📄 importanceweights111.m
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function q = importanceweights(xu,y,R);
% PURPOSE : Computes the normalised importance ratios for the
% model described in the file sirdemo1.m.
% INPUTS : - xu = The predicted state samples.
% - y = The output measurements.
% - R = The measurement noise covariance.
% OUTPUTS : - q = The normalised importance ratios.
% AUTHOR : Nando de Freitas - Thanks for the acknowledgement :-)
% DATE : 08-09-98
if nargin < 3, error('Not enough input arguments.'); end
[rows,cols] = size(xu);
q = zeros(size(xu));
m = (xu.^(2))./20;
for s=1:rows,
q(s,1) = exp(-.5*R^(-1)*(y- m(s,1))^(2))./sum(exp(-.5*R^(-1)*(y.*ones(size(xu))-m).^(2)));
end;
q_sum=sum(q);
q = q./q_sum;
subplot(224);
plot(xu,q,'+')
ylabel('Likelihood function','fontsize',15);
xlabel('Hidden state support','fontsize',15)
axis([-30 30 0 0.03]);
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