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The example given on the Kalman Filter documentation page defines a position+velocity problem, with this state transition matrix F:
f.F = np.array([[1.,1.],
[0.,1.]])
From what I can tell, the upper right element should actually be dt, not 1. I can exclude that the timestep size dt is coincidentally 1, because further down we have f.Q = Q_discrete_white_noise(dim=2, dt=0.1, var=0.13).
The example given on the Kalman Filter documentation page defines a position+velocity problem, with this state transition matrix F:
From what I can tell, the upper right element should actually be
dt
, not 1. I can exclude that the timestep sizedt
is coincidentally 1, because further down we havef.Q = Q_discrete_white_noise(dim=2, dt=0.1, var=0.13)
.So, afaict, here it should say
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