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prcoess var should be used to compute prior, and sensor var
for the posterior.
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‎04-One-Dimensional-Kalman-Filters.ipynb‎

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" # predict\n",
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" dx = velocity*dt\n",
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" pos = pos + dx\n",
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" var = var + sensor_var\n",
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" var = var + process_var\n",
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"\n",
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" # update\n",
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" pos = (var*z + process_var*pos) / (var + process_var)\n",
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" var = (var * process_var) / (var + process_var)\n",
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" pos = (var*z + sensor_var*pos) / (var + sensor_var)\n",
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" var = (var * sensor_var) / (var + sensor_var)\n",
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"``` \n",
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"\n",
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"Just 5 lines of very simple math implements the entire filter!\n",
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"def volt(voltage, std):\n",
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"voltage_std = .13\n",
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"process_var = .05**2\n",
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"actual_voltage = 16.3\n",
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"dt = 1. # time step in seconds\n",
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"dt = 1. # time step in seconds\n",
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"\n",
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"x = (25, 1000) # initial state\n",
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"process_model = (temp_change*dt, process_var)\n",
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