daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Using "state estimate" instead of "mean estimate" in the covariance equation at the predict step.

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Gluttton 2016-03-06 12:53:41 +02:00
parent f62fb8bbe8
commit 35663774d7
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10-Unscented-Kalman-Filter.ipynb
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@ -6184,7 +6184,7 @@
"\\mathbf{\\bar x} = \\mathbf{Fx} & \n",
"\\mathbf{\\bar x} = \\sum w^m\\boldsymbol{\\mathcal Y} \\\\\n",
"\\mathbf{\\bar P} = \\mathbf{FPF}^\\mathsf T+\\mathbf Q & \n",
"\\mathbf{\\bar P} = \\sum w^c({\\boldsymbol{\\mathcal Y}-\\bar{\\boldsymbol\\mu})(\\boldsymbol{\\mathcal Y} - \\bar{\\boldsymbol\\mu})^\\mathsf{T}} + \\mathbf Q \\\\\n",
"\\mathbf{\\bar P} = \\sum w^c({\\boldsymbol{\\mathcal Y} - \\mathbf{\\bar x})(\\boldsymbol{\\mathcal Y} - \\mathbf{\\bar x})^\\mathsf T}+\\mathbf Q\n",
"\\hline \n",
"& \\boldsymbol{\\mathcal Z} = h(\\boldsymbol{\\mathcal{Y}}) \\\\\n",
"& \\boldsymbol\\mu_z = \\sum w^m\\boldsymbol{\\mathcal{Z}} \\\\\n",