如何使用PyKalman获得标准差？

pip install pykalman

import numpy as np
from pykalman import KalmanFilter

# 观测数据
observations = np.array([1, 2, 3, 4, 5])

# 系统模型
transition_matrix = np.array([[1, 1], [0, 1]])  # 状态转移矩阵
observation_matrix = np.array([[1, 0]])  # 观测矩阵
initial_state_mean = np.array([0, 0])  # 初始状态均值
initial_state_covariance = np.array([[1, 0], [0, 1]])  # 初始状态协方差矩阵

# 创建KalmanFilter对象
kf = KalmanFilter(
    transition_matrices=transition_matrix,
    observation_matrices=observation_matrix,
    initial_state_mean=initial_state_mean,
    initial_state_covariance=initial_state_covariance
)

# 使用观测数据进行滤波
filtered_state_means, filtered_state_covariances = kf.filter(observations)

# 提取标准差
std = np.sqrt(filtered_state_covariances[:, 0, 0])