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rlabbe / filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
MIT License
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Fix process noise handling in UKF #279

Open ashtuchkin opened 2 years ago

ashtuchkin commented 2 years ago

Two minor changes to UnscentedKalmanFilter:

  1. Allow passing Q to predict step, for consistency with R in update step. It's also pretty much required if you have uneven dt.
  2. Fix a bug in the RTS smoother where passed-in Qs were not used at all.