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Error in EKF.py predict_update

Open Paulkie99 opened this issue 3 years ago • 1 comments

I believe the Jacobian should be computed after the predict step instead of before.

https://github.com/rlabbe/filterpy/blob/1d2834d5d162e17bcb5e8328e4d0f97392b0ff03/filterpy/kalman/EKF.py#L222-L242

Paulkie99 avatar Jun 17 '22 09:06 Paulkie99

I agree. You want to linearize the system about the current estimate. Once you run the prediction, the estimate changes and so should the measurement Jacobian.

jsvacha avatar Oct 02 '22 22:10 jsvacha