from mpmath import * import filter aoList=[[matrix([[0]]), matrix([[0]])], [matrix([[0]]), matrix([[1]])], [matrix([[1]]), matrix([[2]])], [matrix([[1]]), matrix([[4]])], [matrix([[-2]]), matrix([[7]])], [matrix([[3]]), matrix([[8]])], [matrix([[-4]]), matrix([[12]])], [matrix([[1]]), matrix([[12]])], [matrix([[0]]), matrix([[13]])], [matrix([[0]]), matrix([[14]])], [matrix([[0]]), matrix([[15]])]] filter.setInitialStateUniform() print filter.getMean() print filter.getSigma() step = 0 for ao in aoList: a = ao[0] o = ao[1] print "step:", step print "A:", a filter.motionUpdate(a) print "mu:",filter.getMean() print "Sig:",filter.getSigma() print "O:", o filter.observationUpdate(o) print "mu:",filter.getMean() print "Sig:",filter.getSigma() #print "Chol",cholesky(filter.getSigma()) step = step + 1