New extendedKalmanFilter class?

I’m thinking about writing a new extendedKalmanFilter class with similar functionality to the Matlab one. I have a some questions before I start:

  1. Is anyone else working on this class or anything that would impact it?
  2. I presume it would go into the ‘control’ package?
  3. The class would require, for example, calculation of Jacobian matrices. There are already some functions to calculate Jacobians in the ‘optim’ package. Is it valid to utilise functions from one package in a class destined for another? If not, can I replicate the one from optim? Neither solution seems ideal!!

I would welcome any comments or ideas.

The maintainers of the control package (GNU Octave - Packages) would be best placed to answer whether they want a dependency on the optim package or not. Tagging @dastew and @ttl.

After more thought, I don’t think it’s right to put a dependency on another package. I’ll make sure the control package is independent.

I am undecided regarding this question. On the one hand, optim itself depends on two other packages which would make the control package depend on three other packages. On the other hand, it is always better to not maintain the same code at several different places.

@dastew, what do you think?