diff options
| -rw-r--r-- | filter-kalman/kalman_simulation.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/filter-kalman/kalman_simulation.py b/filter-kalman/kalman_simulation.py index 7a320426..011349ec 100644 --- a/filter-kalman/kalman_simulation.py +++ b/filter-kalman/kalman_simulation.py @@ -56,7 +56,7 @@ xhat[0] = measurement[0] for k in range(1,N): # time update xhatminus[k] = A * xhat[k-1] - Pminus[k] = A * P[k-1] + Q + Pminus[k] = A * P[k-1] * A.T + Q # measurement update K[k] = Pminus[k] * H.T * np.linalg.inv( H * Pminus[k] * H.T + R ) |