diff --git a/README.rst b/README.rst index 12a58409..e00592c0 100644 --- a/README.rst +++ b/README.rst @@ -152,9 +152,9 @@ Initialize the filter's matrices. [0.,1.]]) # state transition matrix my_filter.H = np.array([[1.,0.]]) # Measurement function - my_filter.P *= 1000. # covariance matrix - my_filter.R = 5 # state uncertainty - my_filter.Q = Q_discrete_white_noise(dim=2, dt=0.1, var=0.1) # process uncertainty + my_filter.P *= 1000. # Covariance matrix for the state estimate + my_filter.R = 5 # Measurement noise + my_filter.Q = Q_discrete_white_noise(dim=2, dt=0.1, var=0.1) # Process uncertainty Finally, run the filter.