Commit 74ed2f01 authored by Fredrik Bagge Carlson's avatar Fredrik Bagge Carlson
Browse files

Clean up covariance

parent 62456129
......@@ -89,6 +89,10 @@ function df(model::AbstractModel, x, u)
error("This function is not implemented for your type")
return fx,fu,fxx,fxu,fuu
end
function covariance(model::AbstractModel, x, u)
cov(x[:,2:end]-predict(model, x, u)[:,1:end-1], 2)
end
# Model interface ====================================
......@@ -169,13 +173,5 @@ end
function covariance(model::AbstractModel, x, u)
xhat = similar(x)
xhat[:,1] = x[:,1]
for i = 1:size(x,2)-1
xhat[:,i+1] = model.At[:,:,i]*x[:,i] + model.Bt[:,:,i]*u[:,i]
end
return cov(x-xhat, 2)
end
end # module
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