http://www.example.com/posts/ Recent content in Posts on Avinash Singh Hugo -- gohugo.io en Mon, 04 May 2020 00:00:00 +0000 http://www.example.com/posts/2020-05-28-1d-kf/ Mon, 04 May 2020 00:00:00 +0000 http://www.example.com/posts/2020-05-28-1d-kf/ Variable Naming Convention $x_t$​: state $z_t$: measurement $u_t$​: control action Mean Calculation $\mu$: Mean of the prior belief $\sigma^{2}$: Variance of the prior belief $\nu$: Mean of the measurement $r^{2}$: Variance of the measurement Measurement update Formulas The new mean is calculated as a weighted sum of the prior belief and measurement means. $$\mu'=\frac{r^2\mu+\sigma^2\nu}{r^2+\sigma^2}$$ The new variance can be calculated as: