From 35663774d73d804c74da76c137950495a5d426d9 Mon Sep 17 00:00:00 2001 From: Gluttton Date: Sun, 6 Mar 2016 12:53:41 +0200 Subject: [PATCH] Using "state estimate" instead of "mean estimate" in the covariance equation at the predict step. --- 10-Unscented-Kalman-Filter.ipynb | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/10-Unscented-Kalman-Filter.ipynb b/10-Unscented-Kalman-Filter.ipynb index 888ad3f..e4077da 100644 --- a/10-Unscented-Kalman-Filter.ipynb +++ b/10-Unscented-Kalman-Filter.ipynb @@ -6184,7 +6184,7 @@ "\\mathbf{\\bar x} = \\mathbf{Fx} & \n", "\\mathbf{\\bar x} = \\sum w^m\\boldsymbol{\\mathcal Y} \\\\\n", "\\mathbf{\\bar P} = \\mathbf{FPF}^\\mathsf T+\\mathbf Q & \n", - "\\mathbf{\\bar P} = \\sum w^c({\\boldsymbol{\\mathcal Y}-\\bar{\\boldsymbol\\mu})(\\boldsymbol{\\mathcal Y} - \\bar{\\boldsymbol\\mu})^\\mathsf{T}} + \\mathbf Q \\\\\n", + "\\mathbf{\\bar P} = \\sum w^c({\\boldsymbol{\\mathcal Y} - \\mathbf{\\bar x})(\\boldsymbol{\\mathcal Y} - \\mathbf{\\bar x})^\\mathsf T}+\\mathbf Q\n", "\\hline \n", "& \\boldsymbol{\\mathcal Z} = h(\\boldsymbol{\\mathcal{Y}}) \\\\\n", "& \\boldsymbol\\mu_z = \\sum w^m\\boldsymbol{\\mathcal{Z}} \\\\\n",