Alejandro

Results 4 issues of Alejandro

When calling `filter` and then `smooth`, the number of kalman gains is duplicated due to the variable being a list that is extended on each loop. Solution: pre-allocate an array...

Implement RTS smoother for EKF. Possible code: ```python def smooth(Z, U): # allow U to be None without the filter failing U = check_none_and_broadcast(U, Z) # filtering process to get...

Extend testing coverage for EKF.

Add support for the unscented Kalman Filter

enhancement