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Pickleable UnscentedKalmanFilter #160

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@teubert

Description

@teubert

Describe the bug
UnscentedKalmanFilter is currently unpickleable because of local function measure

To Reproduce

  1. Construct a UKF
  2. Pickle ukf
  3. See error

Notes
This came up in work with prog_server to add custom state estimators (nasa/prog_server#26) by @kkannan7

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