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| author | DaMichel <mw.pub@welter-4d.de> | 2016-07-17 17:41:35 +0200 |
|---|---|---|
| committer | DaMichel <mw.pub@welter-4d.de> | 2016-07-17 17:41:35 +0200 |
| commit | e07f488256bbbc49b24fd85057c9b5ea9fb9718e (patch) | |
| tree | b8f4d88bdfe24dcb996a96b8a66dc56b00a6662a /filter-kalman | |
| parent | 1938853fd7b5889f0381a6ad120f877b649d4887 (diff) | |
fix prediction error cov propagation in KF
Diffstat (limited to 'filter-kalman')
| -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 ) |