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reorder prior update and posterior updates for kalman #2

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tbrown122387 opened this issue Dec 4, 2019 · 0 comments
Open

reorder prior update and posterior updates for kalman #2

tbrown122387 opened this issue Dec 4, 2019 · 0 comments
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good first issue Good for newcomers

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@tbrown122387
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in the Kalman filter, you can change the order of the prior update and posterior update, so that the state priors will be available for forecasting. Right now, there are redundant, double computations if you're calling the forecast updates
@tbrown122387 tbrown122387 added the good first issue Good for newcomers label Sep 25, 2020
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