Implement UKF #111
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Implement UKF #111
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Description
unscented_kalman_filter()inukf/inference.py.unscented_kalman_smoother()inukf/inference.py.ukf/demos/ukf_pendulum.py,ukf/demos/ukf_spiral.py.Progress
ukf/demos, the filtered/smoothed results seem to non-trivially diverge from those ofsarkka-jaxlibrary. I am in the process of inspecting the cause of the incongruency.Issue
#63