%?PURPOSE?:?PF?and?RBPF?for?conditionally?Gaussian?JMLS.

%?COPYRIGHT?:?Nando?de?Freitas????
%?DATE??????:?June?2001

clear;
echo?off;

%?=======================================================================
%??????????????INITIALISATION?AND?PARAMETERS
%?=======================================================================

N?=?100;?????????????????????%?Number?of?particles.
T?=?50;?????????????????????%?Number?of?time?steps.

%?Here?we?give?you?the?choice?to?try?three?different?types?of
%?resampling?algorithms:?multinomial?（select?3）?residual?（1）?and?
%?deterministic?（2）.?Note?that?the?code?for?these?O（N）?algorithms?is?generic.

resamplingScheme?=?2;????

n_x?=?1;????????????????????%?Continuous?state?dimension.
n_z?=?3;????????????????????%?Number?of?discrete?states.
n_y?=?2;????????????????????%?Dimension?of?observations.

par.A?=?zeros（n_xn_xn_z）;
par.B?=?zeros（n_xn_xn_z）;
par.C?=?zeros（n_yn_xn_z）;
par.D?=?zeros（n_yn_yn_z）;
par.E?=?zeros（n_xn_xn_z）;
par.F?=?zeros（n_x1n_z）;
par.G?=?zeros（n_y1n_z）;
for?i=1:n_z
??par.A（::i）?=?i*randn（n_xn_x）;
??par.C（::i）?=?i*randn（n_yn_x）;
??par.B（::i）?=?0.01*eye（n_xn_x）;????
??par.D（::i）?=?0.01*eye（n_yn_y）;????
??par.F（::i）?=?（1/n_x）*zeros（n_x1）;
??par.G（::i）?=?（1/n_y）*zeros（n_y1）;???
end;

par.T?=?unidrnd（10n_zn_z）;???????????%?Transition?matrix.
for?i=1:n_z
??par.T（i:）?=?par.T（i:）./sum（par.T（i:））;?
end;

par.pz0?=?unidrnd（10n_z1）;????????????%?Initial?discrete?distribution.?Random?numbers?from?the?discrete?uniform?distribution
par.pz0?=?par.pz0./sum（par.pz0）;?
par.mu0?=?zeros（n_x1）;?????????????????%?Initial?Gaussian?mean.
par.S0??=?0.1*eye（n_xn_x）;?????????????%?Initial?Gaussian?covariance.??



%?I?sometimes?set?some?of?the?following?matrices?by?hand:
%par.T?=?[.1?.9;?
%	?.1?.9];
%par.pz0?=?[.5?.5]‘;???

%par.T?=?[.1?.5?.4;?
%	?.1?.6?.3
%	?.1?.3?.6];
%par.pz0?=?[.5?.5?.5]‘;???



%?=======================================================================
%??????????????????????????GENERATE?THE?DATA
%?=======================================================================

x?=?zeros（n_xT）;
z?=?zeros（1T）;
y?=?zeros（n_yT）;
u?=?zeros（1T）;???????????%?Control?signals.

x（:1）?=?par.mu0?+?sqrtm（par.S0）*randn（n_x1）;
z（1）?=?length（find（cumsum（par.pz0‘）for?t=2:T
??z（t）?=?length（find（cumsum（par.T（z（t-1）:）‘）??x（:t）?=?par.A（::z（t））*x（:t-1）?+?par.B（::z（t））*randn（n_x1）?+?par.F（::z（t））*u（:t）;?
??y（:t）?=?par.C（::z（t））*x（:t）?+?par.D（::z（t））*randn（n_y1）?+?par.G（::z（t））*u（:t）;?
end;

figure（1）
clf
subplot（311）
plot（1:Tz‘r‘‘linewidth‘2）;
ylabel（‘z_t‘‘fontsize‘15）;
axis（[0?T+1?0?n_z+1]）
grid?on;
subplot（312）
plot（1:Tx‘r‘‘linewidth‘2）;
ylabel（‘x_t‘‘fontsize‘15）;
grid?on;
subplot（313）
plot（1:Ty‘r‘‘linewidth‘2）;
ylabel（‘y_t‘‘fontsize‘15）;
xlabel（‘t‘‘fontsize‘15）;
grid?on;

fprintf（‘\n‘）
fprintf（‘\n‘）
fprintf（‘Estimation?has?started‘）
fprintf（‘\n‘）


%?=================================================================

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件??????10528??2008-03-18?19:44??demo_rbpf_gauss\demo_rbpf_gauss\demo_rbpf.asv

?????文件??????10528??2008-03-18?19:47??demo_rbpf_gauss\demo_rbpf_gauss\demo_rbpf.m

?????文件???????1099??2001-11-27?04:10??demo_rbpf_gauss\demo_rbpf_gauss\deterministicR.m

?????文件???????1134??2001-11-27?04:10??demo_rbpf_gauss\demo_rbpf_gauss\multinomialR.m

?????文件???????1342??2001-11-27?04:10??demo_rbpf_gauss\demo_rbpf_gauss\residualR.m

?????目錄??????????0??2008-04-23?19:30??demo_rbpf_gauss\demo_rbpf_gauss

?????目錄??????????0??2008-04-23?19:30??demo_rbpf_gauss

-----------?---------??----------?-----??----

????????????????24849????????????????????8