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Add Kalman filter class and examples. #31

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The example is only a demonstration of what it can do. No guarantee if it runs.

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@AzulRadio AzulRadio marked this pull request as ready for review January 22, 2021 18:11
@alvinsunyixiao alvinsunyixiao changed the base branch from alvin/eigen to master January 24, 2021 19:07
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