diff --git a/code/exercises-4-kalman.ipynb b/code/exercises-4-kalman.ipynb index 7d356b3..5d1885a 100755 --- a/code/exercises-4-kalman.ipynb +++ b/code/exercises-4-kalman.ipynb @@ -52,7 +52,7 @@ "source": [ "### Gaussian prior\n", "\n", - "$$p(X_0) = \\mathcal{N}(\\mu_0, \\Sigma_0)$$" + "$$p(x_0) = \\mathcal{N}(x_0 | \\mu_0, \\Sigma_0)$$" ] }, { @@ -82,7 +82,7 @@ "source": [ "### Linear Gaussian transition model\n", "\n", - "$$p(X_t \\vert X_{t - 1}) = \\mathcal{N}(F X_{t - 1} + u, \\Sigma_x)$$" + "$$p(x_t \\vert x_{t - 1}) = \\mathcal{N}(x_t | F x_{t - 1} + u, \\Sigma_x)$$" ] }, { @@ -119,7 +119,7 @@ "source": [ "### Linear Gaussian sensor model\n", "\n", - "$$p(E_t \\vert X_t) = \\mathcal{N}(H X_t + v, \\Sigma_e)$$" + "$$p(e_t \\vert x_t) = \\mathcal{N}(e_t | H x_t + v, \\Sigma_e)$$" ] }, { diff --git a/exercises/e4.tex b/exercises/e4.tex index cf2c594..a6c52c1 100755 --- a/exercises/e4.tex +++ b/exercises/e4.tex @@ -326,9 +326,9 @@ \section{Super Spring Ultra Pro Max XXL} \end{itemize} In a \href{https://wikipedia.org/wiki/Multivariate_normal_distribution}{multivariate Gaussian distribution} $x = \mat{x_1 & x_2 & \dots & x_n}^T \sim \N(\mu, \Sigma)$, the first argument is the \emph{mean vector} and the second is the \emph{covariance matrix}. The mean vector is the vector of the variable means, \ie{} $\mu_i = \E\sbk{x_i}$. An element $\Sigma_{ij}$ of the covariance matrix is the covariance between the variables $x_i$ and $x_j$, \ie{} $\Sigma_{ij} = \E\sbk{(x_i - \mu_i) (x_j - \mu_j)}$. If $x_i$ is independent from $x_j$, their covariance is null by definition, \ie{} $\Sigma_{ij} = 0$. Interestingly, the diagonal elements $\Sigma_{ii}$ are the variable variances $\V\sbk{x_i} = \E\sbk{(x_i - \mu_i)^2}$. - In our case, the state $X_t$ is a 4-dimensional vector $\mat{p_t & \dot{p}_t & \ddot{p}_t & w_t}^T$ and according to the provided information, the prior is defined by + In our case, the state $X_t$ is a 4-dimensional vector $\mat{p_t & \dot{p}_t & \ddot{p}_t & w_t}^T$ and according to the provided information, the prior is defined\footnote{The stationarity of the wind implies that $\V\sbk{w_0} = \V\sbk{w_1} = \V\sbk{\alpha w_0 + \Delta w} = \alpha^2 \V\sbk{w_0} + \sigma_w^2$, and therefore, $\V\sbk{w_0} = \frac{\sigma_w^2}{1 - \alpha^2}.$} by \begin{equation*} - \mu_0 = \mat{10 \\ 0 \\ 0 \\ 0} \quad \text{and} \quad \Sigma_0 = \mat{0.5^2 & 0 & 0 & 0 \\ 0 & 0.1^2 & 0 & 0 \\ 0 & 0 & 0.1^2 & 0 \\ 0 & 0 & 0.0 & \frac{\sigma_w^2}{1 - \alpha^2}} . + \mu_0 = \mat{10 \\ 0 \\ 0 \\ 0} \quad \text{and} \quad \Sigma_0 = \mat{0.5^2 & 0 & 0 & 0 \\ 0 & 0.1^2 & 0 & 0 \\ 0 & 0 & 0.1^2 & 0 \\ 0 & 0 & 0 & \frac{\sigma_w^2}{1 - \alpha^2}} . \end{equation*} Then, our transition model is defined by \begin{equation*} diff --git a/pdf/exercises-4-solutions.pdf b/pdf/exercises-4-solutions.pdf old mode 100755 new mode 100644 index d3ca02b..9428809 Binary files a/pdf/exercises-4-solutions.pdf and b/pdf/exercises-4-solutions.pdf differ diff --git a/pdf/exercises-4.pdf b/pdf/exercises-4.pdf old mode 100755 new mode 100644 index 261e56d..34f54ac Binary files a/pdf/exercises-4.pdf and b/pdf/exercises-4.pdf differ