daviddoji/Kalman-and-Bayesian-Filters-in-Python
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Minor spelling correction.

Browse Source
This commit is contained in:
Roger Labbe 2016-12-09 12:24:37 -08:00
parent 5bac8fbbbc
commit 360eccb371
1 changed files with 3 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
14-Adaptive-Filtering.ipynb
View File

@ -1336,7 +1336,7 @@
"\n",
"$$ \\tilde{\\mathbf P} = \\alpha^2\\mathbf{FPF}^\\mathsf T + \\mathbf Q$$\n",
"\n",
"where $\\alpha > 1.0$. If $\\alpha == 1$ then we get the normal Kalman filter performance. $\\alpha$ is an attribute of the `KalmanFilger` class; its value defaults to 1 so the filter acts like a Kalman filter unless $\\alpha$ is assigned a value other than 1. There is no hard and fast rule for choosing $\\alpha$, but it is typically very close to 1, such as 1.01. You will need to make many runs with either simulated or real data to determine a value that responds to maneuvers without causing the estimate to become too noisy due to overly weighting the noisy measurement.\n",
"where $\\alpha > 1.0$. If $\\alpha == 1$ then we get the normal Kalman filter performance. $\\alpha$ is an attribute of the `KalmanFilter` class; its value defaults to 1 so the filter acts like a Kalman filter unless $\\alpha$ is assigned a value other than 1. There is no hard and fast rule for choosing $\\alpha$, but it is typically very close to 1, such as 1.01. You will need to make many runs with either simulated or real data to determine a value that responds to maneuvers without causing the estimate to become too noisy due to overly weighting the noisy measurement.\n",
"\n",
"Why does this work? If we increase the estimate error covariance the filter becomes more uncertain about it's estimate, hence it gives more weight to the measurement. \n",
"\n",
@ -2271,7 +2271,7 @@
"metadata": {
"anaconda-cloud": {},
"kernelspec": {
"display_name": "Python [default]",
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
@ -2285,7 +2285,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.5.1"
"version": "3.5.2"
}
},
"nbformat": 4,