Fixed bug on structure name.
parent
af66ea9c28
commit
a9800bef4d
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@ -105,7 +105,7 @@ if ParticleOptions.proposal_approximation.cubature || ParticleOptions.proposal_a
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StateVectorVarianceSquareRoot = mat(number_of_observed_variables+(1:number_of_state_variables),number_of_observed_variables+(1:number_of_state_variables));
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StateVectorVarianceSquareRoot = mat(number_of_observed_variables+(1:number_of_state_variables),number_of_observed_variables+(1:number_of_state_variables));
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Error = obs - PredictedObservedMean ;
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Error = obs - PredictedObservedMean ;
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StateVectorMean = PredictedStateMean + (CovarianceObservedStateSquareRoot/PredictedObservedVarianceSquareRoot)*Error ;
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StateVectorMean = PredictedStateMean + (CovarianceObservedStateSquareRoot/PredictedObservedVarianceSquareRoot)*Error ;
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if options_.particle.cpf_weights_method.amisanotristani
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if ParticleOptions.cpf_weights_method.amisanotristani
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Weights = SampleWeights.*probability2(zeros(number_of_observed_variables,1),PredictedObservedVarianceSquareRoot,Error) ;
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Weights = SampleWeights.*probability2(zeros(number_of_observed_variables,1),PredictedObservedVarianceSquareRoot,Error) ;
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end
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end
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else
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else
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@ -119,14 +119,14 @@ else
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StateVectorMean = PredictedStateMean + KalmanFilterGain*Error ;
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StateVectorMean = PredictedStateMean + KalmanFilterGain*Error ;
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StateVectorVariance = PredictedStateVariance - KalmanFilterGain*PredictedObservedVariance*KalmanFilterGain';
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StateVectorVariance = PredictedStateVariance - KalmanFilterGain*PredictedObservedVariance*KalmanFilterGain';
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StateVectorVarianceSquareRoot = chol(StateVectorVariance + 1e-6)' ;
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StateVectorVarianceSquareRoot = chol(StateVectorVariance + 1e-6)' ;
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if options_.particle.cpf_weights_method.amisanotristani
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if ParticleOptions.cpf_weights_method.amisanotristani
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Weights = SampleWeights.*probability2(zeros(number_of_observed_variables,1),chol(PredictedObservedVariance)',Error) ;
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Weights = SampleWeights.*probability2(zeros(number_of_observed_variables,1),chol(PredictedObservedVariance)',Error) ;
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end
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end
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end
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end
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PredictedStateVarianceSquareRoot = chol(PredictedStateVariance + 1e-6)' ;
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PredictedStateVarianceSquareRoot = chol(PredictedStateVariance + 1e-6)' ;
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ProposalStateVector = StateVectorVarianceSquareRoot*randn(size(StateVectorVarianceSquareRoot,2),1)+StateVectorMean ;
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ProposalStateVector = StateVectorVarianceSquareRoot*randn(size(StateVectorVarianceSquareRoot,2),1)+StateVectorMean ;
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if options_.particle.cpf_weights_method.murrayjonesparslow
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if ParticleOptions.cpf_weights_method.murrayjonesparslow
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Prior = probability2(PredictedStateMean,PredictedStateVarianceSquareRoot,ProposalStateVector) ;
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Prior = probability2(PredictedStateMean,PredictedStateVarianceSquareRoot,ProposalStateVector) ;
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Posterior = probability2(StateVectorMean,StateVectorVarianceSquareRoot,ProposalStateVector) ;
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Posterior = probability2(StateVectorMean,StateVectorVarianceSquareRoot,ProposalStateVector) ;
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Likelihood = probability2(obs,H_lower_triangular_cholesky,measurement_equations(ProposalStateVector,ReducedForm,ThreadsOptions)) ;
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Likelihood = probability2(obs,H_lower_triangular_cholesky,measurement_equations(ProposalStateVector,ReducedForm,ThreadsOptions)) ;
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