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98 Commits (f908d64d9ec1a63b567a736c6c22ae7bda75c248)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) f337c2b072 Fixed bugs (misuse of inputname function, as in commit #4ce2c3644af333733d802383559de8c0340213bd). 2013-09-07 14:31:50 +02:00
Stéphane Adjemian (Charybdis) b26b651403 Added test on the reciprocical condition number of PredictedObservedVariance. 2013-06-24 10:24:55 +02:00
Stéphane Adjemian (Charybdis) fbec03fe1c Fixed bug related to the shape of the weights vector in paricle filter with pruning. 2013-06-24 10:24:55 +02:00
Stéphane Adjemian (Charybdis) 78a1607bc1 Fixed typo. 2013-06-20 11:55:33 +02:00
Stéphane Adjemian (Charybdis) ea920649bd Removed useless line. 2013-06-20 11:43:33 +02:00
Frédéric Karamé 8820c63f5e Bug fixes. 2013-06-18 16:15:16 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Frédéric Karamé c85f27b910 add comments 2013-04-12 10:38:34 +02:00
Frédéric Karamé 8976bcf82c fix bug in the dimension of the noise vector 2013-04-12 10:38:33 +02:00
Frédéric Karamé ae55884261 factorization of the Neff routine 2013-04-12 10:38:33 +02:00
Frédéric Karamé 25179aba7f add a routine to build the proposal distribution for the conditional particle filter 2013-04-12 10:38:33 +02:00
Houtan Bastani 4fa141762d fix copyright dates 2013-02-15 11:58:30 +01:00
Frédéric Karamé 3c69ee04eb new file that returns only the index for resampling particles 2013-02-15 10:35:32 +01:00
Frédéric Karamé 22a29ab068 modification of the resampling procedure: only one call for all methods 2013-02-15 10:35:32 +01:00
Frédéric Karamé 155f6f3bf7 modification in the call of resampling: only one call now 2013-02-15 10:35:32 +01:00
Frédéric Karamé 9df3857966 Huge modification of the file: uses now the PCA to orthogonalize the state variables to resample 
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
Frédéric Karamé d440767b03 minor modification in the call of the smooth resampling procedure 2013-02-15 10:32:58 +01:00
Frédéric Karamé fefb3528c4 modification to make it comformable with the changes in resample.m 2013-02-15 10:32:58 +01:00
Frédéric Karamé 51c5363850 modification of the output to make it conformable with the modification in resample.m 2013-02-15 10:32:58 +01:00
Frédéric Karamé 920d2af8d3 modification of the resampling procedure: only one call for all 2013-02-15 10:32:58 +01:00
Stéphane Adjemian (Charybdis) f0ef6c930a Removed call to gaussian_filter_bank routine in sequantial_importance_particle_filter. 2013-02-05 10:37:11 +01:00
Stéphane Adjemian (Charybdis) db2615a4c7 Use economy-size decomposition option of qr2 routine. 2012-11-20 14:39:45 +01:00
Frédéric Karamé 6139af89d5 add pruning in the auxiliary particle filter. 2012-11-16 17:27:54 +01:00
Frédéric Karamé 35c77c2e46 typo fixed. 2012-11-16 13:25:41 +01:00
Frédéric Karamé 915a203add bug fixed. 2012-11-16 13:12:21 +01:00
Frédéric Karamé 919bd97682 add minor modifications. 2012-11-16 12:35:11 +01:00
Frédéric Karamé 202d8a2bd2 minor modifications 2012-11-16 12:35:11 +01:00
Frédéric Karamé c8c7b9faf6 minor modifications. 2012-11-16 12:35:11 +01:00
Frédéric Karamé eb9bc512d7 fixed bug in calculation of observed mean and variance + add the possibility for smooth resampling 2012-11-16 12:35:11 +01:00
Frédéric Karamé 3a9eed00df fixed bugs for estimating a gaussian-mixture distribution. 2012-11-16 12:25:46 +01:00
Frédéric Karamé 186de044f4 fix bugs for sampling in a gaussian-mixture distributions. 2012-11-16 12:25:46 +01:00
Frédéric Karamé f7e3ad7b25 fix bugs in k-means code. 2012-11-16 12:25:45 +01:00
Frédéric Karamé f41e969dbe computes the weights and the nodes for approximating gaussian distributions using the scaled unscented approach. 2012-11-16 12:25:45 +01:00
Frédéric Karamé a184e80a89 computes the nodes and weights for approximating a gaussian distribution. 2012-11-16 12:25:45 +01:00
Frédéric Karamé d5666529af computes the density of particles in a gaussian-mixture distribution. 2012-11-16 12:25:45 +01:00
Frédéric Karamé 2fb1065b4f computes the density of particles in a gaussian distribution. 2012-11-16 12:25:45 +01:00
Frédéric Karamé 56e723c08e Computes the density of observables as a function of states. 2012-11-16 12:25:45 +01:00
Frédéric Karamé 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
Frédéric Karamé ab2ae38e8f computes incremental weights for gaussian-mixture filters. 2012-11-16 12:25:45 +01:00
Frédéric Karamé 7dcdd20f6e gaussian mixture nonlinear filters: uses gaussian-mixture approximations for particles. Fix bugs and normalize the way likelihood is calculated. 2012-11-16 12:25:45 +01:00
Frédéric Karamé b0788fae50 computes the proposal distribution during the importance sampling step in gaussian nonlinear filters. Uses a nonlinear Kalman filter and several gaussian approximations. 2012-11-16 12:25:45 +01:00
Frédéric Karamé 553c26e0b3 gaussian nonlinear filter : uses a gaussian approximation for particles. 
fix bugs and normalize the way we write the likelihood.
 2012-11-16 12:25:45 +01:00
Frédéric Karamé 4725a2054d compute incremental weights for gaussian filters. 2012-11-16 12:25:44 +01:00
Frédéric Karamé a96850a090 fix bugs on sorting variables. 
test different cases before doing resampling
 2012-11-16 12:25:44 +01:00
Frédéric Karamé f0fcfa3b62 fix bugs in the univariate smooth resampling approach. 2012-11-16 12:25:44 +01:00
Frédéric Karamé c6e5368a9d fix bug for weights initialization. 
fix bug for calculating observed predicted mean and variance with the correct weights.
 2012-11-16 12:25:44 +01:00
Frédéric Karamé 6350962186 Fixed copyright. 2012-11-16 12:18:55 +01:00
Stéphane Adjemian (Charybdis) 4604148d2f Put back pruning in particle filter (implemented in sequential_importance_particle_filter). 2012-11-07 15:58:56 +01:00
Stéphane Adjemian (Charybdis) c7bd05224f Fixed issue with weights when computing first and second order moments. 2012-11-07 10:48:05 +01:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00