Add Information Filter Tutorial #667
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Previously used state_vector which plotted the InformationState ellipses in the wrong location.
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## main #667 +/- ##
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- Coverage 94.55% 94.51% -0.04%
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| # Precision matrix - the inverse of the covariance matrix | ||
| covar = np.diag([1.5, 0.5, 1.5, 0.5]) | ||
| precision_matrix = np.linalg.inv(covar) # information matrix |
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Are we labelling this "precision matrix" or "information matrix"? Are they the same thing?
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They're actually the same thing. I'll add 'information matrix (precision matrix)' in place of the above comment to make it more coherent. Thank you.
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I'd prefer precision matrix to avoid confusion with the matrix forms of Shannon and Fisher information (both of which are often referred to as information matrices). Our great sentience (i.e. wikipedia) also reckons it's precision: https://en.wikipedia.org/wiki/Covariance_matrix#Inverse_of_the_covariance_matrix
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Thanks Jordi. That's great, I'll change it to 'precision matrix'. Can't dispute wikipedia!
…ng attribute to use state.mean
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Added Information Filter tutorial. Fixed plotting for information states. Added Gaussian interface to the InformationState.