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Merge pull request #781 from danbarla/danbarla_dev

release/4.3a0
Varun Agrawal 2021-06-09 22:45:51 -04:00 committed by GitHub
parent 3fe9ca175c c7dd909ea5
commit 6f02ebde14
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1 changed files with 15 additions and 0 deletions
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15
python/gtsam/tests/test_KalmanFilter.py
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@ -19,6 +19,21 @@ from gtsam.utils.test_case import GtsamTestCase
class TestKalmanFilter(GtsamTestCase): class TestKalmanFilter(GtsamTestCase):
def test_KalmanFilter(self): 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) F = np.eye(2)
B = np.eye(2) B = np.eye(2)
u = np.array([1.0, 0.0]) u = np.array([1.0, 0.0])