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Fixed typo in Chapter 7

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Changed stoochastic to stochastic.
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sleepingAgain 2017-06-20 13:09:40 +01:00 committed by GitHub
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07-Kalman-Filter-Math.ipynb
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@ -795,7 +795,7 @@
"\n",
"$$\\mathbf{Q_c} = \\begin{bmatrix}0&0&0\\\\0&0&0\\\\0&0&1\\end{bmatrix} \\Phi_s$$\n",
"\n",
"where $\\Phi_s$ is the spectral density of the white noise. This can be derived, but is beyond the scope of this book. See any standard text on stoochastic processes for the details. In practice we often do not know the spectral density of the noise, and so this turns into an \"engineering\" factor - a number we experimentally tune until our filter performs as we expect. You can see that the matrix that $\\Phi_s$ is multiplied by effectively assigns the power spectral density to the acceleration term. This makes sense; we assume that the system has constant acceleration except for the variations caused by noise. The noise alters the acceleration.\n",
"where $\\Phi_s$ is the spectral density of the white noise. This can be derived, but is beyond the scope of this book. See any standard text on stochastic processes for the details. In practice we often do not know the spectral density of the noise, and so this turns into an \"engineering\" factor - a number we experimentally tune until our filter performs as we expect. You can see that the matrix that $\\Phi_s$ is multiplied by effectively assigns the power spectral density to the acceleration term. This makes sense; we assume that the system has constant acceleration except for the variations caused by noise. The noise alters the acceleration.\n",
"\n",
"We could carry out these computations ourselves, but I prefer using SymPy to solve the equation.\n",
"\n",