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

- 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
This commit is contained in:
Melvin Alvarez
2026-01-23 18:38:02 +01:00
parent 5f6bf5798c
commit 1e88ba5bb6
7 changed files with 2370 additions and 6 deletions
+3
View File
@@ -115,5 +115,8 @@ fn _core(_py: Python, m: &Bound<'_, PyModule>) -> PyResult<()> {
// Mean Field Games functions
mean_field::python_bindings::register_python_functions(m)?;
// Optimal Control functions (includes Kalman Filter)
optimal_control::py_bindings::register_py_module(m)?;
Ok(())
}