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Fix Jacobian definitions in EKF chapter#510

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ariel-m-s wants to merge 9 commits intorlabbe:masterfrom
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Fix Jacobian definitions in EKF chapter#510
ariel-m-s wants to merge 9 commits intorlabbe:masterfrom
ariel-m-s:patch-1

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@ariel-m-s ariel-m-s commented Aug 7, 2024

I think there might have been an error/typo in these definitions.

  1. The Jacobian is the matrix of all first-order partial derivatives of a function (i.e., the generalized partial derivative for any $n \rightarrow m$ function). It's not the partial derivative of a matrix.
  2. Therefore, in the definition of the Jacobian matrix $H$, the derivative of function $h$ should be taken, instead of the derivative of $H$ itself ($H$ is the derivative of $h$).

@ariel-m-s ariel-m-s marked this pull request as ready for review August 7, 2024 12:18
@ariel-m-s ariel-m-s changed the title Fix Jacobian definitions Fix Jacobian definitions in EKF chapter Aug 7, 2024
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