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adskalman-rs's Issues

Covariance Matrix Symmetry assertion.

We've encountered a scenario where our covariance matrix fails the symmetry assertion defined in the debug macro debug_assert_symmetric!. Instead of halting the execution with assert_relative_eq, we are exploring the possibility of having a warning issued, allowing the Kalman filter to continue functioning within our pipeline.

We believe this adjustment would enhance the robustness and flexibility of your library in real-world scenarios, allowing users to choose whether to halt on this assertion or receive a warning.

If you find this proposal acceptable, we are more than willing to contribute to the implementation or provide additional information to facilitate the process.

Thank you for your time and consideration. We appreciate the valuable work you do on maintaining this repository.
Best regards,
Jose Rincon.

Explicit lifetime on KalmanFilterNoControl

Hello,

First of all thank you for this crate, I was very glad to find a rust implementation of a Kalman filter!

I'm using it in one of my projects and I have an issue with the explicit lifetime required on KalmanFilterNoControl. I need to keep the filter in a nested long lived struct and that forces me to annotate all its parents with the explicit lifetime which is not convenient or even possible in some cases.

Maybe the API could change so that KalmanFilterNoControl takes ownership of the transition model and the observation matrix and we'd have getters if we need to access them later on?

I'm not sure what's the right solution, if you have a better idea I'm willing to fork the repo and experiment with it.

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