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Refactors EKS to use the Dynamax EKF backend across linear and pupil pipelines.

  • Adds time-varying observation noise (Rₜ) from ensemble variances, shared cropping/R builders in eks.utils, and a tolerance-based jitted optimizer with blockwise s tuning
  • The pupil path now uses AR(1) parameters (diameter/COM) with a stable logistic reparam and EKF filter/smoother
  • Removing custom JAX forward/backward code improves stability, maintainability, and speed with Dynamax backend
  • Minor API tidy-ups: always pass prebuilt Rₜ; numeric scalars use numbers.Real; handle None smooth params robustly.

Next up: Nonlinear projection implementation for calibrated multi-view setups (from .toml calibration file)

@themattinthehatt themattinthehatt merged commit f79a57e into main Oct 7, 2025
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@themattinthehatt themattinthehatt deleted the nonlinear-ekf branch October 7, 2025 15:11
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3 participants