Clear Filters
Clear Filters

The title of graph y in particle filter

1 view (last 30 days)
Hi, I try to run matlab particle_filter code and I don't quite understand what the plot y represent in the graph. I understand the ploy x represent the time iteration but not very sure about the plot y. Really appreciate your help.
Below is the code:
%% clear memory, screen, and close all figures
clear, clc, close all;
%% Process equation x[k] = sys(k, x[k-1], u[k]);% untuk state vector
nx = 50; % number of states
sys=@(k, xkm1, uk) xkm1./2 + 25.*xkm1./(1+xkm1.^2) + 8*cos(1.2*k) + uk; % (returns column vector)
%% Observation equation y[k] = obs(k, x[k], v[k]);
ny = 1; % number of observations
obs = @(k, xk,vk) xk(1).^2/(20) + vk; % (returns column vector)
%% PDF of process noise and noise generator function
nu = 50; % size of the vector of process noise
sigma_u = sqrt(10);
p_sys_noise = @(u) normpdf(u, 0, sigma_u);
gen_sys_noise = @(u) normrnd(0, sigma_u); % sample from p_sys_noise (returns column vector)
%% PDF of observation noise and noise generator function
nv = 1; % size of the vector of observation noise
sigma_v = sqrt(10);
p_obs_noise = @(v) normpdf(v, 0, sigma_v);
gen_obs_noise = @(v) normrnd(0, sigma_v); % sample from p_obs_noise (returns column vector)
%% Initial PDF
% p_x0 = @(x) normpdf(x, 0,sqrt(10)); % initial pdf
gen_x0 = @(x) [89.4;93.75;90;94.38;98.75;94.38;96.25;94.38;96.25;100;95;96.25;95;95;98.75;98.125;97.5;98.75;100;100;91.875;93.75;93.125;96.25;98.125;98.125;99.375;100;100;100;93.75;92.5;96.25;95.625;99.375;97.5;100;99.375;99.375;100;95.625;95.625;97.5;97.5;98.75;99.375;99.375;91.25;98.125;100]+ones(50,1)*normrnd(0, sqrt(10)); % sample from p_x0 (returns column vector)
%% Transition prior PDF p(x[k] | x[k-1])
% (under the suposition of additive process noise)
% p_xk_given_xkm1 = @(k, xk, xkm1) p_sys_noise(xk - sys(k, xkm1, 0));
%% Observation likelihood PDF p(y[k] | x[k])
% (under the suposition of additive process noise)
p_yk_given_xk = @(k, yk, xk) p_obs_noise(yk - obs(k, xk, 0));
%% %% Number of time steps
T = 100;
%% Separate memory space
x = zeros(nx,T); y = zeros(ny,T);
u = zeros(nu,T); v = zeros(nv,T);
%% Simulate system
xh0 = [89.4;93.75;90;94.38;98.75;94.38;96.25;94.38;96.25;100;95;96.25;95;95;98.75;98.125;97.5;98.75;100;100;91.875;93.75;93.125;96.25;98.125;98.125;99.375;100;100;100;93.75;92.5;96.25;95.625;99.375;97.5;100;99.375;99.375;100;95.625;95.625;97.5;97.5;98.75;99.375;99.375;91.25;98.125;100]; % initial state
u(:,1) = 0; % initial process noise
v(:,1) = gen_obs_noise(sigma_v); % initial observation noise
x(:,1) = xh0;
y(:,1) = obs(1, xh0, v(:,1));
for k = 2:T
% here we are basically sampling from p_xk_given_xkm1 and from p_yk_given_xk
u(:,k) = gen_sys_noise(); % simulate process noise
v(:,k) = gen_obs_noise(); % simulate observation noise
x(:,k) = sys(k, x(:,k-1), u(:,k)); % simulate state
y(:,k) = obs(k, x(:,k), v(:,k)); % simulate observation
fprintf('Finish simulate system \n')
%% Separate memory
xh = zeros(nx, T); xh(:,1) = xh0;
yh = zeros(ny, T); yh(:,1) = obs(1, xh0, 0);
pf.k = 1; % initial iteration number
pf.Ns = 300; % number of particles
pf.w = zeros(pf.Ns, T); % weights
pf.particles = zeros(nx, pf.Ns, T); % particles
pf.gen_x0 = gen_x0; % function for sampling from initial pdf p_x0
pf.p_yk_given_xk = p_yk_given_xk; % function of the observation likelihood PDF p(y[k] | x[k])
pf.gen_sys_noise = gen_sys_noise; % function for generating system noise
%pf.p_x0 = p_x0; % initial prior PDF p(x[0])
%pf.p_xk_given_ xkm1 = p_xk_given_xkm1; % transition prior PDF p(x[k] | x[k-1])
%% Estimate state
for k = 2:T
fprintf('Iteration = %d/%d\n',k,T);
% state estimation
pf.k = k;
%[xh(:,k), pf] = particle_filter(sys, y(:,k), pf, 'multinomial_resampling');
[xh(:,k), pf] = particle_filter(sys, y(:,k), pf, 'systematic_resampling');
% filtered observation
yh(:,k) = obs(k, xh(:,k), 0);
%% Make plots of the evolution of the density
hold on;
xi = 1:T;
yi = -25:0.25:25;
[xx,yy] = meshgrid(xi,yi);
den = zeros(size(xx));
xhmode = zeros(size(xh));
for i = xi
% for each time step perform a kernel density estimation
den(:,i) = ksdensity(pf.particles(1,:,i), yi,'kernel','epanechnikov');
[~, idx] = max(den(:,i));
% estimate the mode of the density
xhmode(i) = yi(idx);
plot3(repmat(xi(i),length(yi),1), yi', den(:,i));
box on;
title('Evolution of the state density','FontSize',14)
title('Evolution of the state density','FontSize',14)
%% plot of the state vs estimated state by the particle filter vs particle paths
hold on;
%h1 = plot(1:T,squeeze(pf.particles),'y');
h1 = plot(1:T,squeeze(pf.particles(2,:,:)),'y');
h2 = plot(1:T,x(1,:),'b','LineWidth',1);
h3 = plot(1:T,xh(1,:),'r','LineWidth',1);
h4 = plot(1:T,y(1,:),'g.','LineWidth',1);
legend([h2 h3 h4 h1(1)],'state','mean of estimated state','mode of estimated state','particle paths');
title('State vs estimated state by the particle filter vs particle paths','FontSize',14);
%% plot of the observation vs filtered observation by the particle filter
plot(1:T,y,'b', 1:T,yh,'r');
legend('observation','filtered observation');
title('Observation vs filtered observation by the particle filter','FontSize',14);
Chunru on 28 Nov 2022
The legends say that the first plot shows the state variable x and the second shows the observation y as function of t.
シティヌルシュハダ モハマド ナシル
Thank you for answering my question. I just want to confirm, based on your answer, did the plot y is based on the legends?

Sign in to comment.

Answers (0)


Find more on 2-D and 3-D Plots in Help Center and File Exchange

Community Treasure Hunt

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

Start Hunting!