search

rlabbe / Kalman-and-Bayesian-Filters-in-Python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
Other
16.64k stars 4.19k forks source link

The product of Gaussians is not explained clearly in Chapter 3 #480

Open AlexKirko opened 1 year ago

AlexKirko commented 1 year ago

In Chapter 3, you state multiple times that a product of two normally distributed random variables is normally distributed after normalization. This is confusing. A product of two PDFs of two normal distributions is a PDF of a normal distribution after normalization. The product of two normally distributed variables is a linear combination of two chi-squared-distributed random variables.

Please clarify the text, so that no one else needs to Google clarifications, all the while wondering if they forgot statistics.

ahlusar1989 commented 1 year ago

@AlexKirko I think you can open a PR right? Isn't that the best way to propose a change?