MATLAB: Can particle filter have time-varying transition function or measurement function

particle filter

Trying to implement particle Filter and would like to ask – if Particle Filter can have time-varying transition function or time-varying measurement function (different coefficients in YHat = A*Particle(:,1) + B*Particle(:,2))?

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For more detailed information about Particle Filter and its input arguments you can refer to its documentation-

https://www.mathworks.com/help/ident/ref/particlefilter.html?s_tid=doc_ta#d117e107244

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MATLAB: ODE with time-varying coefficients

The Answers Comment and Answer windows are malfunctioning. I am having serious problems with the lack of formatting and other options here, so I may not be able to provide an appropriate link.

Neverhteless, the correct way to code a time-varying term in your ODE function is described in ODE with Time-Dependent Terms I have no idea how to use that approach in your system, because I have no idea what you want to do.

I can possibly help you with that if I understand what you want, and I may be able to post the results once Answers works correctly again.

MATLAB: Vectorization time-varying recursive linear function

Hi Bruno,


a = rand(1,50);
b = rand(1,50);
% method 1
xk = 0;
x = zeros(1,50);
for k = 1:50
    xk = a(k)*xk + b(k);
    x(k) = xk;
end
% method 2
cpa = cumprod([1 a(2:end)])
x1 = filter(1,[1 -1],b./cpa).*cpa;
max(abs(x1-x))
  ans =  4.4409e-16

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Related Solutions

MATLAB: ODE with time-varying coefficients

MATLAB: Vectorization time-varying recursive linear function

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