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authorDaMichel <mw.pub@welter-4d.de>2016-07-22 09:12:26 +0200
committerDaMichel <mw.pub@welter-4d.de>2016-07-22 09:12:26 +0200
commit5afa60dc91cff9f88af42193e46119536b65bcef (patch)
treeb90d86afe070e67bd749b83b329bbcce4c215c43
parente824352d75e830de81a6cd893f3f3edc317c2dc2 (diff)
oops
-rw-r--r--filter-kalman/kalman_simulation.py4
1 files changed, 2 insertions, 2 deletions
diff --git a/filter-kalman/kalman_simulation.py b/filter-kalman/kalman_simulation.py
index 011349ec..3e792212 100644
--- a/filter-kalman/kalman_simulation.py
+++ b/filter-kalman/kalman_simulation.py
@@ -61,7 +61,7 @@ for k in range(1,N):
# measurement update
K[k] = Pminus[k] * H.T * np.linalg.inv( H * Pminus[k] * H.T + R )
xhat[k] = xhatminus[k] + K[k] * (measurement[k] - H * xhatminus[k])
- P[k] = ( I - K[k] ) * Pminus[k]
+ P[k] = ( I - K[k]*H ) * Pminus[k]
t = np.arange(N) * dt
plt.figure()
@@ -73,4 +73,4 @@ plt.plot(t, x, 'r-', label='ground truth')
plt.subplot(2,1,2)
plt.plot(t, xhat[:,1,0],'g-',label='velocity estimate')
-plt.show() \ No newline at end of file
+plt.show()