particleFilter.weights

Select the weighting scheme for a particle filter

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Syntax

obj = obj.weights(‘bayes’)
obj = obj.weights(‘best’, N)

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Description

obj = obj.weights(‘bayes’)

Computes particle filter weights using Bayes’s formula. This is the default weighting scheme for the particle filter.

obj = obj.weights(‘best’, N)

Computes particle filter weights to implement an average over the best N particles. The N best particles receive a weight of 1/N, all other particles receive a weight of 0.

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Input Arguments

N

N

scalar positive integer

The number of best particles to use when computing the best N weights.

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Output Arguments

obj

obj

scalar particleFilter object

The particle filter with an updated weighting scheme.