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Basic Documentation for KF test #781

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Jun 10, 2021
Merged

Basic Documentation for KF test #781

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danbarla Jun 3, 2021
47b89dd
Merge branch 'develop' into danbarla_dev
danbarla Jun 3, 2021
c7dd909
fix comment to docstring
danbarla Jun 3, 2021
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15 changes: 15 additions & 0 deletions python/gtsam/tests/test_KalmanFilter.py
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Expand Up @@ -19,6 +19,21 @@
class TestKalmanFilter(GtsamTestCase):

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)
B = np.eye(2)
u = np.array([1.0, 0.0])
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