From 5b5e88b50dc428096d39ff9725fbce93771db923 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Fr=C3=A9d=C3=A9ric=20Karam=C3=A9?=
<frederic.karame@univ-lemans.fr>
Date: Tue, 6 Oct 2015 17:21:02 +0200
Subject: [PATCH] Modify the inputs of gaussian_density.
---
src/gaussian_densities.m | 2 +-
src/gaussian_filter.m | 4 ++--
2 files changed, 3 insertions(+), 3 deletions(-)
diff --git a/src/gaussian_densities.m b/src/gaussian_densities.m
index 591b4d4..4f2b214 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 9ec83a0..b1cf3d6 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) ;
--
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