From 5d4e5695dc2c4e93a7e7033a57b0ad26c34808f3 Mon Sep 17 00:00:00 2001 From: Nathanael Bosch Date: Mon, 30 Oct 2023 11:59:04 +0100 Subject: [PATCH] Add Markov Kernel things to the docs --- docs/src/filtering.md | 8 +++++++- test/core/filtering.jl | 28 ---------------------------- 2 files changed, 7 insertions(+), 29 deletions(-) diff --git a/docs/src/filtering.md b/docs/src/filtering.md index dfa16399a..783e0eb3c 100644 --- a/docs/src/filtering.md +++ b/docs/src/filtering.md @@ -18,5 +18,11 @@ ProbNumDiffEq.update! ```@docs ProbNumDiffEq.smooth -ProbNumDiffEq.smooth! +``` + +## Markov Kernels +```@docs +ProbNumDiffEq.AffineNormalKernel +ProbNumDiffEq.marginalize! +ProbNumDiffEq.compute_backward_kernel! ``` diff --git a/test/core/filtering.jl b/test/core/filtering.jl index 850121e6d..c1cc3fb98 100644 --- a/test/core/filtering.jl +++ b/test/core/filtering.jl @@ -319,34 +319,6 @@ end @test m_smoothed ≈ x_out.μ @test P_smoothed ≈ Matrix(x_out.Σ) end - @testset "smooth!" begin - _d = d - x_curr_psd = Gaussian(m, PSDMatrix(P_R)) |> copy - x_next_psd = Gaussian(m_s, PSDMatrix(P_s_R)) |> copy - cache = if !KRONECKER - (x_pred=copy(x_curr_psd), - G1=zeros(_d, _d), - C_DxD=zeros(_d, _d), - C_2DxD=zeros(2_d, _d), - C_3DxD=zeros(3_d, _d)) - else - (x_pred=copy(x_curr_psd), - G1=IsometricKroneckerProduct(K, zeros(_d, _d)), - C_DxD=IsometricKroneckerProduct(K, zeros(_d, _d)), - C_2DxD=IsometricKroneckerProduct(K, zeros(2_d, _d)), - C_3DxD=IsometricKroneckerProduct(K, zeros(3_d, _d))) - end - ProbNumDiffEq.smooth!( - x_curr_psd, - x_next_psd, - A, - Q_SR, - cache, - ) - @test m_smoothed ≈ x_curr_psd.μ - @test P_smoothed ≈ Matrix(x_curr_psd.Σ) - end - @testset "smooth via backward kernels" begin K_forward = ProbNumDiffEq.AffineNormalKernel(copy(A), copy(Q_SR)) K_backward = ProbNumDiffEq.AffineNormalKernel(