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@teubert teubert commented Mar 16, 2022

Cleaning up noise handling for UKF and KF. Alternate to #146

In this case we're requiring the user to use model.parameters['process_noise'] and model.parameters['measurement_noise'] rather than specifying separate values for the UKF/KF.

We still have to allow the user to specify a measurement_noise matrix when using a measurement equation since the dimensions won't match (i.e., measured values may not be the same as outputs).

Pro: MUCH simpler
Con: Lose ability to specify custom noise for filter that differs from model noise

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