Errata
Extra points for exam from mathematical errors in lecture notes
- Lauri Riento, extra ^T in first derivative rule on bottom of page 27.
- Soroush Sattari, on page 54 equation 5.3 and 5.4, A(21) and A(22) of the matrix should be replaced with each other: A11=0, A12=1, A21= -k/m, A22=-n/m.
- Soroush Sattari, page 76, line 17, y_n should be x_n
- Soroush Sattari, page 77, Algorithm 6.1 Kalman Filter, some G_n's should be transposed
- Soroush Sattari, page 77, line 18, one {n|n-1} should be {n-1|n-1}
- Pengcheng Li, page 31, the covariance in (3.41) is the posterior (Bayesian) covariance, as intended, but the explanation gives the impression that it would be the classic covariance of the estimator averaged over measurements which looks a bit different.
- Sergio Catalano, in the first equation of page 66, one of the matrix exponentials is missing a t in the exponent.
- Jaakob Lidauer, page 22, Eq. (3.8), g1K should be g2K.
- Jaakob Lidauer, page 61, above (5.25), udx,n should be udu,n
- Christoph Hold, pages 41/46, it is a bit clear that x^{(i+1)} is the variable that is set to be equal to the minimum.
- Ivan Kolodko, page 62, should be x_{d_{x}-1, n-1}, not +1