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added preliminary version of lqe function, which calculates the gain … - #351

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murrayrm merged 2 commits into

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sawyerbfuller:master

Dec 30, 2019

Commits on Dec 10, 2019
- added preliminary version of lqe function, which calculates the gain for a steady-state Kalman filter.
  sawyerbfuller
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Commits on Dec 12, 2019
- LQE: added python 2 compatibility and unit test
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  e312569