Changeset 32 for tests/testPF.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/testPF.cpp (modified) (2 diffs)

tests/testPF.cpp

@@ -13 +13 @@
 
         RV x("1");
-        RV xm=x; xm.t(-1);
+        RV xm=x; xm.t(-1);const
         RV y("2");
         
@@ -19 +19 @@
         vec vR = "1";
         ldmat R(vR);
+                
+        eEmp emp(x,10);
+        euni eun(x);
+        eun.set_parameters("0","1");
+        emp.set_parameters(ones(10),&eun);
+        vec &v=emp._w();
+        Array<vec> &S=emp._samples();
         
+        for (int i=0;i<10;i++){ v(i) = exp(-0.5*sum(pow(S(i)-1,2.0))*10);}
+        v/=sum(v);
         
-        vec ptc = randn(10);
-        vec w = exp(-0.5*(pow(ptc,2))/0.2);
+        cout << "p:" << S << endl;
+        cout << "w:" << v << endl;
         
-        cout << "p:" << ptc << endl;
-        cout << "w:" << w << endl;
-        
-        PF pf(w);
-        ivec ind = pf.resample();
+        ivec ind = emp.resample();
         
         cout << ind << endl;
-        /*
-        mlnorm<ldmat> obs(x,xm,A,R);
-        mlnorm<ldmat> par(y,x,A,R);
         
-        TrivialPF TPF(obs,par,10);
-        */
         //Exit program:
         return 0;