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kalman_filter [2013/04/07 21:22]
jongbor
kalman_filter [2014/04/19 15:41] (current)
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 $$ $$
 \begin{aligned} \begin{aligned}
-\hat{x}^{-}_{k} & = A\hat{x}_{k-1} + Bu_k \\ +\hat{x}^{-}_{k} & = F\hat{x}_{k-1} + Bu_k \\ 
-P_k^{-} & = AP_{k-1}A^{T} + Q+P_k^{-} & = FP_{k-1}F^{T} + Q
 \end{aligned} \end{aligned}
 $$ $$