Emrys::updates::Symmetric Struct Reference

The symmetric covariance update: \( P - K \Sigma_{yy} K^T \), equal to the standard form when \( K \) is the optimal gain, and made exactly symmetric. More...

#include <EmrysFilter/Models/Condition.h>

Detailed Description

The symmetric covariance update: \( P - K \Sigma_{yy} K^T \), equal to the standard form when \( K \) is the optimal gain, and made exactly symmetric.

Positive definiteness can still be lost as it can in the standard form.

See also

Standard, Joseph

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The documentation for this struct was generated from the following file:

• EmrysFilter/Models/Condition.h