obs = 0.01
(x, y) = dataGen.generateSamplePointsGG(samplingTime, numSamples, dt, x0, procs, obs)
print "samplePoints generated"
finalTime = samplingTime * (numSamples - 1)
pf = ParticleFilter(oscillator, x0.size)
pf.runFilter(y, samplingTime, dtf, procs, obs)
pltWorker.plotPath(x, finalTime, 0.5)
pltWorker.plotMarkers(y, finalTime, mk="*", ms=10, a=0.4)
pltWorker.plotPFMarkers(pf.x, pf.w, finalTime)
pltWorker.save("dists.pdf")
pltWorker.clear()
z = pf.getAveragePath()
pltWorker.plotPath(x, finalTime, 0.5)
pltWorker.plotMarkers(y, finalTime)
pltWorker.plotMarkers(z, finalTime, mk="x", ms=8)
pltWorker.save("sir.pdf")
pltWorker.clear()
ac = dataGen.calculateAccuracy(x, z)
print "Particle filter error:", ac
kf = KalmanFilter(oscillator, x0.size)
kf.runFilter(y, samplingTime, dtf, procs, obs)
k = kf.getAveragePath()
pltWorker.plotPath(x, finalTime, 0.5)
pltWorker.plotMarkers(y, finalTime)
pltWorker.plotMarkers(k, finalTime, mk="x", ms=8)
pltWorker.save("kalman.pdf")
ac = dataGen.calculateAccuracy(x, k)
print "Kalman filter error:", ac
obs = 0.01
(x, y) = dataGen.generateSamplePointsGG(samplingTime, numSamples, dt, x0,
procs, obs)
print 'samplePoints generated'
finalTime = samplingTime * (numSamples - 1)
pf = ParticleFilter(oscillator, x0.size)
pf.runFilter(y, samplingTime, dtf, procs, obs)
pltWorker.plotPath(x, finalTime, 0.5)
pltWorker.plotMarkers(y, finalTime, mk='*', ms=10, a=0.4)
pltWorker.plotPFMarkers(pf.x, pf.w, finalTime)
pltWorker.save("dists.pdf")
pltWorker.clear()
z = pf.getAveragePath()
pltWorker.plotPath(x, finalTime, 0.5)
pltWorker.plotMarkers(y, finalTime)
pltWorker.plotMarkers(z, finalTime, mk='x', ms=8)
pltWorker.save('sir.pdf')
pltWorker.clear()
ac = dataGen.calculateAccuracy(x, z)
print "Particle filter error:", ac
kf = KalmanFilter(oscillator, x0.size)
kf.runFilter(y, samplingTime, dtf, procs, obs)
k = kf.getAveragePath()
pltWorker.plotPath(x, finalTime, 0.5)
pltWorker.plotMarkers(y, finalTime)
pltWorker.plotMarkers(k, finalTime, mk='x', ms=8)
pltWorker.save('kalman.pdf')
ac = dataGen.calculateAccuracy(x, k)
print "Kalman filter error:", ac
