Skip to content

Add optional Kalman update diagnostics#1987

Merged
FlorianPfaff merged 3 commits into
mainfrom
backport-kalman-update-diagnostics
May 8, 2026
Merged

Add optional Kalman update diagnostics#1987
FlorianPfaff merged 3 commits into
mainfrom
backport-kalman-update-diagnostics

Conversation

@FlorianPfaff
Copy link
Copy Markdown
Owner

Summary

  • add normalized innovation squared diagnostics to the backend-native linear-Gaussian update primitive
  • allow optional diagnostics return with residual, NIS, measurement-noise scale, and action label
  • forward diagnostics through KalmanFilter.update_linear, update_identity, and update_model without changing default return behavior
  • add Kalman filter regression tests for diagnostics and scaled measurement noise

Testing

  • python -m py_compile src/pyrecest/filters/_linear_gaussian.py src/pyrecest/filters/kalman_filter.py tests/filters/test_kalman_filter.py locally on the generated files
  • full pytest not run locally because the container cannot clone/install GitHub dependencies

@FlorianPfaff FlorianPfaff force-pushed the backport-kalman-update-diagnostics branch from e55e5f0 to 12d0140 Compare May 8, 2026 19:11
@FlorianPfaff FlorianPfaff reopened this May 8, 2026
@FlorianPfaff FlorianPfaff merged commit f154177 into main May 8, 2026
12 of 18 checks passed
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant