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nilsnevertree / kalman-reconstruction-partially-observed-systems

Data-driven Reconstruction of Partially Observed Dynamical Systems using Kalman Algorithms in an itterative way
GNU General Public License v3.0
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Kalman_SEM mutates input array ``x`` #25

Open nilsnevertree opened 1 year ago

nilsnevertree commented 1 year ago

It can be seen that the function

kalman.Kalman_SEM()

mutates input array x. Need to make sure this is intendent or not.

nilsnevertree commented 1 year ago

This can be seen here

Before Kalman_SEM() call After Kalman_SEM() call
pre-mutation post-mutation

Note that for both plots x was used and not the final result of the kalman smoother x_s which is returned by Kalman_SEM()