tmp

TODO

f(y1,y2∣x)=f(y1∣x)f(y2∣x)f(y_1, y_2|x) = f(y_1|x) f(y_2|x)~ f(y1∣x)=12πσ2exp(−(x−y1)22σ2)f(y_1|x) = \frac{1}{2 \pi \sigma ^2} exp(- \frac{(x-y_1)^2}{2 \sigma^2})~ f(y2∣x)=12πσ2exp(−((50−x)−y2)22σ2)f(y_2|x) = \frac{1}{2 \pi \sigma ^2} exp(- \frac{((50-x)-y_2)^2}{2 \sigma^2})~ ∂∂x(logf(y1,y2∣x))=−2σ2(x−50−y2+y12)\frac{\partial}{\partial x}(log f(y_1, y_2|x)) = -\frac{2}{\sigma^2}(x - \frac{50-y_2+y_1}{2})~

~ ~ ~ ~ \begin{bmatrix}\theta_t \\ b_t \end{matrix} = \begin{bmatrix}\theta_{t-1}+(\omega_t - b_t) \Delta t \\ b_{t_1} \end{matrix} = \begin{bmatrix} 1 & -\Delta t \\ 0 & 1 \end{matrix} \begin{bmatrix}\theta_{t-1} \\ b_{t-1} \end{matrix} + \begin{bmatrix} \Delta t \\ 0 \end{matrix} \omega_t~

a=gsin(θ)a = g sin(\theta)

H_t = \begin{bmatrix} g & 0 \end{matrix}~

最終更新: 2020-01-01