Can anyone verify this code for a Particle Filter using sliding window - not sure it's doing what it should do

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Andrew Wileman
Andrew Wileman 2015-2-25
Hi, I'm trying to get a sliding window Particle filter working. The Particle filter part seems to work ok, however, I'm using a sliding window to form exponential model state parameters Aexp(B) for the state model in the filter and this is the part I'm not sure is correct. I was wondering if anyone had any ideas? Can regression parameters be calculated accurately enough over a windowed length of data to give a reasonable estimate of the data fit?
I've attached the code, it's a bit scrappy as I'm newish to Matlab programming.
Hoping someone may be able to help.
Thanks,
Andy

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