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Mark Song
particles
Commits
7dbc2acc
Commit
7dbc2acc
authored
Dec 04, 2015
by
Frédéric Karamé
Browse files
Fix a bug in the gaussian density calculation.
parent
8d401a22
Changes
1
Hide whitespace changes
Inline
Side-by-side
src/gaussian_densities.m
View file @
7dbc2acc
function
IncrementalWeights
=
gaussian_densities
(
obs
,
mut_t
,
sqr_Pss_t_t
,
st_t_1
,
sqr_Pss_t_t_1
,
particles
,
H
,
normconst
,
ReducedForm
,
ThreadsOptions
)
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
)
%
% Elements to calculate the importance sampling ratio
%
...
...
@@ -43,7 +43,9 @@ prior = probability2(st_t_1,sqr_Pss_t_t_1,particles) ;
% likelihood
yt_t_1_i
=
measurement_equations
(
particles
,
ReducedForm
,
ThreadsOptions
)
;
eta_t_i
=
bsxfun
(
@
minus
,
obs
,
yt_t_1_i
)
'
;
Pyy
=
H
;
yt_t_1
=
sum
(
yt_t_1_i
*
weigths1
,
2
)
;
tmp
=
bsxfun
(
@
minus
,
yt_t_1_i
,
yt_t_1
)
;
Pyy
=
bsxfun
(
@
times
,
weigths2
',tmp)*tmp'
+
H
;
sqr_det
=
sqrt
(
det
(
Pyy
))
;
foo
=
(
eta_t_i
/
Pyy
)
.*
eta_t_i
;
likelihood
=
exp
(
-
0.5
*
sum
(
foo
,
2
))/(
normconst
*
sqr_det
)
+
1e-99
;
...
...
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