daviddoji/Kalman-and-Bayesian-Filters-in-Python
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Author SHA1 Message Date
Roger Labbe
a0b7a50b05 More math material for KF. 
Added better explanation of P = FPF' + Q.

Moved conversion of multivariate equations to univariate eqs. to the
math chapter.

Moved the walkthrough of KalmanFilter to an appendix.
 2015-05-10 18:28:45 -07:00