Need access to Kalman filter matrices
Currently, KalmanEstimator and the filter's observer interface (via KalmanEstimation) only expose the covariance matrix. However, in order to characterize filter performance and for subsequent smoothing, we need access to the Kalman filter's innovations covariance and state transition matrices. Ideally, the KalmanEstimation interface ought to expose the state transition, H matrix, Kalman gain, and innovations covariance matrices. These matrices are currently being evaluated but are marked as either protected or private in Orekit and Hipparchus. Please provide accessors for these matrices, which I believe will be a straightforward change. They will be enormously useful for our Orbit Determination efforts here at the University of Texas. Thank you!
(from redmine: issue id 485, created on 2018-07-18)