Fixed 2 possible bugs in Kalman Filter implementation
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@ -42,7 +42,7 @@ class LinearKalmanFilter:
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def update(self, z, R):
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# Calculate Kalman Gain
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temp = np.dot(self.H, np.dot(self.P,self.H)) + R
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temp = np.dot(self.H, np.dot(self.P, np.transpose(self.H))) + R
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inv = inv_gen(temp)
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K = np.dot(self.P, np.dot(np.transpose(self.H), inv))
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@ -63,7 +63,7 @@ class LinearKalmanFilter:
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def predict(self, u):
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self.x = np.dot(self.F, self.x) + np.dot(self.G,u)
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self.P = np.dot(self.F, np.dot(self.P, inv_gen(self.F))) + self.Q
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self.P = np.dot(self.F, np.dot(self.P, np.transpose(self.F))) + self.Q
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def step(self, z, R, u):
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self.predict(u)
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