daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Merge pull request #129 from marcae777/master

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Fixed formula in Kalman Filter Math
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Roger Labbe 2017-01-14 09:03:35 -08:00 committed by GitHub
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07-Kalman-Filter-Math.ipynb
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@ -388,7 +388,7 @@
"\n",
"However, we are not interested in the derivative of $\\mathbf x$, but in $\\mathbf x$ itself. Ignoring the noise for a moment, we want an equation that recusively finds the value of $\\mathbf x$ at time $t_k$ in terms of $\\mathbf x$ at time $t_{k-1}$:\n",
"\n",
"$$\\mathbf x(t_k) = \\mathbf F(\\Delta t)\\mathbf x(t_{k-1}) + \\mathbf B(t_k) + \\mathbf u (t_k)$$\n",
"$$\\mathbf x(t_k) = \\mathbf F(\\Delta t)\\mathbf x(t_{k-1}) + \\mathbf B(t_k)\\mathbf u (t_k)$$\n",
"\n",
"Convention allows us to write $\\mathbf x(t_k)$ as $\\mathbf x_k$, which means the \n",
"the value of $\\mathbf x$ at the k$^{th}$ value of $t$.\n",