In addition to the Joseph-stabilised form described in #975, there is a non-Joseph stabilized update which is given in:
https://github.com/stephenswat/kalman-remix/blob/8d16049746d7eb405869a494120ce35012e1bd60/kalman_remix/kalman/update.py#L60-L92
We should implement this in traccc, as it is both more precise and more performant than our current approach.
In addition to the Joseph-stabilised form described in #975, there is a non-Joseph stabilized update which is given in:
https://github.com/stephenswat/kalman-remix/blob/8d16049746d7eb405869a494120ce35012e1bd60/kalman_remix/kalman/update.py#L60-L92
We should implement this in traccc, as it is both more precise and more performant than our current approach.