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Gaussian process #1135

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Gaussian process #1135

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Lyuchenyi
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This PR introduces the GaussianProcess folder in the Stone Soup framework, which includes two Gaussian Process implementations (GP) implementations. Additionally, it contains a comparison between GP and Kalman Filter (KF) and an implementation of GP with multi-dimensional output support.

Changes:
Added a new GaussianProcess/ directory, which includes:

  • First GP implementation (based on Fusion conference paper).
  • Second GP implementation (located in NewGPproject/, relies on "GaussianProcessPredictor" and "gaussianprocess" to achieve the GP).
  • Comparison experiments between GP and Kalman Filter (analyzing GP’s performance in target tracking tasks).
  • Multi-dimensional output GP implementation (an extended GP method supporting high-dimensional state modelling).

@Lyuchenyi Lyuchenyi requested a review from a team as a code owner March 1, 2025 14:48
@Lyuchenyi Lyuchenyi requested review from sdhiscocks and hpritchett-dstl and removed request for a team March 1, 2025 14:48
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