KF1D: add steady state kalman code

old-commit-hash: e7418cfa397ec2185e4b12baaa481017b7b23322

common/kalman/simple_kalman.py

@@ -1,3 +1,13 @@
 # pylint: skip-file
 from openpilot.common.kalman.simple_kalman_impl import KF1D as KF1D
 assert KF1D
+import numpy as np
+
+def get_kalman_gain(dt, A, C, Q, R, iterations=100):
+  P = np.zeros_like(Q)
+  for _ in range(iterations):
+    P = A.dot(P).dot(A.T) + dt * Q
+    S = C.dot(P).dot(C.T) + R
+    K = P.dot(C.T).dot(np.linalg.inv(S))
+    P = (np.eye(len(P)) - K.dot(C)).dot(P)
+  return K