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Published 20 hours ago • verified publisher icon rlabbe

likelihood function/property is absent in hinfinity_filter.py

Open Prokhozhijj opened this issue 7 years ago • 2 comments

This makes HInfinity filter unable to use in IMM Estimator.

Prokhozhijj avatar Mar 27 '18 08:03 Prokhozhijj

I honestly have no idea how to compute the likelihood for the HInfinity filter.

rlabbe avatar Apr 14 '18 23:04 rlabbe

I am not sure (I am not quite familiar with statistics) but, perhaps, that could be a solution.

Prokhozhijj avatar Jun 24 '18 16:06 Prokhozhijj