PebetoUofC
PebetoUofC
It works with Python v3.8.3 (May 2020). Which version of Python are you running?
With a first-order system, it would seem more natural to assume noise in the velocity, as you suggested (with w being a velocity). However, when looking at the model, I...
Here we compute the covariance matrix for the predicted state. So, the expression should be: E[(Fx-E[Fx])(Fx-E[Fx])^T] In other words, there is an F missing in the notebook and then everything...
See https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/issues/369
We have: measurement = position + error_in_measurement, where error_in_measurement is drawn from a normal with mean 0 and standard error equals to the standard error of the measurement z_std
See https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/issues/381