ssinfer.py 文件源码

def _smoothing_update(self):
        gain = cho_solve(cho_factor(self.x_cov_pred), self.xx_cov).T
        self.x_mean_smooth = self.x_mean_filt + gain.dot(self.x_mean_smooth - self.x_mean_pred)
        self.x_cov_smooth = self.x_cov_filt + gain.dot(self.x_cov_smooth - self.x_cov_pred).dot(gain.T)