daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Fixed typos in fixed lag smoother equations

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Subscripts were wrong in a couple of places. This was given to me by
jgomezdans on github, but his check in had several formatting changes
that seemed to be unnecessary/accidental. It was easier for me to just
check in his fix by making my own edit locally.
This commit is contained in:
Roger Labbe 2018-01-01 11:36:17 -08:00
parent 7ae4410a33
commit a1add3c4b0
1 changed files with 3 additions and 3 deletions
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6
13-Smoothing.ipynb
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@ -456,9 +456,9 @@
" Update Step\n",
" \n",
"$$\\begin{aligned}\n",
"\\mathbf{K}_k &= \\mathbf{P}_k\\mathbf{F}^\\mathsf{T} \\hspace{2 mm}\\mathbf{P}^{-1} \\\\\n",
"\\mathbf{x}_k &= \\mathbf{x}_k + \\mathbf{K}_k(\\mathbf{x}_{x+1} - \\mathbf{FX}_k) \\\\\n",
"\\mathbf{P}_k &= \\mathbf{P}_k + \\mathbf{K}_k(\\mathbf{P}_{K+1} - \\mathbf{P})\\mathbf{K}_k^\\mathsf{T}\n",
"\\mathbf{K}_k &= \\mathbf{P}_k\\mathbf{F}^\\mathsf{T}\\mathbf{P}^{-1} \\\\\n",
"\\mathbf{x}_k &= \\mathbf{x}_k + \\mathbf{K}_k(\\mathbf{x}_{k+1} - \\mathbf{Fx}_k) \\\\\n",
"\\mathbf{P}_k &= \\mathbf{P}_k + \\mathbf{K}_k(\\mathbf{P}_{k+1} - \\mathbf{P})\\mathbf{K}_k^\\mathsf{T}\n",
"\\end{aligned}$$\n",
"\n",
"As always, the hardest part of the implementation is correctly accounting for the subscripts. A basic implementation without comments or error checking would be:\n",