Regularisation on state trajectory #154
Description
The identification methods in this package allow adding a regularisation term to the loss for better convergence. It would be nice if we could regularise not only the parameters and obtained system but also on the simulated trajectory. This would allow punishing states which are physically nonsensical (temperatures below 0K...) which would allow some form of "physics-informed system identification" to obtain systems with physically sensible non-observable states. This could be done by adding an argument to the regularisation function in state space identification methods (e.g. going from regularizer = (p, P) -> 0 to regularizer = (p, P, simresult) -> 0).