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Fix to Kalman smoother and add smoothing test. #56
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Additionally update the test to convert LDS to tfp LGSSM.
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Currently the kalman smoothing code in
jsl.lds.kalman_filteris not working, perhaps as a consequence of the filtering fix in 05f71a2.The kalman-smoother-fix branch has a small change inside
kalman_smoother()to the indexing of the output ofkalman_filter().Additionally this PR adds a test to
kalman_filter_test.pyto compare the JSL smoothing output to TensorFlow ProbabilityLinearGaussianStateSpaceModelsmoothing output.