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mu 2014-02-04 13:17:00 +00:00
parent 267e0b4f1b
commit dc2ff00938
1 changed files with 7 additions and 5 deletions
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12
GPy/models/state_space_xt_sep.py
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@ -20,8 +20,8 @@
# The spatial coordinate of data point do not change over time # The spatial coordinate of data point do not change over time
# Kernel structure: separatable kernel # Kernel structure: separatable kernel
# #
# Spatial kernel : Matern32 # Spatial kernel : rbf
# Temporal kernel : state space of of rbf # Temporal kernel : state space of of Matern32
import numpy as np import numpy as np
from scipy import linalg from scipy import linalg
@ -56,8 +56,10 @@ class StateSpace_1(Model):
# Default kernel # Default kernel
if kernel is None: if kernel is None:
self.kern = kern.Matern32(1,lengthscale=0.1) self.kern = kern.Matern32(1,lengthscale=0.5)
self.spacekern = kern.rbf(1,lengthscale=0.1) #self.spacekern = kern.rbf(1,lengthscale=0.1)
self.spacekern = kern.exponential(1,lengthscale=0.4)
#self.spacekern = kern.Matern32(1,lengthscale=0.5)
else: else:
self.kern = kernel self.kern = kernel
@ -167,7 +169,7 @@ class StateSpace_1(Model):
count = count+1 count = count+1
(M, P) = self.kalman_filter(F1,L1,Qc1,H1,self.sigma2,Pinf1,NX.T,NY) (M, P) = self.kalman_filter(F1,L1,Qc1,H1,self.sigma2,Pinf1,NX.T,NY)
stop #stop
# Run the Rauch-Tung-Striebel smoother # Run the Rauch-Tung-Striebel smoother
#if not filter: #if not filter:
#(M, P) = self.rts_smoother(F,L,Qc,X.T,M,P) #(M, P) = self.rts_smoother(F,L,Qc,X.T,M,P)