daviddoji/Kalman-and-Bayesian-Filters-in-Python
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change variable index in one variant of the measurement equation to disambiguate which variant will be used subsequently

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Kloppenburg Ernst (CR/PJ-AI-R4) 2017-11-16 09:32:54 +01:00
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08-Designing-Kalman-Filters.ipynb
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@ -2195,7 +2195,7 @@
"\n",
"To make it clearer, suppose that the wheel reports not position but the number of rotations of the wheels, where 1 revolution yields 2 meters of travel. In that case we would write\n",
"\n",
"$$ \\begin{bmatrix}z_{wheel} \\\\ z_{ps}\\end{bmatrix} = \\begin{bmatrix}0.5 &0 \\\\ 1& 0\\end{bmatrix} \\begin{bmatrix}x \\\\ \\dot x\\end{bmatrix}$$\n",
"$$ \\begin{bmatrix}z_{rot} \\\\ z_{ps}\\end{bmatrix} = \\begin{bmatrix}0.5 &0 \\\\ 1& 0\\end{bmatrix} \\begin{bmatrix}x \\\\ \\dot x\\end{bmatrix}$$\n",
"\n",
"Now we have to design the measurement noise matrix $\\mathbf R$. Suppose that the measurement variance for the position is twice the variance of the wheel, and the standard deviation of the wheel is 1.5 meters. That gives us\n",
"\n",