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[FIX]factorize “the estimated predicted error covariance” #189

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[FIX]factorize “the estimated predicted error covariance” #189

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6 changes: 4 additions & 2 deletions filterpy/kalman/CubatureKalmanFilter.py
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Original file line number Diff line number Diff line change
Expand Up @@ -318,9 +318,9 @@ def predict(self, dt=None, fx_args=()):

# evaluate cubature points
for k in range(self._num_sigmas):
self.sigmas_f[k] = self.fx(sigmas[k], dt, *fx_args)
sigmas_f[k] = self.fx(sigmas[k], dt, *fx_args)

self.x, self.P = ckf_transform(self.sigmas_f, self.Q)
self.x, self.P = ckf_transform(sigmas_f, self.Q)

# save prior
self.x_prior = self.x.copy()
Expand Down Expand Up @@ -359,6 +359,8 @@ def update(self, z, R=None, hx_args=()):
elif isscalar(R):
R = eye(self.dim_z) * R

self.sigmas_f = spherical_radial_sigmas(self.x, self.P)

for k in range(self._num_sigmas):
self.sigmas_h[k] = self.hx(self.sigmas_f[k], *hx_args)

Expand Down