📄 function_bootstrap.m
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function[s_x_new]=Function_bootstrap(S, s_x, Z, dsita); S_R=1; S_Q=1000; %=====predictstates===== s_w=sqrt(S_Q)*randn(S,6); s_xu=s_x+s_w; %=====importanceweights===== m=s_xu*dsita; s_q_sum=sum( exp( -0.5*S_R^(-1)* ( [ones(S,1)*Z(1),ones(S,1)*Z(2)]-m ).^2 ) ); for s=1:S, s_q(s,:)=exp(-0.5*S_R^(-1)*(Z'-m(s,:)).^2)./s_q_sum; end %=====updatestates===== u_u=rand(S+1,1); u_t=-log(u_u); s_x_new=s_xu;%10.*ones(S,1); u_T=cumsum(u_t); u_Q=cumsum(s_q(:,:)); ii=1;jj=1; while jj<=S, if(u_Q(jj,1)*u_T(S))>u_T(ii) s_x_new(ii,1:3)=s_xu(jj,1:3); ii=ii+1; else jj=jj+1; end; end; %while loop end ii=1;jj=1; while jj<=S, if(u_Q(jj,2)*u_T(S))>u_T(ii) s_x_new(ii,4:6)=s_xu(jj,4:6); ii=ii+1; else jj=jj+1; end; end; %while loop end
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