?? multinomialr.m
字號:
function outIndex = multinomialR(inIndex,q);
% PURPOSE : Performs the resampling stage of the SIR
% in order(number of samples) steps.
% INPUTS : - inIndex = Input particle indices.
% - q = Normalised importance ratios.
% OUTPUTS : - outIndex = Resampled indices.
% AUTHORS : Arnaud Doucet and Nando de Freitas - Thanks for the acknowledgement.
% DATE : 08-09-98
if nargin < 2, error('Not enough input arguments.'); end
[S,arb] = size(q); % S = Number of particles.
% MULTINOMIAL SAMPLING:
% =====================
N_babies= zeros(1,S);
cumDist= cumsum(q');
% generate S ordered random variables uniformly distributed in [0,1]
% high speed Niclas Bergman Procedure
u = fliplr(cumprod(rand(1,S).^(1./(S:-1:1))));
j=1;
for i=1:S
while (u(1,i)>cumDist(1,j))
j=j+1;
end
N_babies(1,j)=N_babies(1,j)+1;
end;
% COPY RESAMPLED TRAJECTORIES:
% ============================
index=1;
for i=1:S
if (N_babies(1,i)>0)
for j=index:index+N_babies(1,i)-1
outIndex(j) = inIndex(i);
end;
end;
index= index+N_babies(1,i);
end
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