Changeset 32 for tests/testKF.cpp

Timestamp:

03/03/08 13:00:32 (16 years ago)

Author:

smidl

Message:

test KF : estimation of R in KF is not possible! Likelihood of y_t is growing when R -> 0

Files:

• tests/testKF.cpp (modified) (3 diffs)

tests/testKF.cpp

@@ -18 +18 @@
         it_file fin( "testKF.it" );
 
-        mat Dt, Xt,Xt2,XtE;
+        mat Dt, Xt,Xt2,XtE,Xtf;
         int Ndat;
 
@@ -42 +42 @@
         Xt=zeros( 2,Ndat );
         Xt2=zeros( 2,Ndat );
+        Xtf=zeros( 2,Ndat );
         XtE=zeros( 2,Ndat );
 
 //      cout << KF;
-        RV rx("1","{x}","2","0","0");
-        RV ru("2","{u}","1","0","0");
-        RV ry("3","{y}","1","0","0");
+        RV rx("1","{x}","2","0");
+        RV ru("2","{u}","1","0");
+        RV ry("3","{y}","1","0");
         //
         Kalman<ldmat> KF(rx,ry,ru);
@@ -65 +66 @@
         KFE.set_est(mu0,P0);
 
-        Xt.set_col( 0,*((enorm<ldmat>*)(KF._epdf()))->_mu() );
+        epdf& KFep = KF._epdf();
+        epdf& KFfep = KFf._epdf();
+        epdf& KFEep = KFE._epdf();
+        
+        Xt.set_col( 0,KFep.mean() );
+        Xtf.set_col( 0,KFfep.mean() );
         Xt2.set_col( 0,KF2.mu );
-        XtE.set_col( 0,*((enorm<ldmat>*)(KFE._epdf()))->_mu() );
+        XtE.set_col( 0,KFEep.mean() );
         for ( int t=1;t<Ndat;t++ ) {
                 KFf.bayes( Dt.get_col( t ));
                 KF.bayes( Dt.get_col( t ));
                 KF2.bayes( Dt.get_col( t ));
-//              KFE.bayes( Dt.get_col( t ));
-                Xt.set_col(t,*((enorm<ldmat>*)(KF._epdf()))->_mu());
+                KFE.bayes( Dt.get_col( t ));
+                Xt.set_col( t,KFep.mean() );
+                Xtf.set_col( t,KFfep.mean() );
                 Xt2.set_col(t,KF2.mu);
-                XtE.set_col(t,*((enorm<ldmat>*)(KFE._epdf()))->_mu());
+                XtE.set_col( t,KFEep.mean() );
         }
 
         it_file fou( "testKF_res.it" );
         fou << Name("xth") << Xt;
+        fou << Name("xthf") << Xtf;
         fou << Name("xth2") << Xt2;
         fou << Name("xthE") << XtE;