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Add robust linear Gaussian update#1994

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feature/robust-linear-gaussian-update
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Add robust linear Gaussian update#1994
FlorianPfaff wants to merge 0 commit into
mainfrom
feature/robust-linear-gaussian-update

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Summary

Backports the reusable robust linear-Gaussian update machinery from the RaFT-UAV work into PyRecEst.

Adds:

  • linear_gaussian_update_robust(...)
  • NIS / innovation statistics helpers
  • Student-t, Huber, and NIS-inflation covariance scaling helpers
  • KalmanFilter.update_linear_robust(...)
  • KalmanFilter.update_model_robust(...)
  • regression tests for scale behavior, outlier downweighting, and the class wrapper

The standard linear_gaussian_update(...) and KalmanFilter.update_linear(...) behavior remain unchanged.

Validation

Locally prepared patch parsed successfully with py_compile for modified files and the new test file. Full test execution was not run in this environment.

@FlorianPfaff FlorianPfaff force-pushed the feature/robust-linear-gaussian-update branch from 677c4bf to 6a6637d Compare May 8, 2026 22:33
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