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Header-only C++11 Kalman Filtering Library (EKF, UKF) based on Eigen3

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Hi, thanks for exellent library! I want to know why some methods such as `UnscentedKalmanFilterBase::computeSigmaPointMeasurements()` don't have the `const` keyword? These methods dont't change the content of classes

enhancement

Changes affected EKF and UKF

Solution: Change calculation method equivalent to a working solution TODO: Implement unit-test

Hello. Do you have any plans to implement 3-CKF or 5-CKF. For example as in https://github.com/irvingzhang/KalmanFiltering https://github.com/haransll/Lidar_Radar_Tracking_using_CKF https://github.com/korken89/Comparison-of-UKF-CKF-EKF https://github.com/Piyush3dB/ckf-matlab

Hi, and thank you for making this code available. I have a real time datastream, consisting of position (Eigen::Vector3d) and orientation(Eigen::Quaternion3d). This data comes in at 10Hz, and I need...

When Model::hasJacobian is called with a wrong state type the trait still returns true. Unit-test in 7d0ebcdecbd67790e352518b2b28ddfef6dccbd8

Use [Eigen AutoDiff](http://eigen.tuxfamily.org/dox/unsupported/group__AutoDiff__Module.html) as default to compute Jacobians in linearized System/Measurement Models. Jacobians should still be overridable by the user. Implementation is likely similar to [AutoDiffJacobian](http://eigen.tuxfamily.org/dox/unsupported/AutoDiffJacobian_8h_source.html). See [Eigen#634](http://eigen.tuxfamily.org/bz/show_bug.cgi?id=634) for AutoDiff...

enhancement

Example: ``` cpp // Time-step float dt = 0.001; // Pass time-step as optional argument, which is forwarded to sys.f(x,u,dt) filter.predict(sys, u, dt); ``` However, this would require to remove...

enhancement