I’m thinking about writing a new extendedKalmanFilter class with similar functionality to the Matlab one. I have a some questions before I start:
- Is anyone else working on this class or anything that would impact it?
- I presume it would go into the ‘control’ package?
- 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.