Set 4 observations
0.42
-0.01
-0.42
0.0
0.22
Initial State
1.0061353365832288
-1.1767783033407238
0.42777623470536513
0.9060142685510941
1.0726638774835477
State Vector prior to nosie, Iteration:0
1.0061353365832288
-1.1767783033407238
0.42777623470536513
0.9060142685510941
1.0726638774835477
Process Noise, Iteration: 0
-0.46908823584251674
0.22872809177704284
0.20302547229003542
0.6109584900933304
-0.6812086420773988
State Vector after addition, Iteration: 0
0.537047100740712
-0.9480502115636809
0.6308017069954006
1.5169727586444246
0.3914552354061489
m vector is created and equal to xu
weight sum (denominator) = 0.8112948349772215
Final Weights, Iteration: 0
0.27604844420400276
0.01513769556239419
0.15818178133905397
1.0659007141549056E-5
0.5506214198874075
'u' Vector (Random), Iteration: 0
0.34500719638476995
0.4349575718163553
0.5999699560119782
0.9521141740150247
0.029422870898885733
0.7658353397449399
't' Vector, Iteration: 0
1.0641900030820353
0.8325067887047588
0.5108756983330706
0.04907032069383056
3.525982985330972
0.26678809351749505
'T' Vector (cum_sum), Iteration: 0
1.0641900030820353
1.896696791786794
2.4075724901198647
2.4566428108136953
5.982625796144667
6.249413889662162
'Q' Vector, Iteration: 0
0.27604844420400276
0.29118613976639696
0.44936792110545093
0.44937858011259246
1.0
State Vector after update, Iteration: 0
0.537047100740712
0.6308017069954006
0.6308017069954006
0.6308017069954006
1.0
mean: 0.6858904443453827 end iteration 0
State Vector prior to nosie, Iteration:1
0.537047100740712
0.6308017069954006
0.6308017069954006
0.6308017069954006
1.0
Process Noise, Iteration: 1
-2.1882067334372506
0.20062834841548763
1.2577274810759944
0.8290842214974912
1.5409455642471908
State Vector after addition, Iteration: 1
-1.6511596326965385
0.8314300554108882
1.888529188071395
1.4598859284928918
2.540945564247191
m vector is created and equal to xu
weight sum (denominator) = 9.086827436810075E-4
Final Weights, Iteration: 1
0.5625610236226916
0.43741565673804417
2.945402021453892E-9
2.331669386214468E-5
1.0089224269429674E-16
'u' Vector (Random), Iteration: 1
0.7591466247362824
0.37206567948606994
0.4497327034587508
0.6147450876543737
0.7096117224834421
0.5944136941287425
't' Vector, Iteration: 1
0.2755603387729169
0.9886848825352246
0.799101865014983
0.4865475887199191
0.34303732827620315
0.5201797472693712
'T' Vector (cum_sum), Iteration: 1
0.2755603387729169
1.2642452213081414
2.0633470863231245
2.549894675043044
2.892932003319247
3.4131117505886186
'Q' Vector, Iteration: 1
0.5625610236226916
0.9999766803607357
0.9999766833061378
0.9999999999999999
1.0
State Vector after update, Iteration: 1
-1.6511596326965385
-1.6511596326965385
0.8314300554108882
0.8314300554108882
1.0
mean: -0.1278918309142601 end iteration 1
State Vector prior to nosie, Iteration:2
-1.6511596326965385
-1.6511596326965385
0.8314300554108882
0.8314300554108882
1.0
Process Noise, Iteration: 2
-1.3447853428344285
-0.07602776214250308
-0.5065418086549648
-0.16561321403181317
-0.038759901881468106
State Vector after addition, Iteration: 2
-2.995944975530967
-1.7271873948390417
0.3248882467559234
0.665816841379075
0.9612400981185318
m vector is created and equal to xu
weight sum (denominator) = 0.7087611438310611
Final Weights, Iteration: 2
4.560841193079915E-20
4.694778188505007E-7
0.8323309310689349
0.15376595113233701
0.013902648320909363
'u' Vector (Random), Iteration: 2
0.1193039515860882
0.42612716018553587
0.3159456812719922
0.6688065534526786
0.5765413395731621
0.9286855724773698
't' Vector, Iteration: 2
2.1260808273246603
0.8530174791663451
1.152184974879699
0.4022604184368684
0.5507082339980067
0.07398505550188478
'T' Vector (cum_sum), Iteration: 2
2.1260808273246603
2.9790983064910055
4.131283281370704
4.533543699807573
5.08425193380558
5.158236989307464
'Q' Vector, Iteration: 2
4.560841193079915E-20
4.6947781885054635E-7
0.8323314005467537
0.9860973516790907
1.0
State Vector after update, Iteration: 2
0.3248882467559234
0.3248882467559234
0.3248882467559234
0.665816841379075
1.0
mean: 0.528096316329369 end iteration 2
State Vector prior to nosie, Iteration:3
0.3248882467559234
0.3248882467559234
0.3248882467559234
0.665816841379075
1.0
Process Noise, Iteration: 3
0.06316117082191729
0.5875824715639578
-0.9679513691469496
-0.34170355853555223
-0.5926158388802161
State Vector after addition, Iteration: 3
0.3880494175778407
0.9124707183198812
-0.6430631223910261
0.3241132828435228
0.4073841611197839
m vector is created and equal to xu
weight sum (denominator) = 2.7696069607206484
Final Weights, Iteration: 3
0.3135148810923929
0.03283422385517483
0.00871164027587556
0.3420141060474308
0.30292514872912585
'u' Vector (Random), Iteration: 3
0.19713745402623362
0.8100565087760211
0.4897525287748944
0.9339863615698163
0.8191466603039365
0.17164920539580286
't' Vector, Iteration: 3
1.6238540573750895
0.21065126982802806
0.7138550587713391
0.06829344303355143
0.199492138750439
1.7623023883009024
'T' Vector (cum_sum), Iteration: 3
1.6238540573750895
1.8345053272031175
2.5483603859744566
2.616653829008008
2.816145967758447
4.578448356059349
'Q' Vector, Iteration: 3
0.3135148810923929
0.3463491049475677
0.3550607452234433
0.6970748512708741
1.0
State Vector after update, Iteration: 3
0.3241132828435228
0.3241132828435228
0.4073841611197839
0.4073841611197839
1.0
mean: 0.4925989775853227 end iteration 3