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1 changed files with 7 additions and 5 deletions
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@ -20,8 +20,8 @@
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# The spatial coordinate of data point do not change over time
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# Kernel structure: separatable kernel
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#
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# Spatial kernel : Matern32
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# Temporal kernel : state space of of rbf
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# Spatial kernel : rbf
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# Temporal kernel : state space of of Matern32
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import numpy as np
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from scipy import linalg
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@ -56,8 +56,10 @@ class StateSpace_1(Model):
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# Default kernel
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if kernel is None:
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self.kern = kern.Matern32(1,lengthscale=0.1)
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self.spacekern = kern.rbf(1,lengthscale=0.1)
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self.kern = kern.Matern32(1,lengthscale=0.5)
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#self.spacekern = kern.rbf(1,lengthscale=0.1)
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self.spacekern = kern.exponential(1,lengthscale=0.4)
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#self.spacekern = kern.Matern32(1,lengthscale=0.5)
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else:
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self.kern = kernel
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@ -167,7 +169,7 @@ class StateSpace_1(Model):
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count = count+1
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(M, P) = self.kalman_filter(F1,L1,Qc1,H1,self.sigma2,Pinf1,NX.T,NY)
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stop
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#stop
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# Run the Rauch-Tung-Striebel smoother
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#if not filter:
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#(M, P) = self.rts_smoother(F,L,Qc,X.T,M,P)
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