Prefer mT over T in statespace equations
#595
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added 2 commits
October 14, 2025 14:51
jessegrabowski
requested review from
AlexAndorra,
Dekermanjian and
ricardoV94
AlexAndorra
approved these changes
Oct 14, 2025
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I didn't know about that mT trick -- that's neat! All good to go @jessegrabowski !
Ruff is failing though; I'll merge once you push again
Dekermanjian
approved these changes
Oct 15, 2025
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This hasn't ever come up, but if we end up with more support for batch dims/time varying, we have to be more careful about shape assumptions inside the kalman filters. This PR switches things to batch-friendly operations, switching
x.dot(y)tox @ y(the latter is blockwise) andx.Tforx.mT(in casexis not 2d).There are still a few
.Tsprinkled in there, mostly because there are some 1d objects. It might be preferable to switch everything to 2d (so that e.g. data will be represented as a column vector). This has it's own drawbacks, mostly related to unintentional broadcasting. I tried it in an early iteration and eventually got to where things are now.