daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Bug fix: Incorrect equation for product of Gaussian

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Closes #234
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rummanwaqar 2018-12-18 00:10:54 -07:00
parent 3ce1de7213
commit 423c82e3fc
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04-One-Dimensional-Kalman-Filters.ipynb
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@ -460,7 +460,7 @@
"\n",
"$$\\begin{aligned}\n",
"\\mathcal N(\\mu, \\sigma^2) &= \\| prior \\cdot likelihood \\|\\\\\n",
"&=\\mathcal{N}(\\bar\\mu, \\bar\\sigma^2)\\cdot \\mathcal{N}(\\mu_z, \\sigma_z^2) \\\\\n",
"&= \\| \\mathcal{N}(\\bar\\mu, \\bar\\sigma^2)\\cdot \\mathcal{N}(\\mu_z, \\sigma_z^2) \\|\\\\\n",
"&= \\mathcal N(\\frac{\\bar\\sigma^2 \\mu_z + \\sigma_z^2 \\bar\\mu}{\\bar\\sigma^2 + \\sigma_z^2},\\frac{\\bar\\sigma^2\\sigma_z^2}{\\bar\\sigma^2 + \\sigma_z^2})\n",
"\\end{aligned}$$\n",
"\n",