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Update Particle Filter #2

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Update Particle Filter #2

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9d354bd
Update ParticleFilter
GinaSierra Aug 28, 2018
d3abbf7
Update testParticleFilter
GinaSierra Aug 28, 2018
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10 changes: 6 additions & 4 deletions MATLAB/+Observers/ParticleFilter.m
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Original file line number Diff line number Diff line change
Expand Up @@ -42,6 +42,7 @@
outputEqn; % Handle to output equation
n; % Sensor noise variance vector
v; % Process noise variance vector
x0variance; % Initial states variance vector
numParticles; % Number of particles used by the filter
particles = []; % Particles structure
minNEff; % Effective particle number resampling threshold
Expand All @@ -50,7 +51,7 @@

methods

function PF = ParticleFilter(stateEqn,outputEqn,processVariance,sensorVariance,numParticles,varargin)
function PF = ParticleFilter(stateEqn,outputEqn,processVariance,sensorVariance,numParticles,x0Variance,varargin)
% ParticleFilter Constructor
% Construct a particle filter given the state and output
% equations, process and sensor noise variance vectors, the
Expand All @@ -68,6 +69,7 @@
PF.v = processVariance;
PF.n = sensorVariance;
PF.numParticles = numParticles;
PF.x0variance=x0Variance;

% Set additional optional properties
args = struct(varargin{:});
Expand Down Expand Up @@ -100,9 +102,9 @@ function initialize(PF,t0,x0,u0)
% states, and inputs

% Generate initial particle population
x0 = repmat(x0,1,PF.numParticles);
PF.particles.x = x0 + PF.initGain*PF.generateProcessNoise();
PF.particles.z = PF.outputEqn(t0,PF.particles.x,u0,0);
x0 = repmat(x0,1,PF.numParticles);
PF.particles.x = x0 + sqrt(diag(PF.x0variance))*randn(length(PF.x0variance),PF.numParticles);
PF.particles.z = PF.outputEqn(t0,PF.particles.x,u0,0);
PF.particles.w = PF.likelihood(PF.outputEqn(t0,x0,u0,0),PF.particles.z);

% Normalize weights
Expand Down
2 changes: 1 addition & 1 deletion MATLAB/testParticleFilter.m
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Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,7 @@
% Create PF
numParticles = 100;
PF = Observers.ParticleFilter(@battery.stateEqn,@battery.outputEqn,...
battery.V,battery.N,numParticles);
battery.V,battery.N,numParticles,battery.x0Variance);

% Get initial state for battery
t0 = 0;
Expand Down