www.gusucode.com > 基于粒子滤波的故障检测,使用似然函数作为检测函数 > 基于粒子滤波的故障检测,使用似然函数作为检测函数/code/FDI based on SIR likelihood/impResample.m
function [x, w] = impResample(xpar, wpar)%the resample code is derived from article named <Novel approach to nonlinear/non-Gaussian bayesian state estimation> 3.3discussion cumw = cumsum(wpar); N = length(xpar); for i=1:N r = rand; j=1; while cumw(j)<r j = j+1; end x(i) = xpar(j); end w = 1/N*ones(N,1);