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Delete resampling possibility in gaussian particle filter

remove-submodule^2
Frédéric Karamé 2015-01-14 16:13:21 +01:00
parent 01863b4397
commit 9f6a300cf0
1 changed files with 9 additions and 9 deletions
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18
nonlinear-filters/src/gaussian_filter.m
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@ -146,19 +146,19 @@ for t=1:sample_size
%VarSampleWeights = VarSampleWeights*VarSampleWeights'/(number_of_particles-1) ;
lik(t) = log(SumSampleWeights) ; %+ .5*VarSampleWeights/(number_of_particles*(SumSampleWeights*SumSampleWeights)) ;
SampleWeights = SampleWeights./SumSampleWeights ;
Neff = neff(SampleWeights) ;
if (Neff<0.5*sample_size && ParticleOptions.resampling.status.generic) || ParticleOptions.resampling.status.systematic
ks = ks + 1 ;
StateParticles = resample(StateParticles',SampleWeights,ParticleOptions)' ;
StateVectorMean = mean(StateParticles,2) ;
StateVectorVarianceSquareRoot = reduced_rank_cholesky( (StateParticles*StateParticles')/(number_of_particles-1) - StateVectorMean*(StateVectorMean') )';
SampleWeights = 1/number_of_particles ;
elseif ParticleOptions.resampling.status.none
% Neff = neff(SampleWeights) ;
% if (Neff<0.5*sample_size && ParticleOptions.resampling.status.generic) || ParticleOptions.resampling.status.systematic
% ks = ks + 1 ;
% StateParticles = resample(StateParticles',SampleWeights,ParticleOptions)' ;
% StateVectorMean = mean(StateParticles,2) ;
% StateVectorVarianceSquareRoot = reduced_rank_cholesky( (StateParticles*StateParticles')/(number_of_particles-1) - StateVectorMean*(StateVectorMean') )';
% SampleWeights = 1/number_of_particles ;
% elseif ParticleOptions.resampling.status.none
StateVectorMean = StateParticles*SampleWeights ;
temp = bsxfun(@minus,StateParticles,StateVectorMean) ;
StateVectorVarianceSquareRoot = reduced_rank_cholesky( bsxfun(@times,SampleWeights',temp)*temp' )';
%disp(StateVectorVarianceSquareRoot)
end
% end
end
end