Jack O'Brien edited untitled.tex  almost 8 years ago

Commit id: 72b3276bbc59d0c5c61283752887ebe3c259f9ae

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$$ y(t) = b x(t) + \epsilon(t)$$  Where $\epsilon(t) \sim IID\ N(0, \sigma^{2})$ $\epsilon(t)$ is a zero mean normally distributed  random process. variable with variance $\sigma^{2}$.  %prediction  %correction  %kalman gain