add predict_obs_cov to dual_lofi - Githubissues

probml / rebayes

Recursive Bayesian Estimation (Sequential / Online Inference)

MIT License

58 stars 5 forks source link

add predict_obs_cov to dual_lofi #15

Closed murphyk closed 1 year ago

murphyk commented 1 year ago

Copy https://github.com/probml/rebayes/blob/main/rebayes/low_rank_filter/lofi.py#L174 to dual_lofi

petergchang commented 1 year ago

Already exists in https://github.com/probml/rebayes/blob/ca72fbb91e92dcbb61b4abe44c1092df0bd07371/rebayes/low_rank_filter/dual_lofi.py#L188