Closed zagglez closed 1 year ago
Following: https://www.kalmanfilter.net/multiExamples.html - 6 states, 2 measurements.
H = [ 1 0 0 0 0 0 0 0 0 1 0 0 ] ie, a 2x6 matrix.
OK so with the normal linear KF, everything works fine.
However, the inplace version of calc_innovation, ie calc_innovation! errors with: DimensionMismatch("cannot broadcast array to have fewer non-singleton dimensions")
Could you provide a minimum working example?
I have made some changes. So this might work now. I will close this. Feel free to re-open the issue, if it doesn't work for you.
Following: https://www.kalmanfilter.net/multiExamples.html - 6 states, 2 measurements.
H = [ 1 0 0 0 0 0 0 0 0 1 0 0 ]
ie, a 2x6 matrix.
OK so with the normal linear KF, everything works fine.
However, the inplace version of calc_innovation, ie calc_innovation! errors with: DimensionMismatch("cannot broadcast array to have fewer non-singleton dimensions")