Added text for computation of velocities.

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I explained how the covariances are computed by FPF',
and then how the velocity is computed using the kalman gain.

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Roger Labbe

2015-12-19 21:12:41 -08:00

parent 77ba700e39

commit 0236af896d

1 changed files with 185 additions and 68 deletions

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06-Multivariate-Kalman-Filters.ipynb

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