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The Kalman methods are doing markedly worse than they used to. They're not as smooth. I've been investigating, and it's definitely something to do with my |
pavelkomarov
commented
Jul 1, 2025
| P = P_ | ||
| if not np.isnan(y[n]): | ||
| xhat = xhat_.copy() | ||
| P = P_.copy() |
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This one was bad. Subtle. Took me a long time to find, because the old code that worked properly was so different from this updated code, so winnowing and ablating down to the issue was complicated.
pavelkomarov
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Jul 1, 2025
| [(-5, -6), (-4, -5), (0, -1), (0, 0)], | ||
| [(-5, -5), (-4, -4), (0, -1), (0, 0)], | ||
| [(-1, -1), (0, 0), (0, -1), (0, 0)], | ||
| [(1, 1), (2, 2), (1, 1), (2, 2)], |
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Bounds get a lot tighter across the board with the bug fixed.
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This one is best viewed by going to the Code section of the repo and selecting the
examples-updatebranch, then navigating to the notebook to see it rendered by GitHub. You can do the same with the prior version to compare.