Closed kamdh closed 5 years ago
I see what you mean about the diff on the final y being weird because we’re also fitting y[-1] as a parameter for the infinite epoch (like in Rosen). Perhaps instead we can just truncate the integral at T, and this problem goes away (assuming T is large enough that this truncation is ok).
I set the last entry in the y_diff vector equal to zero, but that doesn't really solve it. We should not include that entry in the optimization in that case. Either way, we may still get the jumps.