diff --git a/python/gtsam/tests/test_KalmanFilter.py b/python/gtsam/tests/test_KalmanFilter.py index 48a91b96cc..b13d5b2246 100644 --- a/python/gtsam/tests/test_KalmanFilter.py +++ b/python/gtsam/tests/test_KalmanFilter.py @@ -19,6 +19,21 @@ class TestKalmanFilter(GtsamTestCase): def test_KalmanFilter(self): + """ + Kalman Filter Definitions: + F - State Transition Model + B - Control Input Model + u - Control Vector + modelQ - Covariance of the process Noise (input for KalmanFilter object) - sigma as input + Q - Covariance of the process Noise (for reference calculation) - sigma^2 as input + H - Observation Model + z1 - Observation iteration 1 + z2 - Observation iteration 2 + z3 - observation iteration 3 + modelR - Covariance of the observation Noise (input for KalmanFilter object) - sigma as input + R - Covariance of the observation Noise (for reference calculation) - sigma^2 as input + """ + F = np.eye(2) B = np.eye(2) u = np.array([1.0, 0.0])