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[upstream PR #301] Make EKF more Generic #119

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[upstream PR #301] Make EKF more Generic #119

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@GeorgePearse GeorgePearse commented Oct 25, 2025 •
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Upstream PR: rlabbe/filterpy#301
Author: Imported from upstream

Original Description

  • The original EKF assumes a linear, time invariant (LTI) transition matrix. That is, in general, not a requirement for an EKF. Since the measurement Jacobian can be overridden, the transition matrix should also be able to be computed at each step. This PR adds an override to enable that capability.

@GeorgePearse GeorgePearse added from-upstream-pr PR imported from upstream rlabbe/filterpy repository low-risk Low-risk PR (docs, typos, etc) labels Oct 25, 2025
@GeorgePearse
Merge remote-tracking branch 'origin/master' into HEAD
393fa14 
# Conflicts:
#	bayesian_filters/kalman/EKF.py
#	pyproject.toml
#	requirements.txt
@GeorgePearse GeorgePearse changed the title [upstream PR #301] Make EKF more Generic and add TOML file for Handling Dependencies [upstream PR #301] Make EKF more Generic Oct 25, 2025
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@GeorgePearse @chacalnoir