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bayes_algorithm [2016/10/26 22:44] nikolaj |
bayes_algorithm [2016/10/26 22:45] nikolaj |
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| and you apply the Bayes Filter with | and you apply the Bayes Filter with | ||
| - | $ P(x_k, x_{k-1}) = p( x_k \mid x_{k-1}) = \mathcal{N} ( {F}_k x_{k-1} + B_k u_k, {Q}_k) $ | + | $ P_u(x_k, x_{k-1}) = p( x_k \mid x_{k-1}, u_k) = \mathcal{N} ( {F}_k x_{k-1} + B_k u_k, {Q}_k) $ |
| - | $ O(x_k) = p( {z}_k\mid x_k) = \mathcal{N}( {H}_{k} x_k, {R}_k) $ | + | $ O_z(x_k) = p( {z}_k\mid x_k) = \mathcal{N}( {H}_{k} x_k, {R}_k) $ |
| where $ \mathcal{N}( x, \sigma^2) $ is the normal distribution, except of course with multivariate arguments. | where $ \mathcal{N}( x, \sigma^2) $ is the normal distribution, except of course with multivariate arguments. | ||
