[ENH] Add cubature RTS smoother#330
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Add a Rauch-Tung-Striebel smoother to CubatureKalmanFilter, including support for both flattened and column-vector state histories, and regression tests against the linear Kalman RTS smoother. The implementation follows Arasaratnam and Haykin (2011), 'Cubature Kalman Smoothers', Automatica 47(10):2245-2250. Co-Authored-By: OpenAI Codex <codex@openai.com>
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Summary
CubatureKalmanFilter(n, dim_x)and column-vector(n, dim_x, 1)state historiesWhy
filterpyalready exposes RTS smoothers for the linear Kalman filter and the unscented Kalman filter, but the cubature filter was missing the same smoothing step. This fills that gap with a cubature smoother implementation that follows the existing module patterns and reuses the library's current CKF machinery.Validation
python -m pytest filterpy/kalman/tests/test_ckf.py -qpython -m pytest filterpy/kalman/tests/test_ukf.py -qpython -m pytest filterpy/kalman/tests/test_rts.py -qReference