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Update figure referencing
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jswright-dstl committed Jul 17, 2024
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10 changes: 5 additions & 5 deletions docs/tutorials/filters/AKKF.py
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# :math:`\Upsilon := \left[\phi_{\mathbf{y}}(\mathbf{y}^{\{1\}}),\dots,
# \phi_{\mathbf{y}}(\mathbf{y}^{\{M\}})\right]`.
# The estimate of the conditional embedding operator :math:`\hat{\mathcal{C}}_{X|Y}` is obtained
# as a linear regression in the RKHS, as illustrated in Fig. 1.
# as a linear regression in the RKHS, as illustrated in figure 1.
# Then, the empirical KME of the conditional distribution, i.e.,
# :math:`p(\mathbf{x}\mid\mathbf{y})\xrightarrow{\text{KME}} \hat{\mu}_{X|\mathbf{y}}`,
# is calculated by a linear algebra operation as:
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# :width: 800
# :alt: Illustration of Kernel Mean Embedding from data space to kernel feature space
#
# This figure represents the KME of the conditional distribution :math:`p(X|\mathbf{Y})` is
# embedded as a point in kernel feature space as
# Figure 1: This figure represents the KME of the conditional distribution :math:`p(X|\mathbf{Y})`
# is embedded as a point in kernel feature space as
# :math:`\mu_{X|y} = \int_{\mathcal{X}}\phi_x(x) d P(x|y)`.
# Given the training data sampled from :math:`P(X, Y)`, the empirical KME of :math:`P(X|y)` is
# approximated as a linear operation in RKHS, i.e.,
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# Implement the AKKF
# ^^^^^^^^^^^^^^^^^^
#
# The AKKF consists of three modules, as depicted in Fig. 2: a predictor that utilises both prior
# The AKKF consists of three modules, as depicted in figure 2: a predictor that utilises both prior
# and proposal information at time :math:`k-1` to update the prior state particles and predict the
# kernel weight mean and covariance at time :math:`k`, an updater that employs the predicted
# values to update the kernel weight and covariance, and an updater that generates the proposal
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# \mathbb{E}\left(X_{k}\right) &= X_{k}\mathbf{w}^{+}_{k}\\
# \mathrm{Cov}\left(X_{k}\right) &= X_{k}S^{+}_{k} X_{k}^{\rm{T}}.
#
# .. image:: ../../_static/AKKf_flow_diagram.png
# .. image:: ../../_static/AKKF_flow_diagram.png
# :width: 800
# :alt: Flow diagram of the AKKF
#
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