Updated noise handling #147
Open
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Cleaning up noise handling for UKF and KF. Alternate to #146
In this case we're requiring the user to use model.parameters['process_noise'] and model.parameters['measurement_noise'] rather than specifying separate values for the UKF/KF.
We still have to allow the user to specify a measurement_noise matrix when using a measurement equation since the dimensions won't match (i.e., measured values may not be the same as outputs).
Pro: MUCH simpler
Con: Lose ability to specify custom noise for filter that differs from model noise