diff --git a/src/gaussian_densities.m b/src/gaussian_densities.m index 591b4d40b8be047e8b077bebeb2ef098e2d767a2..4f2b21438d7f8172e4af4b4ad345e165d14774cd 100644 --- a/src/gaussian_densities.m +++ b/src/gaussian_densities.m @@ -1,4 +1,4 @@ -function IncrementalWeights = gaussian_densities(obs,mut_t,sqr_Pss_t_t,st_t_1,sqr_Pss_t_t_1,particles,H,normconst,weigths1,weigths2,ReducedForm,ThreadsOptions) +function IncrementalWeights = gaussian_densities(obs,mut_t,sqr_Pss_t_t,st_t_1,sqr_Pss_t_t_1,particles,H,normconst,ReducedForm,ThreadsOptions) % % Elements to calculate the importance sampling ratio % diff --git a/src/gaussian_filter.m b/src/gaussian_filter.m index 9ec83a0d47387bdfd3d2dd0dcb9bb9546c135770..b1cf3d6c11d48126b72dfa6fb63741c06a6e6a9b 100644 --- a/src/gaussian_filter.m +++ b/src/gaussian_filter.m @@ -115,7 +115,7 @@ for t=1:sample_size gaussian_densities(Y(:,t),StateVectorMean,... StateVectorVarianceSquareRoot,PredictedStateMean,... PredictedStateVarianceSquareRoot,StateParticles,H,const_lik,... - weights2,weights_c2,ReducedForm,ThreadsOptions) ; + ReducedForm,ThreadsOptions) ; SampleWeights = weights2.*IncrementalWeights ; else StateParticles = bsxfun(@plus,StateVectorVarianceSquareRoot*randn(state_variance_rank,number_of_particles),StateVectorMean) ; @@ -123,7 +123,7 @@ for t=1:sample_size gaussian_densities(Y(:,t),StateVectorMean,... StateVectorVarianceSquareRoot,PredictedStateMean,... PredictedStateVarianceSquareRoot,StateParticles,H,const_lik,... - 1/number_of_particles,1/number_of_particles,ReducedForm,ThreadsOptions) ; + ReducedForm,ThreadsOptions) ; SampleWeights = IncrementalWeights/number_of_particles ; end SampleWeights = SampleWeights + 1e-6*ones(size(SampleWeights,1),1) ;