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sfwa / ukf

Unscented Kalman Filter library for state and parameter estimation
http://au.tono.my/log/20130531-kalman-filter.html
MIT License
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Fix process noise covariance #37

Closed danieldyer closed 7 years ago

danieldyer commented 7 years ago

Previously, the measurement sigma points were generated from the state sigma point distribution before the process noise covariance had been add, leading to incorrect calculation of the covariance.