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Enable sequential processing#221

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rlabbe merged 3 commits into
rlabbe:masterfrom
igorinov:master
Jun 3, 2022
Merged

Enable sequential processing#221
rlabbe merged 3 commits into
rlabbe:masterfrom
igorinov:master

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@igorinov
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@igorinov igorinov commented Jan 2, 2021

Sequential processing can be used to process data from multiple independent sensors with different sampling rates.
It also eliminates the matrix inversion operation.

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rlabbe commented Jan 4, 2021

This looks great, and I'll be happy to incorporate it.

Before that, do you have any unit tests you could incorporate? I don't like checking in new functionality without passing tests. At a minimum the test provides a hint on how to use the method, and that is important since this method is not (yet) documented in the companion book I wrote.

Also, if you have a good paper or textbook citation to add to the docstring that would be nice, but I can did something up if not.

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igorinov commented Jan 5, 2021

Thank you! Added a unit test.

Anderson, Brian D. O.; Moore, John B. (1979). Optimal Filtering.
Reprint (2005) by Dover Publications, NY pp. 142-147 ISBN 978-0-486-43938-9

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@rlabbe rlabbe merged commit b83ddad into rlabbe:master Jun 3, 2022
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