Ginan kalman filter basics The basic structure for kalman filtering in ginan is the KFState struct, it is required for all filtering.
The KFKey struct is used to define a state element within the filter. These are used rather than row/column indexing to eliminate manual bookkeeping State elements are generally initialised using an InitialState object, which defines the initial value, sigma, and process noise to be applied between epochs. Measurements are defined individually as KFMeasEntry objects and added to a list, before being combined to create a KFMeas object that contains the aggregated measurement list in matrix form. The measurement's design matrix is set by defining the sensitivity of the measurement to state elements, and its innovation (OMC) and noise are set with helper functions. State elements are automatically added to the filter when a stateTransition occurs after referencing a KFKey with one of the helper functions.