Working for UKF rename.
Most of the text is wrong, but changed code to use the renamed ScaledUnscentedKalmanFilter. Checking in with bad text because I am in the process of changing FilterPy to use a class for the sigma points to make it easier to change the sigma point generation, leaving us with one UKF class instead of several.
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@@ -85,7 +85,7 @@ def show_sigma_transform():
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P = np.array([[4, -2.2], [-2.2, 3]])
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plot_covariance_ellipse(x, P, facecolor='b', variance=9, alpha=0.5)
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S = UKF.sigma_points(x=x, P=P, kappa=0)
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S = UKF.sigma_points(x=x, P=P, alpha=.5, kappa=0)
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plt.scatter(S[:,0], S[:,1], c='k', s=80)
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x = np.array([15, 5])
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