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Enhance Kalman filter return values with predictions

Open partev opened this issue 3 months ago • 0 comments

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.

partev avatar Oct 19 '25 01:10 partev