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docs: Explain the equations and references in the EKF localizer - #155
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Write the predict and update equations next to the code that implements them, describe where the Jacobians F, G and H come from, and document the noise arguments with their units. Add textbook references. Also note two details of the existing code: the input noise is scaled by the variance instead of the standard deviation, and F and G are evaluated at the predicted state. Behavior is unchanged. Fix the typo extimated. Closes ShisatoYano#97
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Closes #97
What
The EKF localizer only had labels like
# predict stateand# kalman gain. This adds the equations next to the code that implements them, so a beginner can match each step to an equation.Changes (comments and docstrings only, no behavior change)
update(): equation comments for state prediction, covariance prediction, predicted observation, innovation covariance, Kalman gain, state and covariance update. Notes thatP - K S K^Tequals(I - K H) P._jacobian_F,_jacobian_G,JACOB_H,_observation_model: where each Jacobian comes from (derivatives ofState.motion_model).Checked
git diffshows only comment/docstring lines added, plus the typo fix in one docstring line.