gaussian_mixture_filter.m b/nonlinear-filters/src/gaussian_mixture_filter.m index c3116fb9a..0dc257c8c 100644 --- a/nonlinear-filters/src/gaussian_mixture_filter.m +++ b/nonlinear-filters/src/gaussian_mixture_filter.m @@ -294,7 +294,7 @@ for t=1:sample_size StateParticles = bsxfun(@plus,StateMuPost(:,i),StateSqrtPPost(:,:,i)*nodes') ; IncrementalWeights = gaussian_mixture_densities(Y(:,t),StateMuPrior,StateSqrtPPrior,StateWeightsPrior,... StateMuPost,StateSqrtPPost,StateWeightsPost,... - StateParticles,H,const_lik,ReducedForm,ThreadsOptions) ; + StateParticles,H,const_lik,weights,weights_c,ReducedForm,ThreadsOptions) ; SampleWeights(i) = sum(StateWeightsPost(i)*weights.*IncrementalWeights) ; end SumSampleWeights = sum(SampleWeights) ; @@ -312,7 +312,8 @@ for t=1:sample_size StateParticles = importance_sampling(StateMuPost,StateSqrtPPost,StateWeightsPost',number_of_particles) ; IncrementalWeights = gaussian_mixture_densities(Y(:,t),StateMuPrior,StateSqrtPPrior,StateWeightsPrior,... StateMuPost,StateSqrtPPost,StateWeightsPost,... - StateParticles,H,const_lik,ReducedForm,ThreadsOptions) ; + StateParticles,H,const_lik,1/number_of_particles,... + 1/number_of_particles,ReducedForm,ThreadsOptions) ; SampleWeights = IncrementalWeights/number_of_particles ; SumSampleWeights = sum(SampleWeights,1) ; SampleWeights = SampleWeights./SumSampleWeights ;