The UKF for the circle tracking was diverging. Also, I have partially started the section on the ILS, but much remains to be done on it.
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.
Still a lot of work to be done, but I'm writing more realistic examples, and reordering the material.