Kalman-and-Bayesian-Filters-in-Python
Kalman-and-Bayesian-Filters-in-Python copied to clipboard
7.5 Deriving the Kalman Gain Equation
-
"Now we need to the the derivative of the trace..." -> "Now we need to find the derivative of the trace..."
-
"The derivative of the trace the first term with respect to K is 0," -> "The derivative of the trace of the first term with respect to K is 0,"