Port EKF from existing source

Registered by Chris Murphy

I already have an EKF implementation in python, but it was made before the rest of this framework was standardized. I will port it after getting the initial particle filter implementation online.

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Status:
Not started
Approver:
Chris Murphy
Priority:
Undefined
Drafter:
Chris Murphy
Direction:
Needs approval
Assignee:
Chris Murphy
Definition:
New
Series goal:
None
Implementation:
Unknown
Milestone target:
None

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