def testCovStep(self):
prev_cov = np.asarray([[.5, -.2], [-.2, .9]], dtype=np.float32)
prev_cov_tensor = self.build_tensor(prev_cov)
cov_step = build_kalman_cov_step(
self.get_transition_matrix_for_timestep,
self.get_transition_noise_for_timestep,
self.get_observation_matrix_for_timestep,
self.get_observation_noise_for_timestep)
new_cov, obs_cov = cov_step((prev_cov_tensor, None), t=0)
self.assertAllClose(self.evaluate(new_cov),
np.dot(self.transition_matrix,
np.dot(prev_cov,
self.transition_matrix.T)) + np.eye(2))
self.assertAllClose(self.evaluate(obs_cov),
[[np.sum(self.evaluate(new_cov)) + 1.]])
def testCovStep(self):
prev_cov = np.asarray([[.5, -.2], [-.2, .9]], dtype=np.float32)
prev_cov_tensor = self.build_tensor(prev_cov)
cov_step = build_kalman_cov_step(
self.get_transition_matrix_for_timestep,
self.get_transition_noise_for_timestep,
self.get_observation_matrix_for_timestep,
self.get_observation_noise_for_timestep)
new_cov, obs_cov = cov_step((prev_cov_tensor, None), t=0)
self.assertAllClose(self.evaluate(new_cov),
np.dot(self.transition_matrix,
np.dot(prev_cov,
self.transition_matrix.T)) + np.eye(2))
self.assertAllClose(self.evaluate(obs_cov),
[[np.sum(self.evaluate(new_cov)) + 1.]])
