daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Missing transpose in text

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python code does apply transpose as is correct in RTS
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Qx5 2016-08-24 11:19:52 +02:00 committed by GitHub
parent 45cf59df72
commit c0ea067344
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13-Smoothing.ipynb
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@ -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",