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Timestamp:
08/17/10 22:06:50 (14 years ago)
Author:
smidl
Message:

Kalman with UD (bierman, thorton) and tests

Files:
1 modified

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  • library/tests/stresssuite/kalman_stress.m

    r721 r1158  
    6060        Mu(1:2,t)=mu; 
    6161 
    62         [Oxt,OPt,ll(t)] = Kalman(Oxt,y(:,t),A,C,Q,R,OPt); 
     62%       [Oxt,OPt,ll(t)] = Kalman(Oxt,y(:,t),A,C,Q,R,OPt); 
    6363%       [oxt,oPt,oll(t)] = KalmanSq(oxt,y(:,t),A,C,sQ,sR,oPt); 
    64         MuK(1:2,t) = Oxt; 
     64%       MuK(1:2,t) = Oxt; 
    6565%       MuS(1:2,t) = oxt; 
    6666end 
     
    6868%keyboard 
    6969 
    70 !cd ../;./tests/testKF 
    71 itload('testKF_res.it'); 
     70!./stresssuite kalman_stress 
     71itload('kalman_stress_res.it'); 
    7272 
    7373hold off 
     
    7777plot(xth2','+'); 
    7878plot(xthE','o'); 
    79 plot([zeros(size(xth,1),1) MuK]','d'); % shift the predictions 
     79%plot([zeros(size(xth,1),1) MuK]','d'); % shift the predictions 
    8080 
    8181exec_times