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Extended Kalman Filter #30

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@teubert

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@teubert

Requirement Text
Extended Kalman Filter State Estimation

Suggested Solution
EKF using https://filterpy.readthedocs.io/en/latest/kalman/ExtendedKalmanFilter.html

DoD

  • Implement feature
  • Add new example
  • Add tests
  • Add to change notes for next release

Note
Suggested by @chetankul

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