Implement utility for evaluating multivariate Gaussian density #60
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claudiofantacci
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May 9, 2019
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…ration::getTransitionProbability()
…valuateProposal()
claudiofantacci
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Within this PR:
utils::multivariate_gaussian_density, for evaluation of a multivariate Gaussian probability density function;GaussianLikelihood::likelihood,WhiteNoiseAcceleration::getTransitionProbability,GPFCorrection::evaluateProposalso thatutils::multivariate_gaussian_densityis used{KF, UKF}Correction::getLikelihoodCHANGELOG.mdThis closes #59 , closes #42