From a1add3c4b02a51a9259bddde3e6f551872bb30cd Mon Sep 17 00:00:00 2001 From: Roger Labbe Date: Mon, 1 Jan 2018 11:36:17 -0800 Subject: [PATCH] Fixed typos in fixed lag smoother equations 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. --- 13-Smoothing.ipynb | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/13-Smoothing.ipynb b/13-Smoothing.ipynb index b3b5d3f..41875a3 100644 --- a/13-Smoothing.ipynb +++ b/13-Smoothing.ipynb @@ -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",