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Make correction step static
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@@ -60,7 +60,7 @@ KalmanState KalmanFilter::correct(KalmanState state, matrix z, matrix H, matrix
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state.x = state.x + K * (z - H * state.x); //TODO check transpose
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state.x.show_serial();
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// Update the error covariance matrix
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state.error = (identity_ - K * H) * state.error;
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state.error = (matrix::eye(state.x.get_rows()) - K * H) * state.error;
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return state;
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}
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