評価

Test

N = 2
G = 1/2**8 * jnp.identity(N, dtype=jnp.float32)
Sigma = 5.0 * jnp.identity(N, dtype=jnp.float32)
w0 = jnp.ones((N,), dtype=jnp.float32)/jnp.sqrt(N)
propy1 = 0.5

W_norm, RMS_Wtt_EKF, RMS_Wtt_VA, RMS_Wtt_EM = RMS(
  key=jrd.PRNGKey(0), 
  N=2, 
  T=1000, 
  G=G,
  w0=w0,
  Sigma=Sigma,
  P0=G,
  propy1=propy1)

plt.scatter(W_norm, RMS_Wtt_EKF, label="EKF")
plt.scatter(W_norm, RMS_Wtt_VA, marker='x', label="VA")
plt.scatter(W_norm, RMS_Wtt_EM, marker='.', label="EM")
plt.legend()

N = 2
G = 1/2**8 * jnp.identity(N, dtype=jnp.float32)
Sigma = 5.0 * jnp.identity(N, dtype=jnp.float32)
w0 = jnp.ones((N,), dtype=jnp.float32)/jnp.sqrt(N)
propy1 = 0.5

RMS_Wtt_EKF, RMS_Wtt_VA, RMS_Wtt_EM = losi_error(
  key=jrd.PRNGKey(0), 
  N=2, 
  T=1000, 
  G=G,
  w0=w0,
  Sigma=Sigma,
  P0=G,
  propy1=propy1)

plt.plot(RMS_Wtt_EKF, label="EKF")
plt.plot(RMS_Wtt_VA, label="VA")
plt.plot(RMS_Wtt_EM, label="EM")
plt.legend()

sum(RMS_Wtt_EKF), sum(RMS_Wtt_VA), sum(RMS_Wtt_EM)

(Array(10.609799, dtype=float32),
 Array(11.298924, dtype=float32),
 Array(11.056256, dtype=float32))

jnp.array([1,2,3])[:-1]

Array([1, 2], dtype=int32)

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