[FIX]factorize “the estimated predicted error covariance”

[Capsellab]

You should factorize “the estimated predicted error covariance” on formula (43) , before "3)Evaluate the propagated cubature points" in the Measurement Update section.

[rlabbe]

This does not run, as sigmas_f does not exist.

I suspect you meant to write this in the predict code:
sigmas = spherical_radial_sigmas(self.x, self.P)

    # evaluate cubature points
    for k in range(self._num_sigmas):
        sigmas[k] = self.fx(sigmas[k], dt, *fx_args)

    self.x, self.P = ckf_transform(sigmas, self.Q)

but am not sure. I haven't looked at cubature filters in a long time.

Ideal check ins include a new test (in the \tests subdirectory) that will fail on the old code, and pass on the new code, otherwise it is often impossible for me to really ascertain the effect of the change and whether it is valid or not.