filterpy
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indexing issue in rts_smoother
It looks like there is an indexing issue on the Fs: https://github.com/rlabbe/filterpy/blob/a437893597957764fb6b415bfb5640bb117f5b99/filterpy/kalman/kalman_filter.py#L995 I'm not sure why there are the k+1 indeces. I would expect this to be the same as the calculation of P in the forward pass: https://github.com/rlabbe/filterpy/blob/a437893597957764fb6b415bfb5640bb117f5b99/filterpy/kalman/kalman_filter.py#L478
Comparing to the standalone smoother: https://github.com/rlabbe/filterpy/blob/a437893597957764fb6b415bfb5640bb117f5b99/filterpy/kalman/kalman_filter.py#L1779 the k+1 terms are not there.