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@pipipyau pipipyau self-assigned this Sep 26, 2025
@pipipyau pipipyau added the enhancement New feature or request label Sep 26, 2025
@pipipyau pipipyau linked an issue Sep 26, 2025 that may be closed by this pull request
@pipipyau pipipyau marked this pull request as draft September 26, 2025 10:17
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@Sinitca-Aleksandr Sinitca-Aleksandr left a comment

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I've reviewed the PR and have several recommendations:

  1. Review the caching implementation - Ensure that cached values don't cause issues with long-running experiments or parameter changes.

  2. Verify the SNR calculations - The signal-to-noise ratio implementation should be double-checked for correctness.

  3. Test edge cases - Particularly around Hurst exponent adjustment and filter matrix generation.

  4. Consider adding more tests - Especially for the Kalman filter behavior with different parameters.

The changes appear to focus on improving the robustness, performance, and maintainability of the Kalman filter implementation for fractal signal processing. The addition of caching and better organization will make experiments more reproducible and efficient.

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Kalman-Kasdin validation

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