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SciencesPo (version 1.02.12)

maxGaussian: Maximize Gaussian

Description

This function Maximizes a Gaussian Distribution

Usage

maxGaussian(mu, sigma2, x)

Arguments

mu
The mean component
sigma2
The variance component
x
Is the state we know nothing about.

Value

  • The value that maximize Gaussian

Details

We can set x = mu, so that we get the peak of the Gaussian as the peak always occurs at the mean (looking at a Gaussian distribution). This is why we set x= when we want to maximize.

References

Udacity course on Kalman Filter

Examples

Run this code
maxGaussian(10, 4, 10)

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