Crate adskalman

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Kalman filter and Rauch-Tung-Striebel smoothing implementation

Characteristics:

Throughout the library, the generic type SS means “state size” and OS is “observation size”. These refer to the number of dimensions of the state vector and observation vector, respectively.

Structs

An error
A Kalman filter with no control inputs, a linear process model and linear observation model
State and covariance pair for a given estimate

Enums

Specifies the approach used for updating the covariance matrix
The kinds of errors

Traits

An observation model, potentially non-linear.
A linear model of process dynamics with no control inputs