Examples: State estimation - Kalman filter

[kjjarvis]

Starting the state estimation notebook with a Kalman filter example

[github-actions]

Thank you for opening this PR. Each PR into dev requires a code review. For the code review, look at the following:

• Reviewer (someone other than author) should look for bugs, efficiency, readability, testing, and coverage in examples (if relevant).
• Ensure that each PR adding a new feature should include a test verifying that feature.
• All errors from static analysis must be resolved.
• Review the test coverage reports (if there is a change) - will be added as comment on PR if there is a change
• Review the software benchmarking results (if there is a change) - will be added as comment on PR
• Any added dependencies are included in requirements.txt, setup.py, and dev_guide.rst (this document)
• All warnings from static analysis must be reviewed and resolved - if deemed appropriate.

[codecov-commenter]

Codecov Report

All modified and coverable lines are covered by tests ✅

Comparison is base (0980f8c) 83.41% compared to head (f6085a0) 83.41%.

Additional details and impacted files

@@           Coverage Diff           @@
##              dev     #126   +/-   ##
=======================================
  Coverage   83.41%   83.41%           
=======================================
  Files         100      100           
  Lines       10462    10462           
=======================================
  Hits         8727     8727           
  Misses       1735     1735           

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

[teubert]

Great intro to Kalman Filter. A few cosmetic recommendations

[teubert]

What do you think about plotting the error in each state variable over time? A visual representation might help the user understand its function.