[upstream PR #189] [FIX]factorize “the estimated predicted error covariance” #124
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GeorgePearse wants to merge 1 commit intomasterfrom
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[upstream PR #189] [FIX]factorize “the estimated predicted error covariance” #124GeorgePearse wants to merge 1 commit intomasterfrom
GeorgePearse wants to merge 1 commit intomasterfrom
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…rmula (43) in Measurement Update section.
GeorgePearse
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Upstream PR: rlabbe/filterpy#189
Author: Imported from upstream
Original Description
You should factorize “the estimated predicted error covariance” on formula (43) , before "3)Evaluate the propagated cubature points" in the Measurement Update section.
Integration Notes