indexing issue in rts_smoother
mjsobrep opened this issue · 0 comments
mjsobrep commented
It looks like there is an indexing issue on the Fs:
filterpy/filterpy/kalman/kalman_filter.py
Line 995 in a437893
I'm not sure why there are the k+1 indeces. I would expect this to be the same as the calculation of P in the forward pass:
filterpy/filterpy/kalman/kalman_filter.py
Line 478 in a437893
Comparing to the standalone smoother:
filterpy/filterpy/kalman/kalman_filter.py
Line 1779 in a437893
the k+1 terms are not there.