diff --git a/Designing_Kalman_Filters.ipynb b/Designing_Kalman_Filters.ipynb index bcf274e..aa74cfe 100644 --- a/Designing_Kalman_Filters.ipynb +++ b/Designing_Kalman_Filters.ipynb @@ -1,7 +1,7 @@ { "metadata": { "name": "", - "signature": "sha256:dc7abfb3c31bceb18f38ed34d63ab344a0e937dfb0c1b339c16885b1cc985f8a" + "signature": "sha256:74efaa83634cbf732aa372565ab776312f5d3079a4732d7a7d797b8996bd3469" }, "nbformat": 3, "nbformat_minor": 0, @@ -1232,7 +1232,7 @@ "\n", "where\n", "\n", - "$$\\mathbf{F} = \\begin{bmatrix}\n", + "$$\\mathbf{H} = \\begin{bmatrix}\n", "1 & 0 & 0 & 0 & 0 \\\\\n", "0 & 0 & 1 & 0 & 0\n", "\\end{bmatrix}$$" @@ -1673,7 +1673,54 @@ "Notionally, the computation that $\\textbf{F}$ computes is\n", "\n", "$$x' = Fx$$\n", - "\n" + "\n", + "With no air drag, we had\n", + "\n", + "$$\n", + "\\mathbf{F} = \\begin{bmatrix}\n", + "1 & \\Delta t & 0 & 0 & 0 \\\\\n", + "0 & 1 & 0 & 0 & 0 \\\\\n", + "0 & 0 & 1 & \\Delta t & \\frac{1}{2}{\\Delta t}^2 \\\\\n", + "0 & 0 & 0 & 1 & \\Delta t \\\\\n", + "0 & 0 & 0 & 0 & 1\n", + "\\end{bmatrix}\n", + "$$" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "which corresponds to the Euler equations\n", + "\n", + "$$ \n", + "\\begin{aligned}\n", + "x &= x + v_x \\Delta t \\\\\n", + "v_x &= v_x \\\\\n", + "\\\\\n", + "y &= y + v_y \\Delta t + \\frac{a_y}{2} {\\Delta t}^2 \\\\\n", + "v_y &= v_y + a_y \\Delta t \\\\\n", + "a_y &= a_y\n", + "\\end{aligned}\n", + "$$" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "From the section above we know that our new Euler equations must be\n", + "\n", + "$$ \n", + "\\begin{aligned}\n", + "x &= x + v_x \\Delta t \\\\\n", + "v_x &= v_x \\\\\n", + "\\\\\n", + "y &= y + v_y \\Delta t + \\frac{a_y}{2} {\\Delta t}^2 \\\\\n", + "v_y &= v_y + a_y \\Delta t \\\\\n", + "a_y &= a_y\n", + "\\end{aligned}\n", + "$$" ] }, {