ToyARK13.py 文件源码

def plotSequenceForRotatingState3D(degPerStep, Sigma, stationaryDim=0, T=1000):
    A = makeA_3DRotationMatrix(degPerStep, stationaryDim)
    Sigma = Sigma * np.eye(3)
    assert Sigma.shape == (3, 3)

    X = np.zeros((T, 3))
    X[0, :] = [1, 1, 1]
    for t in xrange(1, T):
        X[t] = np.random.multivariate_normal(np.dot(A, X[t - 1]), Sigma)

    ax = Axes3D(pylab.figure())
    pylab.plot(X[:, 0], X[:, 1], X[:, 2], '.')
    pylab.axis('equal')