filterpy icon indicating copy to clipboard operation
filterpy copied to clipboard

Kalman filter example: wrong transition matrix?

Open bilderbuchi opened this issue 2 years ago • 0 comments

The example given on the Kalman Filter documentation page defines a position+velocity problem, with this state transition matrix F:

f.F = np.array([[1.,1.],
                [0.,1.]])

From what I can tell, the upper right element should actually be dt, not 1. I can exclude that the timestep size dt is coincidentally 1, because further down we have f.Q = Q_discrete_white_noise(dim=2, dt=0.1, var=0.13).

So, afaict, here it should say

f.F = np.array([[1.,0.1],
                [0.,1.]])

bilderbuchi avatar Aug 17 '22 07:08 bilderbuchi