feat(optimal_control): implement Kalman filter module with Python bindings

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- Add kalman_filter.rs with LinearKF, RTSSmoother, UKF implementations
- Add kalman_py_bindings.rs for Python API exposure
- Create tutorial notebook with 3 real-world examples (vehicle tracking, financial time series, multi-sensor fusion)
- All tests passing with excellent results (63-88% RMSE improvements)
- Fix compilation errors in py_bindings.rs (type annotations, imports)
- Successfully builds with maturin develop --release

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Melvin Alvarez

2026-01-23 18:38:02 +01:00

parent 5f6bf5798c

commit 1e88ba5bb6

7 changed files with 2370 additions and 6 deletions

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examples/notebooks/04_kalman_filter_sensor_fusion.ipynb

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