Revision 254, 0.8 kB
(checked in by smidl, 15 years ago)
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create namespace bdm
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1 | #include "libPF.h" |
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2 | |
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3 | namespace bdm{ |
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4 | |
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5 | using std::endl; |
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6 | |
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7 | void PF::bayes ( const vec &dt ) { |
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8 | int i; |
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9 | vec lls ( n ); |
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10 | ivec ind; |
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11 | double mlls=-std::numeric_limits<double>::infinity(), sum=0.0; |
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12 | |
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13 | for ( i=0;i<n;i++ ) { |
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14 | //generate new samples from paramater evolution model; |
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15 | _samples ( i ) = par.samplecond ( _samples ( i ), lls ( i ) ); |
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16 | lls ( i ) *= obs.evallogcond ( dt,_samples ( i ) ); |
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17 | |
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18 | if ( lls ( i ) >mlls ) mlls=lls ( i ); //find maximum |
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19 | } |
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20 | |
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21 | // compute weights |
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22 | for ( i=0;i<n;i++ ) { |
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23 | _w ( i ) *= exp ( lls ( i ) - mlls ); // multiply w by likelihood |
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24 | } |
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25 | |
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26 | //renormalize |
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27 | for ( i=0;i<n;i++ ) {sum+=_w ( i );}; |
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28 | |
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29 | _w ( i ) /=sum; //? |
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30 | |
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31 | ind = est.resample(); |
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32 | |
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33 | } |
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34 | |
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35 | void PF::set_est ( const epdf &epdf0 ) { |
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36 | int i; |
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37 | |
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38 | for ( i=0;i<n;i++ ) { |
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39 | _samples ( i ) = epdf0.sample(); |
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40 | } |
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41 | } |
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42 | |
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43 | } |
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44 | //MPF::MPF:{} |
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