void UpdateWeinerProcess(parameterStruct *param, double beadDW[][DIM]){
int i=0;
double b[3];
int N = param->N;
var = sqrt(param->dt);
if (N%2 != 0){
GaussianRandom(&beadDW[0][0],&b[0]);
GaussianRandom(&beadDW[0][1],&b[1]);
GaussianRandom(&beadDW[0][2],&b[2]);
for(i=1;i<N;i+=2){
GaussianRandom(&beadDW[i][0],&beadDW[i+1][0]);
GaussianRandom(&beadDW[i][1],&beadDW[i+1][1]);
GaussianRandom(&beadDW[i][2],&beadDW[i+1][2]);
}
}
else{
for(i=0;i<N;i+=2){
GaussianRandom(&beadDW[i][0],&beadDW[i+1][0]);
GaussianRandom(&beadDW[i][1],&beadDW[i+1][1]);
GaussianRandom(&beadDW[i][2],&beadDW[i+1][2]);
}
}
beadDW[0][0] = 0.;
beadDW[0][1] = 0.;
beadDW[0][2] = 0.;
for(i=1;i<N;i++){
beadDW[i][0] *= var;
beadDW[i][1] *= var;
beadDW[i][2] *= var;
}
}
int CUKF::AddControlNoise()
{
Vn= D_V + GaussianRandom()*sqrt(Q->data.db[0]);
Gn= G + GaussianRandom()*sqrt(Q->data.db[3]);
// Vn = D_V + 0.0001;
// Gn = G + 0.0001;
#ifdef NOISEFREE
Vn= D_V;
Gn= G;
#endif //NOISEFREE
return 0;
}
