added a method to predict the next state of the system #10
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auralius
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Feb 15, 2023
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Don't you think the predicted state should also include u:
x_p_ = A_ * x_m_ + B_ * u;
Simply put, x_p_ is the predicted state.
See p.24: https://courses.cs.washington.edu/courses/cse571/03wi/notes/welch-bishop-tutorial.pdf
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Predict the next state of the system by multiplying the system matrix with the current state vector.