Skip to content

Instantly share code, notes, and snippets.

@jaems33

jaems33/state_covariance_matrix.py

Last active May 3, 2018 01:50
Show Gist options
  • Save jaems33/39ec4034d45b38ccecd2886e5a538950 to your computer and use it in GitHub Desktop.
Save jaems33/39ec4034d45b38ccecd2886e5a538950 to your computer and use it in GitHub Desktop.
Download ZIP
Raw
state_covariance_matrix.py
import numpy as np
# Initial Values
x = 50
x_dot = 5
# Standard Deviations
x_std = 0.5
x_dot_std = 0.2
# Variance
x_var = x_std ** 2
x_dot_var = x_dot_std ** 2
x_cov_x_dot = x_std * x_dot_std
x_dot_cov_x = x_dot_std * x_std
X = np.array([[x], [x_dot]])
P = np.array([[x_var, x_cov_x_dot],
[x_dot_cov_x, x_dot_var]])
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment