daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Added description for H-infinity filters.

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Roger Labbe 2014-11-30 16:45:01 -08:00
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README.md
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@ -141,7 +141,9 @@ EKF and UKF are linear approximations of nonlinear problems. Unless programmed c
* [**Chapter 12: H-Infinity Filters**](http://nbviewer.ipython.org/urls/raw.github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/master/12_HInfinity_Filters/HInfinity_Filters.ipynb)
H-inifinity filters are a form of filter that is very robust in the presence of non-Gaussian noise. They do not perform as well as Kalman filters, but are less likely to diverge.
* [**Chapter 13: Numerical Stability**](not implemented)