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Passing Q matrices to UKF's RTS smoother #287

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mcphatty opened this issue May 16, 2023 · 1 comment
Open

Passing Q matrices to UKF's RTS smoother #287

mcphatty opened this issue May 16, 2023 · 1 comment

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@mcphatty
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Hi,

I think I spotted a "bug", maybe it is not that important for most of the people.

In UKF's RTS smoothing function there is a parameter for passing Q matrices to the smoother ('Qs'), but the variable seems not to be referenced, instead self.Q is always passed to the unscented transform.

Thank you and kind regards,
Philipp

@mcphatty
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Just an addition, for the sake of completeness: It would be nice to be able to pass Q to UKF's predict() function as an override of the internal one, just like in KalmanFilter.

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