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## Description
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The Performant Embedded Algebra Kit (PEAK) is a lightweight and easy-to-use library for performing various algebraic operations.
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The Performant Embedded Algebra Kit (PEAK) is a lightweight, easy-to-use library for performing various algebraic operations. This library is built on Lukas Freiheits's matrix structures and linear algebra code, originally developed for developed for Aquila Maris' [caput firmware](https://git.intern.spaceteamaachen.de/AQUILA_MARIS/caput_firmware/src/branch/main/caput).
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## Features
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- Matrix operations: Perform matrix addition, subtraction, multiplication, and inversion.
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- Kalman Filter implementations
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- basic Kalman Filter
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- Dynamic Kalman Filter, with variable delta t
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- Dynamic Kalman Filter, with variable delta t (WIP)
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## Usage
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```
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### Kalman Filters
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Every Kalman filter object requires a measurement matrix *H* and a measurement covariance matrix *R*. These matrices will be used when the `correct` method is called with only the current state and a measurement value. If you are using multiple sensors, you can also pass new *H* and *R* matrices directly, which will then be used instead. This also allows you to handle changes in measurement uncertainty over time.
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## Limitations
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As of now, only matrices with no more than 256 elements are supported.
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