ssinfer.py 文件源码

def _measurement_update(self, y):
        gain = cho_solve(cho_factor(self.z_cov_pred), self.xz_cov).T
        self.x_mean_filt = self.x_mean_pred + gain.dot(y - self.z_mean_pred)
        self.x_cov_filt = self.x_cov_pred - gain.dot(self.z_cov_pred).dot(gain.T)