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