From e07f488256bbbc49b24fd85057c9b5ea9fb9718e Mon Sep 17 00:00:00 2001 From: DaMichel Date: Sun, 17 Jul 2016 17:41:35 +0200 Subject: fix prediction error cov propagation in KF --- filter-kalman/kalman_simulation.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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 ) -- cgit v1.2.3