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Add Kalman innovation diagnostics#1999

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FlorianPfaff merged 10 commits into
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add-kalman-innovation-diagnostics
May 9, 2026
Merged

Add Kalman innovation diagnostics#1999
FlorianPfaff merged 10 commits into
mainfrom
add-kalman-innovation-diagnostics

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@FlorianPfaff
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Summary

  • Add linear_gaussian_innovation(...) for backend-native linear Gaussian innovation diagnostics.
  • Expose KalmanFilter.innovation_linear(...) and KalmanFilter.normalized_innovation_squared_linear(...) without changing update behavior.
  • Add a focused Kalman NIS smoke test that checks the innovation, innovation covariance, NIS value, and that diagnostics do not mutate state.

Validation

Not run locally in this environment.

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github-actions Bot commented May 8, 2026

Test Results

     7 files  +     7       7 suites  +7   1h 0m 29s ⏱️ + 1h 0m 29s
 1 510 tests + 1 510   1 509 ✅ + 1 509    1 💤 +  1  0 ❌ ±0 
10 906 runs  +10 906  10 103 ✅ +10 103  803 💤 +803  0 ❌ ±0 

Results for commit bffa342. ± Comparison against base commit beeb334.

♻️ This comment has been updated with latest results.

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github-actions Bot commented May 8, 2026

MegaLinter analysis: Success

Descriptor Linter Files Fixed Errors Warnings Elapsed time
✅ COPYPASTE jscpd yes no no 18.41s
✅ JSON prettier 2 0 0 0 0.44s
✅ JSON v8r 2 0 0 2.53s
✅ MARKDOWN markdownlint 28 0 0 0 1.3s
✅ MARKDOWN markdown-table-formatter 28 0 0 0 0.32s
✅ PYTHON bandit 508 0 0 7.28s
✅ PYTHON black 508 0 0 0 10.6s
✅ PYTHON flake8 508 0 0 3.98s
✅ PYTHON isort 508 0 0 0 0.88s
✅ PYTHON mypy 508 0 0 5.78s
✅ PYTHON pylint 508 0 0 107.62s
✅ PYTHON ruff 508 0 0 0 0.08s
✅ REPOSITORY checkov yes no no 21.71s
✅ REPOSITORY gitleaks yes no no 10.05s
✅ REPOSITORY git_diff yes no no 0.05s
✅ REPOSITORY secretlint yes no no 8.8s
✅ REPOSITORY syft yes no no 2.59s
✅ REPOSITORY trivy-sbom yes no no 3.36s
✅ REPOSITORY trufflehog yes no no 20.28s
✅ YAML prettier 5 0 0 0 0.48s
✅ YAML v8r 5 0 0 4.61s
✅ YAML yamllint 5 0 0 0.45s

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FlorianPfaff and others added 7 commits May 9, 2026 02:00
…-diagnostics

# Conflicts:
#	src/pyrecest/filters/kalman_filter.py
…-diagnostics

# Conflicts:
#	tests/filters/test_relaxed_s3f_so3.py
…-diagnostics

# Conflicts:
#	src/pyrecest/filters/_linear_gaussian.py
#	src/pyrecest/filters/relaxed_s3f_so3.py
#	src/pyrecest/utils/track_evaluation.py
@FlorianPfaff FlorianPfaff merged commit 9e92c8a into main May 9, 2026
12 of 18 checks passed
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