daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Fixed latex layout error

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Roger Labbe 2018-05-08 17:47:04 -07:00
parent a63e03e301
commit 0c76f189b1
1 changed files with 1 additions and 1 deletions
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07-Kalman-Filter-Math.ipynb
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@ -1363,7 +1363,7 @@
"\n",
"We set this to zero and solve to find the equation for $\\mathbf K$ which minimizes the error:\n",
"\n",
"$$-2(\\mathbf H\\mathbf{\\bar P})^\\mathsf T + 2\\mathbf K(\\mathbf H \\mathbf{\\bar P}\\mathbf H^\\mathsf T + \\mathbf R) = 0\\\\\n",
"$$-2(\\mathbf H\\mathbf{\\bar P})^\\mathsf T + 2\\mathbf K(\\mathbf H \\mathbf{\\bar P}\\mathbf H^\\mathsf T + \\mathbf R) = 0 \\\\\n",
"\\mathbf K(\\mathbf H \\mathbf{\\bar P}\\mathbf H^\\mathsf T + \\mathbf R) = (\\mathbf H\\mathbf{\\bar P})^\\mathsf T \\\\\n",
"\\mathbf K(\\mathbf H \\mathbf{\\bar P}\\mathbf H^\\mathsf T + \\mathbf R) = \\mathbf{\\bar P}\\mathbf H^\\mathsf T \\\\\n",
"\\mathbf K= \\mathbf{\\bar P}\\mathbf H^\\mathsf T (\\mathbf H \\mathbf{\\bar P}\\mathbf H^\\mathsf T + \\mathbf R)^{-1}\n",