Can anyone verify this code for a Particle Filter using sliding window - not sure it's doing what it should do

1 view (last 30 days)
Hi, I'm trying to get a sliding window Particle filter working. The Particle filter part seems to work ok, however, I'm using a sliding window to form exponential model state parameters Aexp(B) for the state model in the filter and this is the part I'm not sure is correct. I was wondering if anyone had any ideas? Can regression parameters be calculated accurately enough over a windowed length of data to give a reasonable estimate of the data fit?
I've attached the code, it's a bit scrappy as I'm newish to Matlab programming.
Hoping someone may be able to help.
Thanks,
Andy

Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!