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Support sequences with irregular time-steps #12

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arvoelke opened this issue Dec 13, 2019 · 0 comments
Open

Support sequences with irregular time-steps #12

arvoelke opened this issue Dec 13, 2019 · 0 comments
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enhancement New feature or request

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@arvoelke
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arvoelke commented Dec 13, 2019

Common feature request. Trivial solution is to solve the ODE for each new sample (i.e., fast-forward to the next point in time), which is a matrix exponential for ZOH. Should try the naive approach first, and then speed it up with some approximation if it's too slow.

@arvoelke arvoelke added the enhancement New feature or request label Dec 13, 2019
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