Update Matrix.hpp #4966
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Update Matrix.hpp #4966
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This was horribly wrong. Matrix is first cast into a matrix of size NxM (which is supposed to be the size of the result - NOT the starting point) so the transpose result becomes garbage. Instead make "Me" an MxN matrix as the original. Took me a whole evening to figure out this problem. Now my Kalman filter finally returns good results.
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ouch, looks like a lack of unit testing |
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Indeed, thanks! |
LorenzMeier
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Jul 3, 2016
This was horribly wrong. Matrix is first cast into a matrix of size NxM (which is supposed to be the size of the result - NOT the starting point) so the transpose result becomes garbage. Instead make "Me" an MxN matrix as the original. Took me a whole evening to figure out this problem. Now my Kalman filter finally returns good results.
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This is horribly wrong for anything that is not a square matrix. Matrix is first cast into a matrix of size NxM (which is supposed to be the size of the result - NOT the starting point) so the transpose result becomes garbage. Instead make "Me" an MxN matrix as the original. Took me a whole evening to figure out this problem. Now my Kalman filter finally returns good results.