Reject inconsistent RTS measurement matrix rows

[FlorianPfaff]

Bug

RauchTungStriebelSmoother.filter() derives the measurement dimension from the normalized measurements, but previously accepted any rectangular observation matrix whose column count matched the state dimension.

For scalar measurements of a two-dimensional state, passing H = eye(2) therefore produced an innovation with shape (2,): NumPy broadcast the scalar measurement to both observation rows. The filter silently processed two identical observations instead of rejecting an inconsistent model specification.

Fix

• require every normalized linear measurement matrix to have exact shape (measurement_dim, state_dim);
• raise a deterministic ValueError before the Kalman update can broadcast incompatible inputs;
• add a regression for scalar measurements paired with a two-row observation matrix.

Impact

Malformed RTS observation models now fail at the input boundary instead of silently changing the effective measurement dimension. Valid rectangular matrices such as shape (1, 2) remain supported.

Validation

• reproduced the pre-fix broadcast in an isolated NumPy check: a (1,) measurement minus a (2,) predicted observation becomes [1.0, 1.0] with shape (2,);
• syntax-compiled the modified smoother and regression test;
• branch is 2 commits ahead and 0 behind main;
• final diff is limited to 9 source lines and one 27-line regression test.

GitHub Actions provides the repository's full supported Python and backend validation matrix.

[github-actions]

✅MegaLinter analysis: Success

Descriptor	Linter	Files	Fixed	Errors	Warnings	Elapsed time
✅ COPYPASTE	jscpd	yes		no	no	28.69s
✅ JSON	prettier	7	0	0	0	1.24s
✅ JSON	v8r	7		0	0	4.91s
✅ MARKDOWN	markdownlint	68	0	0	0	1.8s
✅ MARKDOWN	markdown-table-formatter	68	0	0	0	1.04s
✅ PYTHON	black	1810	56	0	0	93.84s
✅ PYTHON	isort	1810	88	0	0	2.8s
✅ REPOSITORY	betterleaks	yes		no	no	2.29s
✅ REPOSITORY	checkov	yes		no	no	57.65s
✅ REPOSITORY	gitleaks	yes		no	no	17.36s
✅ REPOSITORY	git_diff	yes		no	no	0.26s
✅ REPOSITORY	secretlint	yes		no	no	78.77s
✅ REPOSITORY	syft	yes		no	no	5.43s
✅ REPOSITORY	trivy-sbom	yes		no	no	7.05s
✅ REPOSITORY	trufflehog	yes		no	no	32.75s
✅ YAML	prettier	11	0	0	0	0.77s
✅ YAML	v8r	11		0	0	12.35s
✅ YAML	yamllint	11		0	0	0.52s

Notices

📣 MegaLinter 9.5.0 is out! Discover the new features and security recommendations in the release announcement. (Skip this info by defining SECURITY_SUGGESTIONS: false)

See detailed reports in MegaLinter artifacts

Your project could benefit from a custom flavor, which would allow you to run only the linters you need, and thus improve runtime performances. (Skip this info by defining FLAVOR_SUGGESTIONS: false)

• Documentation: Custom Flavors
• Command: npx mega-linter-runner@9.6.0 --custom-flavor-setup --custom-flavor-linters PYTHON_BLACK,PYTHON_ISORT,COPYPASTE_JSCPD,JSON_V8R,JSON_PRETTIER,MARKDOWN_MARKDOWNLINT,MARKDOWN_MARKDOWN_TABLE_FORMATTER,REPOSITORY_CHECKOV,REPOSITORY_GIT_DIFF,REPOSITORY_GITLEAKS,REPOSITORY_BETTERLEAKS,REPOSITORY_SECRETLINT,REPOSITORY_SYFT,REPOSITORY_TRIVY_SBOM,REPOSITORY_TRUFFLEHOG,YAML_PRETTIER,YAML_YAMLLINT,YAML_V8R

Show us your support by starring ⭐ the repository