Kalman-and-Bayesian-Filters-in-Python
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Curiosity about provided solution for Chapter 2, "Exercise: Write Generic Algorithm"
The provided solution has:
dx = dx + h * (residual) / dt
In my own solution, I wrote:
dx = (1 - h) * dx + h * (residual) / dt
Is the (1 - h) applied to the prediction unnecessary for updating dx?
Chapter 1, not 2. https://github.com/rlabbe/Kalman-and-Bayesian-Filters-in-Python/blob/9e3d2f6ed023d937587cf2ef2ecfbf7afc3d8054/01-g-h-filter.ipynb#L974