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Merge pull request #43 from JuliaControl/doc_ekf_correction
doc: correct errors in EKF equations
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src/estimator/kalman.jl

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@@ -744,8 +744,7 @@ substitutions ``\mathbf{Â = F̂}(k)`` and ``\mathbf{Ĉ^m = Ĥ^m}(k)``:
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[\mathbf{Ĥ^m}(k)\mathbf{P̂}_{k-1}(k)\mathbf{Ĥ^m}'(k) + \mathbf{R̂}]^{-1} \\
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\mathbf{K̂}(k) &= \mathbf{F̂}(k) \mathbf{M̂}(k) \\
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\mathbf{ŷ^m}(k) &= \mathbf{ĥ^m}\Big( \mathbf{x̂}_{k-1}(k), \mathbf{d}(k) \Big) \\
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\mathbf{x̂}_{k}(k+1) &= \math, covestim::CE,
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) bf{f̂}\Big( \mathbf{x̂}_{k-1}(k), \mathbf{u}(k), \mathbf{d}(k) \Big)
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\mathbf{x̂}_{k}(k+1) &= \mathbf{f̂}\Big( \mathbf{x̂}_{k-1}(k), \mathbf{u}(k), \mathbf{d}(k) \Big)
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+ \mathbf{K̂}(k)[\mathbf{y^m}(k) - \mathbf{ŷ^m}(k)] \\
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\mathbf{P̂}_{k}(k+1) &= \mathbf{F̂}(k)[\mathbf{P̂}_{k-1}(k)
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- \mathbf{M̂}(k)\mathbf{Ĥ^m}(k)\mathbf{P̂}_{k-1}(k)]\mathbf{F̂}'(k)
@@ -756,8 +755,7 @@ substitutions ``\mathbf{Â = F̂}(k)`` and ``\mathbf{Ĉ^m = Ĥ^m}(k)``:
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automatically computes the Jacobians:
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```math
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\begin{aligned}
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\mathbf{F̂}(k) &= \left. \fra, covestim::CE,
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) c{∂\mathbf{f̂}(\mathbf{x̂}, \mathbf{u}, \mathbf{d})}{∂\mathbf{x̂}} \right|_{\mathbf{x̂ = x̂}_{k-1}(k),\, \mathbf{u = u}(k),\, \mathbf{d = d}(k)} \\
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\mathbf{F̂}(k) &= \left. \frac{∂\mathbf{f̂}(\mathbf{x̂}, \mathbf{u}, \mathbf{d})}{∂\mathbf{x̂}} \right|_{\mathbf{x̂ = x̂}_{k-1}(k),\, \mathbf{u = u}(k),\, \mathbf{d = d}(k)} \\
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\mathbf{Ĥ}(k) &= \left. \frac{∂\mathbf{ĥ}(\mathbf{x̂}, \mathbf{d})}{∂\mathbf{x̂}} \right|_{\mathbf{x̂ = x̂}_{k-1}(k),\, \mathbf{d = d}(k)}
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\end{aligned}
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```

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