Validate UKF process-noise covariance shapes

[FlorianPfaff]

Bug

The core unscented Kalman filter validated measurement-noise covariance shapes during update, but added self.Q during prediction without validating its shape.

For a two-dimensional state, a vector such as Q = [0.4, 0.2] was therefore broadcast across the predicted covariance. With an otherwise diagonal covariance, NumPy produces

P + Q = [[1.4, 0.2],
         [0.4, 2.2]]

and the subsequent symmetrization turns this into a spurious cross-covariance of 0.3 instead of rejecting the malformed process-noise model.

Fix

• coerce the configured process noise before propagating sigma points;
• preserve scalar and length-one covariance shorthand for one-dimensional states;
• require shape (dim_x, dim_x) for every multidimensional state;
• use the validated covariance in the prediction.

Regression coverage

A focused NumPy-backend regression verifies that:

• a length-two process-noise vector for a two-dimensional UKF raises a clear ValueError;
• the failed prediction leaves the mean and covariance unchanged;
• the existing length-one shorthand remains accepted for a one-dimensional UKF.

Validation

• independently reproduced the silent NumPy broadcasting and resulting spurious cross-covariance;
• branch is based directly on current main (f196ec41d1d8681e279936db9f1a0a3abfa276e7);
• branch is 2 commits ahead and 0 behind;
• diff is limited to the UKF core and one focused regression module;
• GitHub Actions is authoritative for the full backend, lint, packaging, documentation, and integration matrix.

[github-actions]

✅MegaLinter analysis: Success

Descriptor	Linter	Files	Fixed	Errors	Warnings	Elapsed time
✅ COPYPASTE	jscpd	yes		no	no	25.97s
✅ JSON	prettier	7	0	0	0	1.2s
✅ JSON	v8r	7		0	0	3.12s
✅ MARKDOWN	markdownlint	68	0	0	0	2.02s
✅ MARKDOWN	markdown-table-formatter	68	0	0	0	0.63s
✅ PYTHON	black	1867	88	0	0	92.31s
✅ PYTHON	isort	1867	141	0	0	2.74s
✅ REPOSITORY	betterleaks	yes		no	no	2.26s
✅ REPOSITORY	checkov	yes		no	no	54.13s
✅ REPOSITORY	gitleaks	yes		no	no	17.09s
✅ REPOSITORY	git_diff	yes		no	no	0.32s
✅ REPOSITORY	secretlint	yes		no	no	84.83s
✅ REPOSITORY	syft	yes		no	no	6.08s
✅ REPOSITORY	trivy-sbom	yes		no	no	6.52s
✅ REPOSITORY	trufflehog	yes		no	no	32.76s
✅ YAML	prettier	11	0	0	0	0.7s
✅ YAML	v8r	11		0	0	12.29s
✅ YAML	yamllint	11		0	0	0.65s

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