From 24c68db01a51f07d71d1bfd7b166e94576520bb5 Mon Sep 17 00:00:00 2001 From: Roger Labbe Date: Sun, 27 Dec 2015 07:12:19 -0800 Subject: [PATCH] Readded comment for likelihood. 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. --- filterpy/kalman/kalman_filter.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/filterpy/kalman/kalman_filter.py b/filterpy/kalman/kalman_filter.py index 3f9b559..e3cfd7b 100644 --- a/filterpy/kalman/kalman_filter.py +++ b/filterpy/kalman/kalman_filter.py @@ -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): @@ -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: