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Mark Song
particles
Commits
60a1bddc
Commit
60a1bddc
authored
Jun 28, 2018
by
Frédéric Karamé
Browse files
Replace the likelihood of the mean by the mean of the likelihoods.
(cherry picked from commit
35c3a9fc
)
parent
f5af0b46
Changes
1
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Inline
Side-by-side
src/nonlinear_kalman_filter.m
View file @
60a1bddc
...
...
@@ -169,7 +169,9 @@ for t=1:sample_size
return
end
end
lik
(
t
)
=
log
(
probability2
(
0
,
PredictedObservedVarianceSquareRoot
,
PredictionError
)
)
;
% lik(t) = log( probability2(0,PredictedObservedVarianceSquareRoot,PredictionError) ) ;
lik
(
t
)
=
log
(
sum
(
probability2
(
Y
(:,
t
),
H_lower_triangular_cholesky
,
tmp
(
mf1
,:))
.*
weights
,
1
)
)
;
% lik(t) = log(sum(probability2(Y(:,t),PredictedObservedVarianceSquareRoot,tmp(mf1,:)).*weights,1) ) ;
end
LIK
=
-
sum
(
lik
(
start
:
end
));
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