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@partev partev commented Oct 19, 2025

Update the return values of the Kalman filter to include predicted means and covariances.

currently PosteriorGSSMFiltered is supposed to return predicted_means and predicted_covariances but it doesn't. This patch to lgssm_filter function fixes the issue, and also updates the documentation.

Added predicted means and covariances to the return values of the Kalman filter.
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