daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Issue #94. Eqn used x instead of \bar x.

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This is in the IMM Estimate section as described in the github issue.
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Roger Labbe 2016-04-23 03:41:18 -07:00
parent a15fca8d9a
commit e34c916de5
1 changed files with 2 additions and 2 deletions
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14-Adaptive-Filtering.ipynb
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@ -22001,8 +22001,8 @@
"Now we need a final state estimate from the bank of filters. How do we do that? Just weight the mixed estimate from each Kalman filter:\n",
"\n",
"$$\\begin{aligned}\n",
"\\mathbf x &= \\sum_{j=1}^N \\mu_j{\\mathbf x}_j\\\\\n",
"\\mathbf P &= \\sum_{j=1}^N \\mu_j\\left[({\\mathbf x}_j - \\mathbf x)({\\mathbf x}_j - \\mathbf x)^\\mathsf T + \\mathbf P_j\\right]\n",
"\\mathbf x &= \\sum_{j=1}^N \\mu_j{\\bar{\\mathbf x}}_j\\\\\n",
"\\mathbf P &= \\sum_{j=1}^N \\mu_j\\left[(\\bar{{\\mathbf x}}_j - \\bar{\\mathbf x})({\\bar{\\mathbf x}}_j - \\bar{\\mathbf x})^\\mathsf T + \\bar{\\mathbf P_j}\\right]\n",
"\\end{aligned}$$"
]
},