Open
Description
I am new to using Kalman filters, and I have noticed that most introductory texts seem to drop the control input to the system early on, saying it is easy to include it later, and I have not seen a method to include it in pykalman so far. I tried including control input as an observation with zero noise, but then i get an error that a matrix is not positive definite.
Any hints on how best to include control input?
PS: I am looking at using the additive unscented Kalman filter.
Metadata
Metadata
Assignees
Labels
No labels