%?PURPOSE?:?We?address?here?a?nonlinear?non-Gaussian?problem?using
%?the?standard?particle?filtering?algorithm.

%?For?more?details?refer?to?the?introduction?of?our?book:
%?Sequential?Monte?Carlo?in?Practice?（Springer?Verlag）?2000.
?????????????
%?AUTHORS??:?Arnaud?Doucet?Nando?de?Freitas?and?Neil?Gordon.?
%?DATE?????:?22-02-00

clear;
echo?off;

%?INITIALISATION?AND?PARAMETERS:
%?==============================
doPlot?=?1;???????????????????%?1?plot?online.?0?=?only?plot?at?the?end.
sigmaT?=??10;???????????????%?Variance?of?the?Gaussian?transition?prior.
sigmaM?=??1;????????????????%?Variance?of?the?Gaussian?likelihood.
N?=?1000;???????????????????%?Number?of?particles.
T?=?100;??????????????????????%?Number?of?time?steps.
resamplingScheme?=?1;???????%?The?possible?choices?are
????????????????????????????%?minimum?variance?sampling?（2）
????????????????????????????%?residual?（1）
????????????????????????????%?and?multinomial?（3）.?
????????????????????????????%?They‘re?all?O（N）?algorit

?屬性????????????大小?????日期????時間???名稱
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?????文件???????5818??2006-06-03?23:05??粒子濾波器的源代碼particle\bookdemo.m

?????文件???????1099??2001-11-13?23:02??粒子濾波器的源代碼particle\deterministicR.m

?????文件???????1134??2001-11-13?23:04??粒子濾波器的源代碼particle\multinomialR.m

?????文件???????1321??2001-11-13?23:04??粒子濾波器的源代碼particle\residualR.m

?????目錄??????????0??2008-08-18?15:50??粒子濾波器的源代碼particle

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?????????????????9372????????????????????5