fc3e1b2108
Merge remote-tracking branch 'fred@github/master'
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Conflicts:
matlab/initial_estimation_checks.m
matlab/utilities/tests
2014-11-28 16:53:44 +01:00
8fedac4d5e
Replaced calls to dyn_assert by calls to dassert.
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This routine is used to compare objects i -n unit tests.
2014-11-08 09:28:53 +01:00
97b63105a0
Add a parameter to the lyapunov_symm routine (debug mode).
2014-10-13 17:42:53 +02:00
2e08025cac
Fixed typo (wrong condition for defining the integration weights and nodes).
2014-09-19 22:05:42 +02:00
8655df67a9
Clean up use of verbosity option
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- in dr_block.m and ep_residuals.m the option was hardcoded and disabled
- for csminwel1.m, no verbosity option exists anymore, thus definitions preceeding calls to it were redundant as was the options_.osr.verbose
2014-09-12 10:33:37 +02:00
5500846280
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
df19396acf
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
bcad4f31f2
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
08c74b8f41
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
a6009908e4
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
b06b6a6161
Modifications for online estimation of linearly-solved models
2014-08-29 15:51:01 +02:00
7756bc3af2
Removed lgyidx2varobs field (vector of integers) in options_. Added checks about the declared observed variables.
2013-09-09 13:57:34 +02:00
f337c2b072
Fixed bugs (misuse of inputname function, as in commit #4ce2c3644af333733d802383559de8c0340213bd).
2013-09-07 14:31:50 +02:00
b26b651403
Added test on the reciprocical condition number of PredictedObservedVariance.
2013-06-24 10:24:55 +02:00
fbec03fe1c
Fixed bug related to the shape of the weights vector in paricle filter with pruning.
2013-06-24 10:24:55 +02:00
78a1607bc1
Fixed typo.
2013-06-20 11:55:33 +02:00
ea920649bd
Removed useless line.
2013-06-20 11:43:33 +02:00
8820c63f5e
Bug fixes.
2013-06-18 16:15:16 +02:00
61485ab809
Fix copyright notices
2013-06-12 17:04:46 +02:00
c85f27b910
add comments
2013-04-12 10:38:34 +02:00
8976bcf82c
fix bug in the dimension of the noise vector
2013-04-12 10:38:33 +02:00
ae55884261
factorization of the Neff routine
2013-04-12 10:38:33 +02:00
25179aba7f
add a routine to build the proposal distribution for the conditional particle filter
2013-04-12 10:38:33 +02:00
4fa141762d
fix copyright dates
2013-02-15 11:58:30 +01:00
3c69ee04eb
new file that returns only the index for resampling particles
2013-02-15 10:35:32 +01:00
22a29ab068
modification of the resampling procedure: only one call for all methods
2013-02-15 10:35:32 +01:00
155f6f3bf7
modification in the call of resampling: only one call now
2013-02-15 10:35:32 +01:00
9df3857966
Huge modification of the file: uses now the PCA to orthogonalize the state variables to resample
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in order to use independent smooth resampling; modification of the input of the procedure since
now no partition is required
2013-02-15 10:32:58 +01:00
d440767b03
minor modification in the call of the smooth resampling procedure
2013-02-15 10:32:58 +01:00
fefb3528c4
modification to make it comformable with the changes in resample.m
2013-02-15 10:32:58 +01:00
51c5363850
modification of the output to make it conformable with the modification in resample.m
2013-02-15 10:32:58 +01:00
920d2af8d3
modification of the resampling procedure: only one call for all
2013-02-15 10:32:58 +01:00
f0ef6c930a
Removed call to gaussian_filter_bank routine in sequantial_importance_particle_filter.
2013-02-05 10:37:11 +01:00
db2615a4c7
Use economy-size decomposition option of qr2 routine.
2012-11-20 14:39:45 +01:00
6139af89d5
add pruning in the auxiliary particle filter.
2012-11-16 17:27:54 +01:00
35c77c2e46
typo fixed.
2012-11-16 13:25:41 +01:00
915a203add
bug fixed.
2012-11-16 13:12:21 +01:00
919bd97682
add minor modifications.
2012-11-16 12:35:11 +01:00
202d8a2bd2
minor modifications
2012-11-16 12:35:11 +01:00
c8c7b9faf6
minor modifications.
2012-11-16 12:35:11 +01:00
eb9bc512d7
fixed bug in calculation of observed mean and variance + add the possibility for smooth resampling
2012-11-16 12:35:11 +01:00
3a9eed00df
fixed bugs for estimating a gaussian-mixture distribution.
2012-11-16 12:25:46 +01:00
186de044f4
fix bugs for sampling in a gaussian-mixture distributions.
2012-11-16 12:25:46 +01:00
f7e3ad7b25
fix bugs in k-means code.
2012-11-16 12:25:45 +01:00
f41e969dbe
computes the weights and the nodes for approximating gaussian distributions using the scaled unscented approach.
2012-11-16 12:25:45 +01:00
a184e80a89
computes the nodes and weights for approximating a gaussian distribution.
2012-11-16 12:25:45 +01:00
d5666529af
computes the density of particles in a gaussian-mixture distribution.
2012-11-16 12:25:45 +01:00
2fb1065b4f
computes the density of particles in a gaussian distribution.
2012-11-16 12:25:45 +01:00
56e723c08e
Computes the density of observables as a function of states.
2012-11-16 12:25:45 +01:00
eb72df7bc6
computes the proposal distribution during the importance sampling step for gaussian-mixture filters. Fix many bugs.
2012-11-16 12:25:45 +01:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Frédéric Karamé
Sébastien Villemot
Houtan Bastani