From 4227d05203c8d868cd665e0a75e5d5254dcd32c5 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Gerardo=20Dur=C3=A1n-Mart=C3=ADn?= Date: Thu, 16 Jun 2022 05:46:53 +0100 Subject: [PATCH] Update kalman_filter_with_unknown_noise.py Close #58 --- jsl/lds/kalman_filter_with_unknown_noise.py | 1 - 1 file changed, 1 deletion(-) diff --git a/jsl/lds/kalman_filter_with_unknown_noise.py b/jsl/lds/kalman_filter_with_unknown_noise.py index 950fe64..fc9220f 100644 --- a/jsl/lds/kalman_filter_with_unknown_noise.py +++ b/jsl/lds/kalman_filter_with_unknown_noise.py @@ -29,7 +29,6 @@ class LDS: where 1/r is the observation precision. For details on this algorithm, see sec 4.5 of "Bayesian forecasting and dynamic models", West and Harrison, 1997. https://www2.stat.duke.edu/~mw/West&HarrisonBook/ - https://bayanbox.ir/view/5561099385628144678/Bayesian-forecasting-and-dynamic-models-West-Harison.pdf Parameters ----------