public void Predict(Vector <double> control, StateTransitionFunc stateTransition, StateTransitionJacobianFunc stateTransitionJacobian, Matrix <double> noise) { var jacobian = stateTransitionJacobian(control, State); State = stateTransition(control, State); Uncertainty = jacobian * Uncertainty * jacobian.Transpose() + noise; }
public void Predict(Vector <double> control, StateTransitionFunc stateTransition, StateTransitionJacobianFunc stateTransitionJacobian, Matrix <double> noise) { var jacobian = stateTransitionJacobian(control, Mean); Mean = stateTransition(control, Mean); Covariance = jacobian * Covariance * jacobian.Transpose() + noise; }