Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

SMC² State Particle Time Indexing #7

Open
charlesknipp opened this issue Aug 12, 2022 · 0 comments
Open

SMC² State Particle Time Indexing #7

charlesknipp opened this issue Aug 12, 2022 · 0 comments
Labels
bug Something isn't working help wanted Extra attention is needed

Comments

@charlesknipp
Copy link
Owner

In the newly implemented SMC² algorithm, the indexing of state particles is rather odd. It will propagate normally on the first few steps, but after awhile with sufficient parameter particles, the filter will have gone through far more iterations than the parameter particle time index suggests.

Essentially problems arise because smc².filters.state.t[] is far greater than the "supposedly" equivalent smc².parameters.t[]. This could be a multitude of reasons, but my guess is the indexing of Reference objects is confused when changing an immutable object.

This is a problem I have had to deal with before, but have never found an apt solution which does not involve a complete redesign of the particle filter object.

@charlesknipp charlesknipp added bug Something isn't working help wanted Extra attention is needed labels Aug 12, 2022
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
bug Something isn't working help wanted Extra attention is needed
Projects
None yet
Development

No branches or pull requests

1 participant