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Just some restructuring to make the mechanical engineering student Milo angry
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@@ -65,6 +65,7 @@ KalmanState KalmanFilter::correct(KalmanState state, matrix z)
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matrix K = state.error * H_.T() * linalg::inv(H_ * state.error * H_.T() + R_);
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// Update the state based on the measurement
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state.x = state.x + K * (z - H_ * state.x); //TODO check transpose
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// Update the error covariance matrix
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state.error = (identity_ - K * H_) * state.error;
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return state;
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