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Kalman-and-Bayesian-Filters-in-Python
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Merge branch 'master' of https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python

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Roger Labbe 2022-06-27 12:08:25 -07:00
parent babbc1e37e 11d9fce905
commit 9e3d2f6ed0
1 changed files with 1 additions and 1 deletions
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13-Smoothing.ipynb
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@ -268,7 +268,7 @@
" for k in range(n-2,-1,-1):\n",
" Pp[k] = F @ P[k] @ F.T + Q # predicted covariance\n",
"\n",
" K[k] = P[k] @ F.T @inv(Pp[k])\n",
" K[k] = P[k] @ F.T @ inv(Pp[k])\n",
" x[k] += K[k] @ (x[k+1] - (F @ x[k])) \n",
" P[k] += K[k] @ (P[k+1] - Pp[k]) @ K[k].T\n",
" return (x, P, K, Pp)\n",