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CHANGELOG.md

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0.10.0 (June 4, 2021)

The nalgebra and approx crates have been updated to their latest versions.

0.9.0 (May 15, 2021)

Changed

  • Change the default covariance update method to use the Joseph form. This is more numerically robust at the cost of being more computationally expensive. To use the old covariance update method, call KalmanFilterNoControl::step_with_options() with argument covariance_update_method set to CovarianceUpdateMethod::OptimalKalmanForcedSymmetric.
  • Fixed the spelling of CovarianceUpdateMethod (which was previously misspelled).

Added

  • Implemented tests to run basic sanity checks for the Kalman filter (with different covariance update methods), Kalman smoother, and the Kalman smoother with missing observations.

0.8.0 (April 14, 2021)

Changed

  • Change primary names of many functions to match conventional Kalman filter documentations (i.e. F for state transition model, H for observation model). Mostly old names are still kept but are deprecated. For implementations of the TransitionModelLinearNoControl trait, change transition_model to F, transition_model_transpose to FT, and transition_noise_covariance to Q. The trait name ObservationModelLinear was changed to ObservationModel and implementations of this trait need to change observation_matrix to H, observation_matrix_transpose to HT, observation_noise_covariance to R, and evaluate to predict_observation.

Fixed

  • examples do not raise clippy warnings (#6)

0.7.0 (April 13, 2021)

Fixes

  • Depend on nalgebra 0.26, which added initial support for const generics.