Still needs a lot of explanation; mostly the implementation is there for now.
I think I finally arrived at a good ordering of material. Started with implementing a linear problem just so we can see how it differs from the linear KF, then added problems step by step. Got rid of most of the poor performing filters.
Added the radar tracking problem from the EKF chapter to the UKF chapter. fixed bug in ekf_internal that was drawing the radar image on import.