Include eigen-unsupported to make UKF implementation possible? #2
Description
UKF algorithm depends on solving the square root of the state covariance matrix. The square root operation is only implemented in eigen-unsupported module.
It would make experiments using UKF much easier.
UKF is not the primary objective of this project (since in this case EKF is faster, has less hyperparameters and is considered more agnostic to environment). But it is taught in the course so please just consider it an option.