Closed nhz2 closed 4 years ago
Fixes #199
potter_measurement_update
Randomized unit testing.
Inline documentation is sufficient.
Potter Algorithm for Square Root Kalman Filter
Fixes #199
Summary of changes
potter_measurement_updatefunction This is a more stable version of the regular Kalman filter update for square root covariance and scalar measurements with independent noise.Testing
Randomized unit testing.
Documentation Evidence
Inline documentation is sufficient.