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Figure out likelihood for UKF #14

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ElOceanografo opened this issue Mar 14, 2016 · 2 comments
Open

Figure out likelihood for UKF #14

ElOceanografo opened this issue Mar 14, 2016 · 2 comments

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@ElOceanografo
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Just stumbled across this old comment (in all caps, no less!)
https://github.com/ElOceanografo/StateSpace.jl/blob/master/src/filter_types.jl#L207

@JonnyCBB
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Just pushed a commit to fix this.

I had a fix for this (along with some other additions) in my forked repo which I thought I made a PR for but looks like I didn't do it. Once I get my head around the new StateSpace implementations I'll transfer them across - probably next week.

@JonnyCBB
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I've just fixed the implementation of the Unscented Kalman Filter. At least enough that I managed to get the UKF example to run. I'll make the relevant changes to the examples files next week too so that we can start getting everything up to date.

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