diff --git a/tikz/kalman-filter/kalman-filter.png b/tikz/kalman-filter/kalman-filter.png index addf49e..bb2f51e 100644 Binary files a/tikz/kalman-filter/kalman-filter.png and b/tikz/kalman-filter/kalman-filter.png differ diff --git a/tikz/kalman-filter/kalman-filter.tex b/tikz/kalman-filter/kalman-filter.tex index 86dcd8c..90d827b 100644 --- a/tikz/kalman-filter/kalman-filter.tex +++ b/tikz/kalman-filter/kalman-filter.tex @@ -25,7 +25,7 @@ \node[block, text width=6cm, label={[above,align=center]{Prediction}}] at (4, 0) (prediction) {\begin{align*} - \mathbf{x}_{k+1}^{(P)} &= A x_k + B {\color{orange} a_k}\\ + \mathbf{x}_{k+1}^{(P)} &= A \mathbf{x}_k + B {\color{orange} a_k}\\ P_{k+1}^{(P)} &= A P_k A^\tran + C_k^{(r_s)} \end{align*}}; \node [block, right of=prediction, @@ -35,7 +35,7 @@ label={[above,align=center]{Innovation}}] at (4, -4) (innovation) {\begin{align*} K_k &= P_k^{(P)} H^\tran {\left (H P_k^{(P)} H^\tran + C_k^{(r_m)} \right)}^{-1}\\ - {\color{blue} \mathbf{x}_k} &= \mathbf{x}_k^{(P)} + K_k \left ({\color{orange} z_k} - H \mathbf{x}_k^{(P)} \right )\\ + {\color{blue} \mathbf{x}_k} &= (I - K_k H) \mathbf{x}_k^{(P)} + K_k {\color{orange} z_k}\\ {\color{blue} P_k} &= (I - K_k H) P_k^{(P)} \end{align*}};