validate.py 文件源码

def run_random_sim(sim, L):
    """
    Run *L* simulations of the state space model specified by *sim*
    (see :func:`setup_random_sim`). Each simulation is added to *sim*
    index by an integer identifier.
    """
    sim['L'] = L
    for l in range(L):
        sim[l] = defaultdict(list)
        x_i = sim['mu'] + NP.matmul(sim['PI_sqrt'], NP.random.randn(sim['N']))
        for i in range(sim['I']):
            sim[l]['x'].append(x_i)
            # measurement
            v_i = NP.matmul(sim['R_sqrt'][i], NP.random.randn(sim['M']))
            sim[l]['y'].append(NP.matmul(sim['H'][i], sim[l]['x'][i]) + v_i)
            # time update
            u_i = NP.matmul(sim['Q_sqrt'][i], NP.random.randn(sim['N']))
            x_i = NP.matmul(sim['F'][i], x_i) + u_i
    return sim