Closed larschrj closed 1 year ago
Algorithm 8.2 Line 6 is: GaussMoments(\mu_{t|t-1}, \Sigma{t|t-1}, F_t, B_t u_t + b_t, Q_t)
Should be as in Eq. 8.61 (?): GaussMoments(\mu_{t|t-1}, \Sigma{t|t-1}, H_t, D_t u_t + d_t, R_t)
fixed
Algorithm 8.2 Line 6 is: GaussMoments(\mu_{t|t-1}, \Sigma{t|t-1}, F_t, B_t u_t + b_t, Q_t)
Should be as in Eq. 8.61 (?): GaussMoments(\mu_{t|t-1}, \Sigma{t|t-1}, H_t, D_t u_t + d_t, R_t)