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muth_kalman update
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lectures/muth_kalman.md

Lines changed: 3 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -237,10 +237,11 @@ simulate it
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# stacking trick above
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Af = np.array([[ 1, 0, 0],
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[K1, 1 - K1, K1 * σ_y],
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[ 0, 0, 0]])
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[ 0, 0, 0]],dtype=object)
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Cf = np.array([[σ_x, 0],
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[ 0, K1 * σ_y],
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[ 0, 1]])
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[ 0, 1]],
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dtype=object)
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Gf = np.array([[1, 0, σ_y],
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[1, -1, σ_y]])
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