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updated basic usage examples#121

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pavelkomarov merged 3 commits intomasterfrom
examples-update
Jul 1, 2025
Merged

updated basic usage examples#121
pavelkomarov merged 3 commits intomasterfrom
examples-update

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@pavelkomarov
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@pavelkomarov pavelkomarov commented Jul 1, 2025

This one is best viewed by going to the Code section of the repo and selecting the examples-update branch, then navigating to the notebook to see it rendered by GitHub. You can do the same with the prior version to compare.

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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 _kalman_forward_filter versus the old one, because copying it alone in to the old code (and making dimensionality-related changes so everything runs) makes the results of this notebook look jagged like here.

P = P_
if not np.isnan(y[n]):
xhat = xhat_.copy()
P = P_.copy()
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@pavelkomarov pavelkomarov Jul 1, 2025

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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.

[(-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 takes care of #119 and #122.

@pavelkomarov pavelkomarov merged commit 082941a into master Jul 1, 2025
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@pavelkomarov pavelkomarov deleted the examples-update branch July 1, 2025 23:04
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