Unscented Kalman Filter.
Code ported from https://github.com/prozoroff/UKFSharp
Available at Maven Central:
dependencies {
implementation("io.vacco.jukf:jukf:0.1.0")
}
See test case for usage example. Render plot in eCharts.
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Unscented Kalman Filter
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vaccovecrana/jukf
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Unscented Kalman Filter