filterpy icon indicating copy to clipboard operation
filterpy copied to clipboard

Fix process noise handling in UKF

Open ashtuchkin opened this issue 2 years ago • 0 comments

Two minor changes to UnscentedKalmanFilter:

  1. Allow passing Q to predict step, for consistency with R in update step. It's also pretty much required if you have uneven dt.
  2. Fix a bug in the RTS smoother where passed-in Qs were not used at all.

ashtuchkin avatar Sep 22 '22 16:09 ashtuchkin