Enhance Kalman filter return values with predictions#435
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partev wants to merge 1 commit intoprobml:mainfrom
Open
Enhance Kalman filter return values with predictions#435partev wants to merge 1 commit intoprobml:mainfrom
partev wants to merge 1 commit intoprobml:mainfrom
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Added predicted means and covariances to the return values of the Kalman filter.
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Update the return values of the Kalman filter to include predicted means and covariances. this fixes issue #248
currently PosteriorGSSMFiltered is supposed to return predicted_means and predicted_covariances but it doesn't. This patch to lgssm_filter function fixes the issue, and also updates the documentation.