From 55740f3739faadb116c2c6a7d435e3fad84721a7 Mon Sep 17 00:00:00 2001
From: Fredrik Bagge Carlsson <cont-frb@ulund.org>
Date: Wed, 9 Sep 2015 16:29:34 +0200
Subject: [PATCH] Updates to kalman
---
src/kalman.jl | 7 ++-----
1 file changed, 2 insertions(+), 5 deletions(-)
diff --git a/src/kalman.jl b/src/kalman.jl
index 8638984..e2bca2f 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
--
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