diff --git a/GPy/models/state_space_xt_sep.py b/GPy/models/state_space_xt_sep.py index c65eac92..bcdf7d02 100644 --- a/GPy/models/state_space_xt_sep.py +++ b/GPy/models/state_space_xt_sep.py @@ -267,7 +267,7 @@ class StateSpace_1(Model): LL = linalg.cho_factor(H.dot(PF[:,:,k]).dot(H.T) + R) K = linalg.cho_solve(LL, H.dot(PF[:,:,k].T)).T - + stop MF[:,k] += K.dot(Y[:,k]-H.dot(MF[:,k])) PF[:,:,k] -= K.dot(H).dot(PF[:,:,k]) stop