Basic Documentation for KF test

python/gtsam/tests/test_KalmanFilter.py

@@ -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])