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for k=1:D
P_pred = A(:,k) * P(:,k) * A(:,k)' + Q(:,k);
D(:,k) = (P(:,k) * A(:,k)') / P_pred;
M(:,k) = M(:,k) + D(:,k) * (M(:,k+1) - A(:,k) * M(:,k));
P(:,k) = P(:,k) + D(:,k) * (P(:,k+1) - P_pred) * D(:,k)';
end
plot(D(:,k),M(:,k),P(:,k))
1 Comment
Jan
on 17 Sep 2017
I is confusing that you use D as limit of the loop and to collect an output.
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on 17 Sep 2017
on 17 Sep 2017
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