diff --git a/docs/notebooks/linear_gaussian_ssm/kf_tracking.ipynb b/docs/notebooks/linear_gaussian_ssm/kf_tracking.ipynb index a51092be..0b54296d 100644 --- a/docs/notebooks/linear_gaussian_ssm/kf_tracking.ipynb +++ b/docs/notebooks/linear_gaussian_ssm/kf_tracking.ipynb @@ -27,14 +27,14 @@ "\n", "Let the hidden state represent\n", "the position and velocity of the object,\n", - "$z_t =\\begin{pmatrix} u_t & \\dot{u}_t & v_t & \\dot{v}_t \\end{pmatrix}$.\n", + "$z_t =\\begin{pmatrix} u_t & v_t & \\dot{u}_t & \\dot{v}_t \\end{pmatrix}$.\n", "(We use $u$ and $v$ for the two coordinates,\n", "to avoid confusion with the state and observation variables.)\n", "The process evolves in continuous time, but if we discretize it with step size $\\Delta$,\n", "we can write the dynamics as the following linear system:\n", "\n", "\\begin{align*}\n", - "\\underbrace{\\begin{pmatrix} u_t\\\\ \\dot{u}_t \\\\ v_t \\\\ \\dot{v}_t \\end{pmatrix}}_{z_t}\n", + "\\underbrace{\\begin{pmatrix} u_t\\\\ v_t \\\\ \\dot{u}_t \\\\ \\dot{v}_t \\end{pmatrix}}_{z_t}\n", " = \n", "\\underbrace{\n", "\\begin{pmatrix}\n", @@ -44,7 +44,7 @@ "0 & 0 & 0 & 1\n", "\\end{pmatrix}\n", "}_{F}\n", - "\\underbrace{\\begin{pmatrix} u_{t-1} \\\\ \\dot{u}_{t-1} \\\\ v_{t-1} \\\\ \\dot{v}_{t-1} \\end{pmatrix}}_{z_{t-1}}\n", + "\\underbrace{\\begin{pmatrix} u_{t-1} \\\\ v_{t-1} \\\\ \\dot{u}_{t-1} \\\\ \\dot{v}_{t-1} \\end{pmatrix}}_{z_{t-1}}\n", "+ q_t\n", "\\end{align*}\n", "\n", @@ -62,11 +62,11 @@ " \\underbrace{\n", " \\begin{pmatrix}\n", "1 & 0 & 0 & 0 \\\\\n", - "0 & 0 & 1 & 0\n", + "0 & 1 & 0 & 0\n", " \\end{pmatrix}\n", " }_{H}\n", " \\;\n", - "\\underbrace{\\begin{pmatrix} u_t\\\\ \\dot{u}_t \\\\ v_t \\\\ \\dot{v}_t \\end{pmatrix}}_{z_t} \n", + "\\underbrace{\\begin{pmatrix} u_t\\\\ v_t \\\\ \\dot{u}_t \\\\ \\dot{v}_t \\end{pmatrix}}_{z_t} \n", " + r_t\n", "\\end{align*}\n", "\n",