This is not a bug. Matlab's filter operates on the first dimension of the array, while scipy.signal.lfilter by default operates on the the last dimension. ... <看更多>

Actually it seems MATLAB implementation of the filter() function is pretty straight forward and not fast. For a fast implementation, have a look at FilterM ... ... <看更多>

Matlab Particle Filtering and Smoothing Example Code - GitHub - JohannesPfeifer/Particle_Filtering: Matlab Particle Filtering and Smoothing Example Code. ... <看更多>