daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Issue #94 Incorrect index in pseudocode

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We are looping over j, but I used i as the index.
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Roger Labbe 2016-04-23 03:33:32 -07:00
parent 69cf5aebce
commit a15fca8d9a
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14-Adaptive-Filtering.ipynb
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@ -21931,7 +21931,7 @@
"```python\n",
"for j in N:\n",
" x0[j] = sum_over_i(w[i,j] * x[i])\n",
" P0[j] = sum_over_i(w[i, j] * (P[i] + np.outer(x[i] - x0[i]))) \n",
" P0[j] = sum_over_i(w[i, j] * (P[i] + np.outer(x[i] - x0[j]))) \n",
"```\n",
"\n",
"Don't let the notation confuse what is a simple idea: incorporate estimates from the probable filters into the estimates of the improbable filters, ensuring all have a good estimate."