milsto/robust-kalman

Feasibility of the author's approximate linear method

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Is there a specific reason for not using the author's method for computing the new state variables? Like problems during matrix inversion etc.?

image

For example, sometimes the inverse of the matrix that is pointed out in the image is not computable due to singularity. Or am I doing something wrong? Could you help me with that, please? Thanks!

Also, I am implementing this based on the EKF model but I believe that should not be an issue?