Modify the inputs of gaussian_density.

src/gaussian_densities.m

-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 
 %

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) ;