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47 kalman kasdin validation #49
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Sinitca-Aleksandr
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I've reviewed the PR and have several recommendations:
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Review the caching implementation - Ensure that cached values don't cause issues with long-running experiments or parameter changes.
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Verify the SNR calculations - The signal-to-noise ratio implementation should be double-checked for correctness.
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Test edge cases - Particularly around Hurst exponent adjustment and filter matrix generation.
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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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