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Inverse of a singular matrix result in inf

Open iyabchen opened this issue 5 years ago • 1 comments

In code K = P*C.transpose()*(C*P*C.transpose() + R).inverse();, the inverse of a matrix might not exist if the matrix is singular, and K is invalid in that case.

iyabchen avatar Jul 16 '19 16:07 iyabchen

could try the joseph formulation in that case.

pattylo avatar Jun 05 '22 06:06 pattylo