I want to write out this formula
$$P = P - P\phi(I+\phi^TP\phi)^{-1}\phi^TP$$
I tried this matlab code:
P = P - P*phi*inv(I + phi'*P*phi)*phi'*P;
But it didn't work.
Then I tried this and it work.
P = P - (P*phi*phi'*P)/(I + phi'*P*phi);
The dimensions are following:
$P\in \Re^{nxn},$ $\phi\in \Re^{nx1},$ $\theta\in \Re^{nx1}$
So what is the right interpretation to the formula?
If you wonder what formula it is. Have a look at equation 5 in this document:
Or equation 2.17 in this document, page 51:
Try this:
Where
invis the inverse function,qis the new matrice, and the two matrices are what matrices is left division going to happen upon.