notes9 more typos

nxdao2000 · Feb 18, 2016 · 63d9b4a · 63d9b4a
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diff --git a/notes9/notes9.Rmd b/notes9/notes9.Rmd
@@ -981,20 +981,20 @@ $\Sigma_n^S(\data{y_{1:N}})=\var\big(X_n\given Y_{1:N}\equals \data{y_{1:N}}\big
 <br>
 
 [KF3] $\myeq{
-  \mu_{n+1}^P(y_{1:n}) = \matA_n \mu_{n}^F(y_{1:n})
+  \mu_{n+1}^P(y_{1:n}) = \matA_{n+1} \mu_{n}^F(y_{1:n})
 }$,
 
 <br>
 
 [KF4] $\myeq{
-  \Sigma_{n+1}^P = \matA_n \Sigma_{n}^F \matA_n^\transpose + \covmatX
+  \Sigma_{n+1}^P = \matA_{n+1} \Sigma_{n}^F \matA_{n+1}^\transpose + \covmatX_{n+1}
 }$.
 
 
 <br>
 
 [KF5] $\myeq{
-  \Sigma_{n}^F = \big([\Sigma_n^P]^{-1} + \matB_n^\transpose\covmatY_n^{-1}\covmatY\big)^{-1}
+  \Sigma_{n}^F = \big([\Sigma_n^P]^{-1} + \matB_n^\transpose\covmatY_n^{-1}\matB_n\big)^{-1}
 }$.
 
 <br>

diff --git a/notes9/notes9.html b/notes9/notes9.html
@@ -638,11 +638,11 @@ <h3><span class="header-section-number">9.7.1</span> Review of the multivariate
 <li><p>From the results for linear combinations of Normal random variables, we get the Kalman filter and prediction recursions:</p></li>
 </ul>
 <p><br></p>
-<p>[KF3] <span class="math">\({{\quad\quad}\displaystyle   \mu_{n+1}^P(y_{1:n}) = {\mathbb{A}}_n \mu_{n}^F(y_{1:n}) }\)</span>,</p>
+<p>[KF3] <span class="math">\({{\quad\quad}\displaystyle   \mu_{n+1}^P(y_{1:n}) = {\mathbb{A}}_{n+1} \mu_{n}^F(y_{1:n}) }\)</span>,</p>
 <p><br></p>
-<p>[KF4] <span class="math">\({{\quad\quad}\displaystyle   \Sigma_{n+1}^P = {\mathbb{A}}_n \Sigma_{n}^F {\mathbb{A}}_n^{\scriptsize{T}}+ {\mathbb{U}}}\)</span>.</p>
+<p>[KF4] <span class="math">\({{\quad\quad}\displaystyle   \Sigma_{n+1}^P = {\mathbb{A}}_{n+1} \Sigma_{n}^F {\mathbb{A}}_{n+1}^{\scriptsize{T}}+ {\mathbb{U}}_{n+1} }\)</span>.</p>
 <p><br></p>
-<p>[KF5] <span class="math">\({{\quad\quad}\displaystyle   \Sigma_{n}^F = \big([\Sigma_n^P]^{-1} + {\mathbb{B}}_n^{\scriptsize{T}}{\mathbb{V}}_n^{-1}{\mathbb{V}}\big)^{-1} }\)</span>.</p>
+<p>[KF5] <span class="math">\({{\quad\quad}\displaystyle   \Sigma_{n}^F = \big([\Sigma_n^P]^{-1} + {\mathbb{B}}_n^{\scriptsize{T}}{\mathbb{V}}_n^{-1}{\mathbb{B}}_n\big)^{-1} }\)</span>.</p>
 <p><br></p>
 <p>[KF6] <span class="math">\({{\quad\quad}\displaystyle   \mu_{n}^F(y_{1:n}) = \mu_{n}^P(y_{1:n-1}) + \Sigma_n^F {\mathbb{B}}^{\scriptsize{T}}_n{\mathbb{V}}_n^{-1}\big\{y_n - {\mathbb{B}}\mu_n^P(y_{1:n-1})\big\} }\)</span>.</p>
 <p><br></p>