Committing some initial scaffolding

.githooks/pre-commit

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+#!/bin/sh
+# Fast checks only. Measured on a warm tree: fmt 0.06s, clippy 0.07s,
+# `cargo test --lib` 0.44s, so this hook is about six tenths of a second.
+#
+# The full `cargo test` is 4.0s — the integration tests run Monte Carlo ensembles
+# in a debug build — and `cargo doc` wants the whole dependency graph, so both are
+# in pre-push instead.
+#
+# Install: git config core.hooksPath .githooks
+set -e
+
+echo "pre-commit: cargo fmt --check"
+cargo fmt --check
+
+echo "pre-commit: cargo clippy"
+cargo clippy --all-targets -- -D warnings
+
+echo "pre-commit: cargo test --lib"
+cargo test --quiet --lib
+
+echo "pre-commit: US spelling"
+staged=$(git diff --cached --name-only --diff-filter=ACM -- '*.rs' '*.md' '*.toml')
+if [ -n "$staged" ]; then
+    # shellcheck disable=SC2086
+    hits=$(git grep -wniE -e 'metre|metres|kilometre|kilometres' \
+        -e 'licence|defence|programme|catalogue|grey' \
+        -e 'manoeuvre|manoeuvres|manoeuvred|manoeuvring' \
+        -e 'normalise|normalised|normalises|normalising|normalisation' \
+        -e 'stabilise|stabilised|stabilises|stabilising|stabilisation' \
+        -e 'recognise|recognised|recognises|recognising' \
+        -e 'monomorphise|monomorphised|monomorphises|monomorphising' \
+        -e 'serialise|serialised|serialises|serialising|serialisation' \
+        -e 'behaviour|behaviours|colour|colours|centre|centres' \
+        -e 'analyse|analysed|analyses|analysing' \
+        -e 'organise|organised|organisation|optimise|optimised|optimisation' \
+        -e 'initialise|initialised|initialisation|utilise|utilised' \
+        -e 'modelling|modelled|unmodelled|mismodelling|labelled|cancelled|travelled' \
+        -e 'favour|favours|honour|honours|neighbour|neighbours' \
+        --cached -- $staged || true)
+    if [ -n "$hits" ]; then
+        echo "$hits"
+        echo
+        echo "pre-commit: British spellings found above. This project uses US English."
+        exit 1
+    fi
+fi
+
+echo "pre-commit: ok"

.githooks/pre-push

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+#!/bin/sh
+# Everything pre-commit is too slow to run: 4.0s for the full test suite on a warm
+# tree, against 0.6s for the hook that runs on every commit. The doctests matter
+# here because the readme is the crate's front page, so its examples are compiled
+# and cannot drift from the API.
+#
+# Install: git config core.hooksPath .githooks
+set -e
+
+echo "pre-push: cargo test"
+cargo test --quiet
+
+echo "pre-push: cargo doc"
+RUSTDOCFLAGS="-D warnings" cargo doc --quiet --no-deps
+
+echo "pre-push: ok"

.gitignore

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+/target
+/Cargo.lock

Cargo.toml

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+[package]
+name = "nonlinear-filters"
+version = "0.1.0"
+edition = "2021"
+authors = ["Connor Johnstone"]
+description = "Sigma-point nonlinear filters with adaptive, gating, consider-covariance and multiple-model variants, plus consistency diagnostics."
+readme = "readme.md"
+repository = "https://git.rcjohnstone.com/connor/nonlinear-filters"
+license = "MIT"
+exclude = [".githooks/"]
+keywords = ["kalman", "ukf", "filtering", "estimation", "sigma-point"]
+categories = ["science", "mathematics", "algorithms"]
+
+[dependencies]
+nalgebra = { version = "0.35", features = ["serde-serialize"] }
+serde = { version = "1.0", features = ["derive"] }
+thiserror = "2.0"
+
+[dev-dependencies]
+approx = "0.5"
+criterion = "0.7"
+
+[[bench]]
+name = "ukf"
+harness = false

LICENSE

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+MIT License
+
+Copyright (c) 2026 Connor Johnstone
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.