15 lines
705 B
Mathematica
15 lines
705 B
Mathematica
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function [Rv, Sv, pNoiseAdaptParams] = annealingNoiseCovariance(P, Rv, Sv, pNoiseAdaptParams, paramSize, optionKF)
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% Authors: Quentin Leboutet, Julien Roux, Alexandre Janot and Gordon Cheng
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%
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% Annealing of for the process noise covariance matrix.
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if optionKF.anneal == true
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pNoiseAdaptParams.cov = max(pNoiseAdaptParams.annealFactor*pNoiseAdaptParams.cov , pNoiseAdaptParams.variance);
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end
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% Else do not change the process noise covariance matrix
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Rv(end-paramSize+1:end,end-paramSize+1:end)= diag(pNoiseAdaptParams.cov); % Only the parameter covariance is annealed
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Sv(end-paramSize+1:end,end-paramSize+1:end)= diag(sqrt(pNoiseAdaptParams.cov)); % Only the parameter covariance is annealed
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end
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