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def test_smooth(self):
mean = np.array([[1],[2],[3]])
covariance = np.eye(3)*2
next_mean = np.array([[2],[4],[6]])
next_covariance = np.eye(3)
state_transition = np.eye(3)*0.5
process_noise = np.eye(3)*0.1
ms, Ps = primitives.smooth(
mean,
covariance,
state_transition,
process_noise,
next_mean,
next_covariance)
self.assertSequenceEqual(ms.shape, (3,1))
self.assertSequenceEqual(Ps.shape, (3,3))
# should be diagonal
self.assertTrue(np.linalg.norm(Ps - np.diag(np.diag(Ps))) < 1e-6)