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dstl / Stone-Soup

A software project to provide the target tracking community with a framework for the development and testing of tracking algorithms.
https://stonesoup.rtfd.io
MIT License
384 stars 126 forks source link

Corrected update equation in Kalman tutorial #866

Closed jmbarr closed 9 months ago

jmbarr commented 9 months ago

(I'm indebted to Prof Godsill for pointing out the error). For justification see equation 1.4 in 'Beyond the Kalman filter', Ristic et al.