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oseiskar / simdkalman

Python Kalman filters vectorized as Single Instruction, Multiple Data
https://simdkalman.readthedocs.io/
MIT License
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Shape convention check #17

Closed microprediction closed 3 years ago

microprediction commented 3 years ago

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

microprediction commented 3 years ago

You know what, never mind I should be able to answer this along the lines of update

microprediction commented 3 years ago

See PR

oseiskar commented 3 years ago

Was actually fixed by https://github.com/oseiskar/simdkalman/pull/18 (but forgot to tag this issue in the squash-merged commit)