From fcd31692b811ff6cc1466302f8ef037b223c52bd Mon Sep 17 00:00:00 2001 From: Dan Barladeanu Date: Thu, 3 Jun 2021 21:54:38 +0300 Subject: [PATCH] Comments Only. Added Kalman Filter definitions in test_KalmanFilter.py --- python/gtsam/tests/test_KalmanFilter.py | 15 +++++++++++++++ 1 file changed, 15 insertions(+) diff --git a/python/gtsam/tests/test_KalmanFilter.py b/python/gtsam/tests/test_KalmanFilter.py index 48a91b96c..83aa20056 100644 --- a/python/gtsam/tests/test_KalmanFilter.py +++ b/python/gtsam/tests/test_KalmanFilter.py @@ -19,6 +19,21 @@ from gtsam.utils.test_case import GtsamTestCase class TestKalmanFilter(GtsamTestCase): def test_KalmanFilter(self): + + # Kalman Filter Definitions: + # + # F - State Transition Model + # B - Control Input Model + # u - Control Vector + # modelQ - Covariance of the process Noise (input for KalmanFilter object) - sigma as input + # Q - Covariance of the process Noise (for reference calculation) - sigma^2 as input + # H - Observation Model + # z1 - Observation iteration 1 + # z2 - Observation iteration 2 + # z3 - observation iteration 3 + # modelR - Covariance of the observation Noise (input for KalmanFilter object) - sigma as input + # R - Covariance of the observation Noise (for reference calculation) - sigma^2 as input + F = np.eye(2) B = np.eye(2) u = np.array([1.0, 0.0])