From c0ea067344247f466f7c312ae605962bcd1cd523 Mon Sep 17 00:00:00 2001 From: Qx5 Date: Wed, 24 Aug 2016 11:19:52 +0200 Subject: [PATCH] Missing transpose in text python code does apply transpose as is correct in RTS --- 13-Smoothing.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/13-Smoothing.ipynb b/13-Smoothing.ipynb index dc88303..60599c2 100644 --- a/13-Smoothing.ipynb +++ b/13-Smoothing.ipynb @@ -499,7 +499,7 @@ " Update Step\n", " \n", "$$\\begin{aligned}\n", - "\\mathbf{K}_k &= \\mathbf{P}_k\\mathbf{F} \\hspace{2 mm}\\mathbf{P}^{-1} \\\\\n", + "\\mathbf{K}_k &= \\mathbf{P}_k\\mathbf{F}^\\mathsf{T} \\hspace{2 mm}\\mathbf{P}^{-1} \\\\\n", "\\mathbf{x}_k &= \\mathbf{x}_k + \\mathbf{K}_k(\\mathbf{x}_{x+1} - \\mathbf{FX}_k) \\\\\n", "\\mathbf{P}_k &= \\mathbf{P}_k + \\mathbf{K}_k(\\mathbf{P}_{K+1} - \\mathbf{P})\\mathbf{K}_k^\\mathsf{T}\n", "\\end{aligned}$$\n",