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    Expose Error Cross-Covariance in Uncented Kalman Filters · 6259c1e4
    baudenri authored
    For some applications it is useful to have an estimate of how uncertain
    the specific variable is estimated. This could help to act accordingly
    e.g. increase the measurement zone if the current estimate is very
    uncertain. 
    6259c1e4
unscented_kalman.cpp 14.7 KB