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Dec. 22nd, 2008
There must be an easier way...
Dec. 22nd, 2008 06:20 pmI was reading up on a body tracking algorithm. All was going well until I came across this lovely equation
k = (y-mk)TK-1(y-mk) (
(y is a 5 value vector, m is a mean value for expected y and K is a 5x5 covariance matrix).
Most of this is fine. The problem I have is K-1. Are we really trying to find the inverse of a 5x5 matrix? I have no idea how to do that. I'm only a simple computer scientist and I'm sure we can find an easier way to work out probabilities.
I really need to read up on this stuff.
k = (y-mk)TK-1(y-mk) (
(y is a 5 value vector, m is a mean value for expected y and K is a 5x5 covariance matrix).
Most of this is fine. The problem I have is K-1. Are we really trying to find the inverse of a 5x5 matrix? I have no idea how to do that. I'm only a simple computer scientist and I'm sure we can find an easier way to work out probabilities.
I really need to read up on this stuff.