Revision 487, 0.9 kB
(checked in by smidl, 15 years ago)
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1st step of mpdf redesign - BROKEN compile
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Property svn:eol-style set to
native
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1 | #include "particles.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 | vec old_smp=_samples ( i ); |
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16 | _samples ( i ) = par->samplecond ( old_smp ); |
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17 | lls ( i ) = par->evallogcond ( _samples ( i ), old_smp ); |
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18 | lls ( i ) *= obs->evallogcond ( dt, _samples ( i ) ); |
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19 | |
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20 | if ( lls ( i ) > mlls ) mlls = lls ( i ); //find maximum |
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21 | } |
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22 | |
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23 | // compute weights |
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24 | for ( i = 0; i < n; i++ ) { |
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25 | _w ( i ) *= exp ( lls ( i ) - mlls ); // multiply w by likelihood |
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26 | } |
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27 | |
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28 | //renormalize |
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29 | for ( i = 0; i < n; i++ ) { |
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30 | sum += _w ( i ); |
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31 | }; |
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32 | |
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33 | _w ( i ) /= sum; //? |
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34 | |
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35 | ind = est.resample ( resmethod ); |
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36 | |
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37 | } |
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38 | |
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39 | // void PF::set_est ( const epdf &epdf0 ) { |
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40 | // int i; |
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41 | // |
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42 | // for ( i=0;i<n;i++ ) { |
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43 | // _samples ( i ) = epdf0.sample(); |
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44 | // } |
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45 | // } |
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46 | |
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47 | |
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48 | } |
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49 | //MPF::MPF:{} |
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