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Constant acceleration Kalman state evolution matrix can go up to second order in first row #96

@pavelkomarov

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@pavelkomarov
A = np.array([[1, dt, 0],
              [0, 1, dt],
              [0, 0,  1]])

If state is $x$, $\dot{x}$, $\ddot{x}$, then this is an Euler stepper for position and velocity, with acceleration remaining what it was. But that zero in the upper right could be (dt**2)/2, which just takes its Taylor expansion one term further. Not sure this would affect answers much, but maybe worth an experiment.

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