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Correct the calculation of the incremental weights.

remove-submodule^2
Frédéric Karamé 2018-06-09 14:59:20 +02:00
parent 778fddd1e5
commit f8b7ce3963
1 changed files with 8 additions and 7 deletions
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15
nonlinear-filters/src/gaussian_mixture_densities.m
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@ -46,11 +46,12 @@ prior = prior' ;
proposal = proposal' ;
% Compute the density of the current observation conditionally to each particle
yt_t_1_i = measurement_equations(StateParticles,ReducedForm,ThreadsOptions) ;
eta_t_i = bsxfun(@minus,obs,yt_t_1_i)' ;
yt_t_1 = sum(yt_t_1_i*weigths1,2) ;
tmp = bsxfun(@minus,yt_t_1_i,yt_t_1) ;
Pyy = bsxfun(@times,weigths2',tmp)*tmp' + H ;
sqr_det = sqrt(det(Pyy)) ;
foo = (eta_t_i/Pyy).*eta_t_i ;
likelihood = exp(-0.5*sum(foo,2))/(normconst*sqr_det) + 1e-99 ;
%eta_t_i = bsxfun(@minus,obs,yt_t_1_i)' ;
%yt_t_1 = sum(yt_t_1_i*weigths1,2) ;
%tmp = bsxfun(@minus,yt_t_1_i,yt_t_1) ;
%Pyy = bsxfun(@times,weigths2',tmp)*tmp' + H ;
%sqr_det = sqrt(det(Pyy)) ;
%foo = (eta_t_i/Pyy).*eta_t_i ;
%likelihood = exp(-0.5*sum(foo,2))/(normconst*sqr_det) + 1e-99 ;
likelihood = probability2(obs,sqrt(H),yt_t_1_i) ;
IncrementalWeights = likelihood.*prior./proposal ;