Added algebra to prove equivalence 1D filters.

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Added text that represented the multivariate KF equations with scalars
for the univariate case to illustrate how simple the equations actually
are. Then to complete the section I proved the equivelence of the last
chapter's equations with this one using algebra.

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Roger Labbe

2014-08-30 10:30:56 -07:00

parent 6ab8c5da92

commit 428790378a

1 changed files with 183 additions and 177 deletions

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Multidimensional_Kalman_Filters.ipynb

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