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SciML / DifferenceEquations.jl

Solving difference equations with DifferenceEquations.jl and the SciML ecosystem.
MIT License
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A bunch of updates #19

Closed wupeifan closed 2 years ago

wupeifan commented 2 years ago

This PR fixes the previous issues in linear.jl all the files,

  1. Timing should be consistent with Kalman and nonlinear ones
  2. Fix the type of the returned object
  3. Make obs_noise a distribution (consistent with Kalman and nonlinear ones)
  4. Add related tests
  5. Remove vectype and include Zygote.buffer directly
wupeifan commented 2 years ago

Turn out to be not only fixing the linear stuff...

wupeifan commented 2 years ago

Ready, (comments welcome for sure), will merge right after I test the correctness of those functions because this is blocking.

wupeifan commented 2 years ago

OK, I'll merge this one since the upstream test seems to be correct at the first glance.