Updated observers and Kalman Filter, added running average

spatz/models/average.py

@@ -0,0 +1,12 @@
+
+
+class MovingAverage:
+    def __init__(self, k: int, init_value: float) -> None:
+        self.__k = k
+        self.__values = [init_value] * k
+
+    def update(self, value):
+        self.__values.append(value)
+        self.__values = self.__values[1:]
+
+        return sum(self.__values) / self.__k

spatz/models/kalman.py

@@ -91,7 +91,7 @@ class KalmanFilter:
         K = err @ H.T @ inv(H @ err @ H.T + R)
 
         # Compute the corrected state.
-        x = x + (K @ (z - H @ x)).T
+        x = x + (K @ (z - H @ x).T).T
 
         # Compute the error after correction.
         err = (np.identity(n) - K @ H) @ err