Closed microprediction closed 3 years ago
You know what, never mind I should be able to answer this along the lines of update
See PR
Was actually fixed by https://github.com/oseiskar/simdkalman/pull/18 (but forgot to tag this issue in the squash-merged commit)
Hello Otto. In line 200 of kalmanfilter the following dimension check is made, along with others: n_states = state_transition.shape[0] Should this be n_states = state_transition.shape[-2] to support the use of multiple transition matrices, or is that not supported? Peter