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Implement KF with backward filtering

Xiaocong Ai requested to merge 682-implement-kf-smoothing-as-backward-filtering into master

This MR (Closes #682 (closed)) implements the option to run KF fit in forward filtering + backward filtering mode in addition to the current forward filtering + smoothing with formalism.

  • In the forward filtering + backward filtering mode:
  1. After forward filtering is done, the propagation direction is reversed and navigation and stepping state are updated to last measurement state.
  2. The 'smoothed' parameter is taken as the filtered parameter in the backward filtering. If the backward filtering misses some surfaces in the forward filtering, then there is no smoothed parameter for the state on this surface.
  • The material interactor is changed to allow for navigation-independent covariance update (now in default always add noise)

The performance of KF in this mode could be found here:KF_Jan13_2020.pdf

A timing test for the two KF modes with the Generic Detector geometry and ATLAS B field could be found here:KF_timing_test

Edited by Xiaocong Ai

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