Commit 4bde0636 authored by Michel Juillard's avatar Michel Juillard
Browse files

Kalman filters: fixing initialization of oldK to Inf instead of 0

parent b2220c03
......@@ -46,7 +46,7 @@ a = zeros(mm,1);
dF = 1;
QQ = R*Q*transpose(R);
t = 0;
oldK = 0;
oldK = Inf;
lik = zeros(smpl,1);
LIK = Inf;
% lik(smpl+1) = smpl*pp*log(2*pi);
......
......@@ -51,7 +51,7 @@ QQ = R*Q*transpose(R); % Variance of R times the vector
t = 0; % Initialization of the time index.
lik = zeros(smpl,1); % Initialization of the vector gathering the densities.
LIK = Inf; % Default value of the log likelihood.
oldK = 0;
oldK = Inf;
notsteady = 1; % Steady state flag.
F_singular = 1;
......
......@@ -50,7 +50,7 @@ a = zeros(mm,1);
dF = 1;
QQ = R*Q*transpose(R);
t = 0;
oldK = 0;
oldK = Inf;
lik = zeros(smpl,1);
LIK = Inf;
notsteady = 1;
......
......@@ -55,7 +55,7 @@ QQ = R*Q*transpose(R); % Variance of R times the vector
t = 0; % Initialization of the time index.
lik = zeros(smpl,1); % Initialization of the vector gathering the densities.
LIK = Inf; % Default value of the log likelihood.
oldK = 0;
oldK = Inf;
notsteady = 1; % Steady state flag.
F_singular = 1;
......
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