2 Commits (25121bca4f9c97fed28599e9f9adeba2028e5bd0)

Author	SHA1	Message	Date
Marco Ratto	05fc096569	Make multivariate kalman filter and smoother robust to badly scaled covariance matrix of observables. ... This avoids shifting to univariate filter in most cases.	2015-10-13 17:15:01 +02:00
Michel Juillard	bbd95b3a60	adding Ed Herbst fast implementation of the Kalman filter and test ... cases with timing. Still needs preprocessor interface (option) and documentation.	2013-02-21 17:47:16 +01:00