Kalman filter class

The class <kalman-filter> has the following public fields:

 state-transition-matrix
 process-noise-matrix
 process-noise-covariance
 measurement-matrix
 measurement-noise-covariance

The values of these fields has to be set to binary functions returning the matrixes indicated by their respective names. When calling these functions, the first argument of the function will be the <kalman-filter> object itself and the second argument the time elapsed since the last time the state of the system was updated. The current state of the system as well as its covariance is store in the class fields

  state
  state-covariance

respectively.