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Vansh Verma
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postprior

confirmedupstream bugPython · filterpySystems & data structuresJuly 25, 2026

the question

Does filterpy's SquareRootKalmanFilter.P_post return the posterior covariance after a measurement update?

what came out

filterpy's SquareRootKalmanFilter.P_post reconstructs the covariance from the prior square-root factor _P1_2_prior, a copy of the P_prior body, instead of the maintained posterior factor _P1_2_post. The returned P_post is byte-identical to P_prior and never reflects the measurement, off by up to 19.1.

method & receipts

  • Result: confirmed
  • Reproducible — one script re-runs the whole thing from scratch.
  • Tested — a correctness/benchmark suite ships alongside the code.

→ read the code and re-run it

github.com/v-code01/postprior