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Fix for UnscentedKalmannFilter #195

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Fix for UnscentedKalmannFilter #195

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condor-cp
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I wasn't able to run the UnscentedKalmannFilter without these two modifications :

  • Run the method "computeWeights" in the constructor
  • Change the signature of computePredictionFromSigmaPoints to return an Eigen vector and not assume it is a state_vector or output_vector.

I guess the problems remained undetected because in the test built for Kalmann Filtering, STATE_DIM == OUTPUT_DIM == 2

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Should I do this pull request in the v3.0.3-devel branch ?

@markusgft
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re-running unit tests.

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I just rebased my fork on the upstream v3.0.2 since the PR was not applied. I also added a commit to make hpipm mode configurable.

I thought the current PR would have been unaffected but I see it mirrored the changes I made in my forked branch.

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@markusgft markusgft markusgft approved these changes

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