diff --git a/src/kalman.jl b/src/kalman.jl index 86389842b83ce0d66c97b1305ded468f1bc3a3e1..e2bca2f1126f3e07544dc4e290028362da1b712a 100644 --- a/src/kalman.jl +++ b/src/kalman.jl @@ -44,11 +44,10 @@ function forward_kalman(y,A,R1,R2, P0) end """A kalman parameter smoother""" -function kalman_smoother(y, R1, R2) +function kalman_smoother(y, A, R1, R2, P0) na = size(R1,1) N = length(y) - P0 = 100*R1; xkk,xk,Pkk,Pk = forward_kalman(y,A,R1,R2, P0) xkn = zeros(xkk) Pkn = zeros(P) @@ -61,8 +60,6 @@ function kalman_smoother(y, R1, R2) Pkn[:,:,i] = Pkk[:,:,i] + C*(Pkn[:,:,i+1] - Pk[:,:,i+1])*C' end - newplot(xkk'); title("x_{k|k}") - newplot(xkn'); title("x_{k|n}") - return xkn + return xkn, Pkn end