This commit is contained in:
mu 2013-11-29 18:09:43 +00:00
parent 1e01d79072
commit 94c7047b82

View file

@ -267,7 +267,7 @@ class StateSpace_1(Model):
LL = linalg.cho_factor(H.dot(PF[:,:,k]).dot(H.T) + R)
K = linalg.cho_solve(LL, H.dot(PF[:,:,k].T)).T
stop
MF[:,k] += K.dot(Y[:,k]-H.dot(MF[:,k]))
PF[:,:,k] -= K.dot(H).dot(PF[:,:,k])
stop