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					@ -37,13 +37,13 @@ the error-state. This library supports and defining an arbitrary error-state tha | 
				
			
			
		
	
		
		
			
				
					
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					### Multi-State Constraint Kalman Filter | 
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					### Multi-State Constraint Kalman Filter | 
				
			
			
		
	
		
		
			
				
					
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					paper: | 
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					paper: | 
				
			
			
		
	
		
		
			
				
					
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					###Rauch–Tung–Striebel smoothing | 
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					### Rauch–Tung–Striebel smoothing | 
				
			
			
				
				
			
		
	
		
		
	
		
		
			
				
					
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					When doing offline estimation with a kalman filter there can be an initialzition period where states are badly estimated.  | 
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					When doing offline estimation with a kalman filter there can be an initialzition period where states are badly estimated.  | 
				
			
			
		
	
		
		
			
				
					
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					Global estimators don't suffer from this, to make our kalman filter competitive with global optimizers when can run the filter | 
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					Global estimators don't suffer from this, to make our kalman filter competitive with global optimizers when can run the filter | 
				
			
			
		
	
		
		
			
				
					
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					backwards using an RTS smoother. Those combined with potentially multiple forward and backwards passes of the data should make | 
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					backwards using an RTS smoother. Those combined with potentially multiple forward and backwards passes of the data should make | 
				
			
			
		
	
		
		
			
				
					
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					performance very close to global optimization. | 
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					performance very close to global optimization. | 
				
			
			
		
	
		
		
			
				
					
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					###Mahalanobis distance outlier rejector | 
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					### Mahalanobis distance outlier rejector | 
				
			
			
				
				
			
		
	
		
		
	
		
		
			
				
					
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					A lot of measurements do not come from a Gaussian distribution and as such have outliers that do not fit the statistical model | 
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					A lot of measurements do not come from a Gaussian distribution and as such have outliers that do not fit the statistical model | 
				
			
			
		
	
		
		
			
				
					
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					of the Kalman filter. This can cause a lot of performance issues if not dealt with. This library allows the use of a mahalanobis | 
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					of the Kalman filter. This can cause a lot of performance issues if not dealt with. This library allows the use of a mahalanobis | 
				
			
			
		
	
		
		
			
				
					
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					distance statistical test on the incoming measurements to deal with this. Note that good initialization is critical to prevent | 
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					distance statistical test on the incoming measurements to deal with this. Note that good initialization is critical to prevent | 
				
			
			
		
	
	
		
		
			
				
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