fix: loglikelihood for time-varying observation covariance - #201
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Tusharjamdade wants to merge 1 commit into
Open
fix: loglikelihood for time-varying observation covariance#201Tusharjamdade wants to merge 1 commit into
Tusharjamdade wants to merge 1 commit into
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Hi @fkiraly, could you please take a look? |
fkiraly
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Jan 18, 2026
fkiraly
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Looks like a simple improvement, nice!
Though in the test, I think it would be important to also test higher n_dim_obs, could you do that?
Could you also ensure that the code formatting tests are passing?
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Fixes #180
This PR fixes a crash in
KalmanFilter.loglikelihood()when a time-varying observation covariance is provided. While the filtering code already supported time-dependent covariances, the loglikelihood computation incorrectly assumed a constant covariance and failed with a shape mismatch.