def testKalmanTransition(self):
prev_mean = np.asarray([[-2], [.4]], dtype=np.float32)
prev_cov = np.asarray([[.5, -.2], [-.2, .9]], dtype=np.float32)
prev_mean_tensor = self.build_tensor(prev_mean)
prev_cov_tensor = self.build_tensor(prev_cov)
predicted_mean, predicted_cov = kalman_transition(
prev_mean_tensor, prev_cov_tensor,
self.get_transition_matrix_for_timestep(0),
self.get_transition_noise_for_timestep(0))
self.assertAllClose(self.evaluate(predicted_mean),
np.dot(self.transition_matrix,
prev_mean) + self.bias[:, np.newaxis])
self.assertAllClose(self.evaluate(predicted_cov),
np.dot(self.transition_matrix,
np.dot(prev_cov,
self.transition_matrix.T)) + np.eye(2))
def testKalmanTransition(self):
prev_mean = np.asarray([[-2], [.4]], dtype=np.float32)
prev_cov = np.asarray([[.5, -.2], [-.2, .9]], dtype=np.float32)
prev_mean_tensor = self.build_tensor(prev_mean)
prev_cov_tensor = self.build_tensor(prev_cov)
predicted_mean, predicted_cov = kalman_transition(
prev_mean_tensor, prev_cov_tensor,
self.get_transition_matrix_for_timestep(0),
self.get_transition_noise_for_timestep(0))
self.assertAllClose(self.evaluate(predicted_mean),
np.dot(self.transition_matrix,
prev_mean) + self.bias[:, np.newaxis])
self.assertAllClose(self.evaluate(predicted_cov),
np.dot(self.transition_matrix,
np.dot(prev_cov,
self.transition_matrix.T)) + np.eye(2))
