Kalman-and-Bayesian-Filters-in-Python
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Published
20 hours ago •
rlabbe
rlabbe
10.11.4 Update Step
"The cross variance is computed as:..."
Is the word "variance" intended here or the "covariance" word should be used, like in the "10.5.2 Update Step" when the covariance is computed between the state and the measurements:
"To compute the Kalman gain we first compute the cross covariance of the state and the measurements, which is defined as:"
