Added: ExtendedKalmanFilter now uses DifferentiationInterface.jl + now allocation-free
#180
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Bonus : it is now allocation-free !
Ensure that the type used in the covariance estimator are not views (does not work with the EKF with `strict=Val(true)` option of DI.jl)
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #180 +/- ##
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Coverage 98.87% 98.87%
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Files 25 25
Lines 4162 4193 +31
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+ Hits 4115 4146 +31
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Following #179, also migrates
ExtendedKalmanFilterto DI.jl. There is a newjacobiankeyword arguments to swap the backend.Bonus: the estimator is now allocation-free at runtime (at least with
AutoForwardDiff)