Added: ExtendedKalmanFilter now uses DifferentiationInterface.jl + now allocation-free
#180
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
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 +/- ##
=======================================
Coverage 98.87% 98.87%
=======================================
Files 25 25
Lines 4162 4193 +31
=======================================
+ Hits 4115 4146 +31
Misses 47 47 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
|
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
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)