fix Kalman filter example

rjw57 · Apr 14, 2016 · 370fcef · 370fcef
1 parent 9cefd22
commit 370fcef
Showing 1 changed file with 5 additions and 1 deletion.
diff --git a/example/kalman_filtering.py b/example/kalman_filtering.py
@@ -93,7 +93,11 @@
 # For each time step
 for k, z in enumerate(measurements):
     # Predict state for this time step
-    if k != 0:
+    if kf.time_step is None:
+        kf.set_initial_state(MultivariateNormal(
+            mean=np.zeros(STATE_DIM), cov=1e8*np.eye(STATE_DIM)
+        ))
+    else:
         kf.predict()
 
     # Update filter with measurement