feat: Scale backward filtering covariance #1147
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Corentin-Allaire
added
Component - Core
Codecov Report
@@ Coverage Diff @@
## main #1147 +/- ##
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Coverage 47.90% 47.90%
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Files 359 359
Lines 18492 18496 +4
Branches 8724 8726 +2
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+ Hits 8859 8861 +2
Misses 3603 3603
- Partials 6030 6032 +2
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paulgessinger
approved these changes
Feb 15, 2022
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Add an option to scale up the covariance matrix before performing the backward filtering for the Kalman fitter. Scaling this covariance might be necessary to obtain a reasonable smoothed covariance at the end of the backward filtering and shouldn't affect the performance.