31 lines
642 B
Mathematica
31 lines
642 B
Mathematica
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function P_hat = mstep_update_missingdata(P, MD, S_bar, V, E_z, RO, Tr)
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% P_hat = mstep_update_missingdata(P, MD, S_bar, V, E_z, RO, Tr)
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% Fills in missing data using Eq 25
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[K, T] = size(E_z);
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J = size(S_bar, 2);
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ind = find(sum(MD')>0);
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P_hat = P;
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for kk = 1:length(ind),
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t = ind(kk);
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missingpoints_t = find(MD(t, :));
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for s=1:length(missingpoints_t),
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j = missingpoints_t(s);
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H_j = [S_bar(:,j) reshape(V(:,j), 3, K)]; % H_j is 3x(K+1)
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S_tj = H_j*[1; E_z(:,t)]; % S_tj is 3x1
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newf_t = RO{t}(1:2,:) * S_tj + Tr(t,:)';
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P_hat([t t+T], j) = newf_t;
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end
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end
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