Update Particle Filter #2
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This modifies the method 'initialize' so that the initial states are sampled from a Gaussian distribution whose variance vector, x0Variance, is a new property of PF.
This include initial states variances in the parameters of PF
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Assigned to Chetan to review content of change |
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This modifies the method 'initialize' so that the initial states are sampled from a Gaussian distribution whose variance vector, x0Variance, is a new property of PF. Unlike the property InitGain, this allows defining the initial variance of the initial states or initial parameter independently, which might be useful when the uncertainty is higher only in some of the initial states or parameters.