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add multi extended kalman filter that can be used for sensor fusion #261

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@nwesem nwesem commented Dec 16, 2021

Hello @rlabbe,

I was using your EKF implementation for sensor fusion and slightly adapted the original implementation such that it can be used for sensor fusion, would you be interested in adding this to the library? See pull request below. If yes I am happy to add an example on how to use this.

Cheers, Niclas

Signed-off-by: nwesem <niclaswesemann@gmail.com>
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rlabbe commented Jun 3, 2022

Sorry, just getting around to merging a bunch of pull requests. I'm happy to incorporate new functionality, but require unit tests, which also serve as an example.

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