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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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Full output Kalman_SEM #75

Closed nilsnevertree closed 1 year ago

nilsnevertree commented 1 year ago

Add function to return the full output of a Kalman_SEM. The output array need another dimension containing the iteration. Output array will be:

np.ndarray, shape (number_of_iterations, ...)