Changeset 1168 for library/bdm/estim/kalman.cpp
- Timestamp:
- 08/27/10 17:05:55 (14 years ago)
- Files:
-
- 1 modified
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library/bdm/estim/kalman.cpp
r1158 r1168 513 513 } 514 514 } 515 516 if ( log_level[logU] ){ 517 // transformed U 518 mat tU; 519 mat P= U*diag(D)*U.T(); 520 521 vec xref(5); 522 xref(0)= 30.0*1.4142; 523 xref(1)= 30.0*1.4142; 524 xref(2)= 6.283185*200.; 525 xref(3) = 3.141593; 526 xref(4) = 34.0; 527 528 mat T = diag(1.0/(xref)); 529 mat Pf = T*P*T; 530 531 ldmat Pld(Pf); 532 533 //vec tmp=vec(U._data(),dimension()*dimension()); 534 vec tmp=vec(Pld._L()._data(),dimension()*dimension()); 535 log_level.store(logU,round(((int)1<<14)*tmp)); 536 } 537 if ( log_level[logG] ){ 538 vec tmp=vec(G._data(),dimension()*dimension()); 539 log_level.store(logG,tmp); 540 } 541 { 542 } 515 543 //cout << "Ut: " << U << endl; 516 544 //cout << "Dt: " << D << endl; … … 535 563 D(j) = beta*gamma*D(j); 536 564 537 cout << "a: " << alpha << "g: " << gamma << endl;565 // cout << "a: " << alpha << "g: " << gamma << endl; 538 566 for (i=0;i<j;i++){ 539 567 beta = U(i,j); … … 584 612 UI::get ( dR, set, "dR", UI::compulsory ); 585 613 set_parameters ( IM, OM, diag ( dQ ), dR ); 586 } 587 588 } 614 615 UI::get(log_level, set, "log_level", UI::optional); 616 } 617 618 }