@@ -82,6 +82,11 @@ function solve_res(f,x0::AbstractVector,sqΣ0, θ,dt,N,Nr)
8282 X,S
8383end
8484
85+ QXr,QSr= solve_res (f,[1.0 ,1.0 ,0.1 ],diagm ([0.1 ,0.1 ,0.01 ]),θ0,0.1 ,1000 ,100 )
86+ plot (QXr[1 ,1 : 30 : end ],label= " x" ,color= :blue ,errorbar= QSr[1 ,1 : 30 : end ])
87+ plot! (QXr[2 ,1 : 30 : end ],label= " y" ,color= :red ,errorbar= QSr[2 ,1 : 30 : end ])
88+
89+
8590function solve (f,x0:: AbstractVector ,Σ0, θ,dt,N)
8691 n = length (x0)
8792 n2 = 2 * length (x0)
@@ -112,16 +117,12 @@ end
112117
113118# # Extension to arbitrary
114119
115- QX,QS= solve (f,[1.0 ,1.0 ,0.1 ],diagm ([0.1 ,0.1 ,0.01 ]),θ0,0.1 ,1000 )
120+ QX,QS= solve (f,[1.0 ,1.0 ,0.1 ],diagm ([0.1 ,0.1 ,0.01 ]. ^ 2 ),θ0,0.1 ,1000 )
116121plot (QX[1 ,1 : 30 : end ],label= " x" ,color= :blue ,errorbar= QS[1 ,1 : 30 : end ])
117122plot! (QX[2 ,1 : 30 : end ],label= " y" ,color= :red ,errorbar= QS[2 ,1 : 30 : end ])
118123
119124savefig (" LV_Quadrics.svg" )
120125
121- QXr,QSr= solve_res (f,[1.0 ,1.0 ,0.1 ],diagm ([0.1 ,0.1 ,0.01 ]),θ0,0.1 ,1000 ,100 )
122- plot (QXr[1 ,1 : 30 : end ],label= " x" ,color= :blue ,errorbar= QSr[1 ,1 : 30 : end ])
123- plot! (QXr[2 ,1 : 30 : end ],label= " y" ,color= :red ,errorbar= QSr[2 ,1 : 30 : end ])
124-
125126function filter (f,x0:: AbstractVector ,Σ0, θ,dt,Ne,Y,σy)
126127 XX= []
127128 SS= []
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