filter.py 文件源码

def backward_step_fn(self, params, inputs):
        """
        Backwards step over a batch, to be used in tf.scan
        :param params:
        :param inputs: (batch_size, variable dimensions)
        :return:
        """
        mu_back, Sigma_back = params
        mu_pred_tp1, Sigma_pred_tp1, mu_filt_t, Sigma_filt_t, A = inputs

        # J_t = tf.matmul(tf.reshape(tf.transpose(tf.matrix_inverse(Sigma_pred_tp1), [0, 2, 1]), [-1, self.dim_z]),
        #                 self.A)
        # J_t = tf.transpose(tf.reshape(J_t, [-1, self.dim_z, self.dim_z]), [0, 2, 1])
        J_t = tf.matmul(tf.transpose(A, [0, 2, 1]), tf.matrix_inverse(Sigma_pred_tp1))
        J_t = tf.matmul(Sigma_filt_t, J_t)

        mu_back = mu_filt_t + tf.matmul(J_t, mu_back - mu_pred_tp1)
        Sigma_back = Sigma_filt_t + tf.matmul(J_t, tf.matmul(Sigma_back - Sigma_pred_tp1, J_t, adjoint_b=True))

        return mu_back, Sigma_back