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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Allow direct process model #63

Open remipch opened 2 years ago

remipch commented 2 years ago

By reading your library, I guess it was practical for you to model your specific system by writing derivative formulas.

Then, you implemented Integrator classes to compute process model from the derivative model.

In our case, it was convenient to write the direct process model without writing explicit derivative formulas.

This PR consists of allowing to implement StateVector::process_model() method directly without needing to implement StateVector::derivative() method.