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Update UKF sigma cache after process noise#2548

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FlorianPfaff merged 1 commit into
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codex/ukf-process-noise-sigma-cache-20260606
Jun 6, 2026
Merged

Update UKF sigma cache after process noise#2548
FlorianPfaff merged 1 commit into
mainfrom
codex/ukf-process-noise-sigma-cache-20260606

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Summary

  • regenerate cached propagated sigma points after additive process noise is folded into the UKF prediction covariance
  • add a regression comparing the UKF update against the linear Kalman filter in the additive-noise case

Validation

  • Not run (per request).

@FlorianPfaff FlorianPfaff enabled auto-merge (squash) June 6, 2026 11:12
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github-actions Bot commented Jun 6, 2026

MegaLinter analysis: Success

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✅ REPOSITORY secretlint yes no no 25.49s
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@FlorianPfaff FlorianPfaff merged commit 0654b82 into main Jun 6, 2026
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