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Merge pull request #88 from decargroup/fix_iekf
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recompute R after iters in IEKF
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CharlesCossette authored Jul 25, 2023
2 parents 6e89f8b + f3672ad commit c0dd762
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1 change: 1 addition & 0 deletions pynav/filters.py
Original file line number Diff line number Diff line change
Expand Up @@ -418,6 +418,7 @@ def correct(

# Re-evaluate the jacobians at our latest operating point
G = np.atleast_2d(y.model.jacobian(x_op_jac))
R = np.atleast_2d(y.model.covariance(x_op_jac))
e = x_op.minus(x.state).reshape((-1, 1))
J = x_op.plus_jacobian(e)
P = J @ x.covariance @ J.T
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