filterpy icon indicating copy to clipboard operation
filterpy copied to clipboard

Published 20 hours ago • verified publisher icon rlabbe

Implementation of an IMM smoother

Open wang701 opened this issue 3 years ago • 1 comments

Is there any pointer on start implementing an IMM smoother?

It looks like for linear KF and UKF have a rts_smoother function which takes a batch-processed copy of means and covariances to do the smoothing. I am trying to get familiar with the codebase but how would I do it with IMMEstimator?

wang701 avatar Apr 13 '21 22:04 wang701

That would be awesome and the most powerfull smoother I can think off.

Eheran1 avatar Apr 30 '22 19:04 Eheran1