[1256] | 1 | function outIndex = resample_residual(inIndex,q); |
---|
| 2 | % PURPOSE : Performs the resampling stage of the SIR |
---|
| 3 | % in order(number of samples) steps. It uses Liu's |
---|
| 4 | % residual resampling algorithm and Niclas' magic line. |
---|
| 5 | % INPUTS : - inIndex = Input particle indices. |
---|
| 6 | % - q = Normalised importance ratios. |
---|
| 7 | % OUTPUTS : - outIndex = Resampled indices. |
---|
| 8 | |
---|
| 9 | % AUTHORS : Arnaud Doucet, Nando de Freitas and Neil Gordon |
---|
| 10 | % DATE : 08-09-98 |
---|
| 11 | |
---|
| 12 | if nargin < 2, error('Not enough input arguments.'); end |
---|
| 13 | |
---|
| 14 | [S,arb] = size(q); % S = Number of particles. |
---|
| 15 | |
---|
| 16 | % RESIDUAL RESAMPLING: |
---|
| 17 | % ==================== |
---|
| 18 | N_babies= zeros(1,S); |
---|
| 19 | % first integer part |
---|
| 20 | q_res = S.*q'; |
---|
| 21 | N_babies = fix(q_res); |
---|
| 22 | % residual number of particles to sample |
---|
| 23 | N_res=S-sum(N_babies); |
---|
| 24 | if (N_res~=0) |
---|
| 25 | q_res=(q_res-N_babies)/N_res; |
---|
| 26 | cumDist= cumsum(q_res); |
---|
| 27 | % generate N_res ordered random variables uniformly distributed in [0,1] |
---|
| 28 | u = fliplr(cumprod(rand(1,N_res).^(1./(N_res:-1:1)))); |
---|
| 29 | j=1; |
---|
| 30 | for i=1:N_res |
---|
| 31 | while (u(1,i)>cumDist(1,j)) |
---|
| 32 | j=j+1; |
---|
| 33 | end |
---|
| 34 | N_babies(1,j)=N_babies(1,j)+1; |
---|
| 35 | end; |
---|
| 36 | end; |
---|
| 37 | |
---|
| 38 | % COPY RESAMPLED TRAJECTORIES: |
---|
| 39 | % ============================ |
---|
| 40 | index=1; |
---|
| 41 | for i=1:S |
---|
| 42 | if (N_babies(1,i)>0) |
---|
| 43 | for j=index:index+N_babies(1,i)-1 |
---|
| 44 | outIndex(j) = inIndex(i); |
---|
| 45 | end; |
---|
| 46 | end; |
---|
| 47 | index= index+N_babies(1,i); |
---|
| 48 | end |
---|
| 49 | |
---|
| 50 | |
---|
| 51 | |
---|
| 52 | |
---|
| 53 | |
---|
| 54 | |
---|
| 55 | |
---|
| 56 | |
---|
| 57 | |
---|
| 58 | |
---|
| 59 | |
---|
| 60 | |
---|