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Readded comment for likelihood.
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In a fit of madness I removed the likelihood function, leaving only
the log-likelihood (you can compute the former from the latter).

but, reason prevaled and I returned the likelihood as a property
of the filter, but forgot to update the docstring.
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rlabbe committed Dec 27, 2015
1 parent a585294 commit 24c68db
Showing 1 changed file with 4 additions and 2 deletions.
6 changes: 4 additions & 2 deletions filterpy/kalman/kalman_filter.py
Original file line number Diff line number Diff line change
Expand Up @@ -72,8 +72,11 @@ class KalmanFilter(object):
S : numpy.array
Systen uncertaintly projected to measurement space
likelihood : scalar
Likelihood of last measurement update.
log_likelihood : scalar
Log likelihood of last measurment update.
Log likelihood of last measurement update.
"""

def __init__(self, dim_x, dim_z, dim_u=0):
Expand Down Expand Up @@ -146,7 +149,6 @@ def update(self, z, R=None, H=None):
H : np.array, or None
Optionally provide H to override the measurement function for this
one call, otherwise self.H will be used.
"""

if z is None:
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