diff --git a/src/kalman.jl b/src/kalman.jl index e665ac466334238819cd85dce9aac61249552a96..1d788be2b0dfd4937e1cb2da9f733928545138f5 100644 --- a/src/kalman.jl +++ b/src/kalman.jl @@ -1,15 +1,10 @@ function kalman(R1,R2,theta, y, A, P) - # This is really a Kalman filter, not RLS ATP = A'*P; K = (P*A)/(R2+ATP*A); P = P - (P*A*ATP)./(R2 + ATP*A) + R1; yp = A'*theta e = (y-yp)[1]; - red = 1; - # if abs(e) > 0.025 - # red = 0.2; - # end - theta = theta + K*e*red; + theta = theta + K*e; theta, P, e, yp[1] -end +end \ No newline at end of file