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indexing issue in rts_smoother #265

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#335
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indexing issue in rts_smoother#265
#335

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@mjsobrep
mjsobrep
opened on Mar 11, 2022

It looks like there is an indexing issue on the Fs:

filterpy/filterpy/kalman/kalman_filter.py

Line 995 in a437893

Pp[k] = dot(dot(Fs[k+1], P[k]), Fs[k+1].T) + Qs[k+1]

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

self.P = self._alpha_sq * dot(dot(F, self.P), F.T) + Q

Comparing to the standalone smoother:

filterpy/filterpy/kalman/kalman_filter.py

Line 1779 in a437893

pP[k] = dot(dot(Fs[k], P[k]), Fs[k].T) + Qs[k]

the k+1 terms are not there.

Activity

  1. rlabbe
    closed this as completedin #335on Oct 26, 2026
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