From c45cb6676c247cd390e824e62eab350c606e6c7f Mon Sep 17 00:00:00 2001 From: Achmad Fathoni Date: Fri, 7 Jan 2022 01:02:02 +0700 Subject: [PATCH] Elaborate how c_0=x_0 --- 07-Kalman-Filter-Math.ipynb | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/07-Kalman-Filter-Math.ipynb b/07-Kalman-Filter-Math.ipynb index e44d74f..479e35e 100644 --- a/07-Kalman-Filter-Math.ipynb +++ b/07-Kalman-Filter-Math.ipynb @@ -294,6 +294,13 @@ "x = e^ce^{kt} \\\\\n", "x = c_0e^{kt}\\end{gathered}$$\n", "\n", + "When $t=0$, $x=x_0$. Substitute these to equation above.\n", + "\n", + "$$\\begin{gathered}x_0 = c_0e^{k(0)} \\\\\n", + "x_0 = c_01 \\\\\n", + "x_0 = c_0 \\\\\n", + "x = x_0e^{kt}\\end{gathered}$$\n", + "\n", "Using similar math, the solution to the first-order equation \n", "\n", "$$\\dot{\\mathbf x} = \\mathbf{Ax} ,\\, \\, \\, \\mathbf x(0) = \\mathbf x_0$$\n",