diff --git a/lectures/kalman.md b/lectures/kalman.md index 3b80736f7..8f0050e9e 100644 --- a/lectures/kalman.md +++ b/lectures/kalman.md @@ -785,7 +785,7 @@ e1 = np.empty(T-1) e2 = np.empty(T-1) for t in range(1, T): - kn.update(y[:,t]) + kn.update(y[:, t-1]) diff1 = x[:, t] - kn.x_hat.flatten() diff2 = x[:, t] - A @ x[:, t-1] e1[t-1] = diff1 @ diff1