Package gov.sandia.cognition.statistics.bayesian

Examples of gov.sandia.cognition.statistics.bayesian.KalmanFilter.predict()

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    /*
     * Perform the filtering step
     */
    MultivariateGaussian priorPredictedState = prevState.getState().clone();
    final KalmanFilter kf = prevState.getFilter().clone();
    kf.predict(priorPredictedState);
   
    final InverseGammaDistribution scaleSS = prevState.getSigma2SS().clone();
    final MultivariateGaussian systemSS = prevState.getPsiSS().clone();

    final GaussianArHpWfParticle newTransState =
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    MultivariateGaussian posteriorState = prevState.getState().clone();
    // TODO FIXME gross hack!
//    posteriorState.getCovariance().scaleEquals(sigma2Sample);
//    kf.setMeasurementCovariance(Iy.scale(sigma2Sample));
//    kf.setModelCovariance(Ix.scale(sigma2Sample));
    kf.predict(posteriorState);
    kf.update(posteriorState, data.getObservedValue());
//    kf.setMeasurementCovariance(Iy);
//    kf.setModelCovariance(Ix);
   
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    /*
     * Perform the filtering step
     */
    MultivariateGaussian priorPredictedState = prevState.getState().clone();
    KalmanFilter kf = Iterables.get(prevState.getHmm().getStateFilters(), predClass);
    kf.predict(priorPredictedState);
   
    final DlmHiddenMarkovModel newHmm = prevState.getHmm().clone();
    final InverseGammaDistribution invScaleSS = prevState.getInvScaleSS().clone();
    final List<MultivariateGaussian> psiSS =
        ObjectUtil.cloneSmartElementsAsArrayList(prevState.getPsiSS());
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