Implementation of Loopy Belief Propagation (LBP)

[marcelh71]

This pull request is the LBP algorithm of Williams and Lau (2014). This is an efficient mechanism for calculating the marginal association probabilities when performing soft data association (e.g. as in the JPDA filter).

[sdhiscocks]

@marcelh71 Hope it's okay, I pushed some changes to get flake8/test issues resolved, as they were mainly caused by my suggested changes.

[codecov]

Codecov Report

Attention: Patch coverage is 91.66667% with 6 lines in your changes missing coverage. Please review.

Project coverage is 93.55%. Comparing base (4111cb7) to head (0c341f4).
Report is 48 commits behind head on main.

Files	Patch %	Lines
stonesoup/dataassociator/probability.py	91.66%	1 Missing and 5 partials ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1022      +/-   ##
==========================================
- Coverage   93.56%   93.55%   -0.02%     
==========================================
  Files         202      202              
  Lines       12985    13054      +69     
  Branches     2649     2668      +19     
==========================================
+ Hits        12150    12213      +63     
- Misses        591      593       +2     
- Partials      244      248       +4     

Flag	Coverage Δ
integration	65.96% <12.50%> (-0.34%)	⬇️
unittests	89.19% <91.66%> (+0.04%)	⬆️

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[marcelh71]

Hi Steve,That’s absolutely fine. Many thanks for resolving the issues.Best wishes,Marcel.