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bfl_adaptive_EKF

Extension on Orocos BFL library to include a version of EKF which adapts Q and R matrices from an initial guess

TODO

The algorithm requires complete change of internal computational algorithm, so either

  • change the visibility of the struct in ExtendedKalmanFilter and KalmanFilter to protected, OR
  • create it from scratch, copying everything from KalmanFilter and ExtendedKalmanFilter

Right now, I have adopted the second strategy. I have yet to test it, so use it at your own peril :P However, I'm sure that it works, it just required certain optimizations.