standard interface to KF, UKF, and EKF

rlabbe / filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

MIT License

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standard interface to KF, UKF, and EKF #126

Open rlabbe opened 6 years ago

rlabbe commented 6 years ago

The EKF does not implement batch_filter or rts. There are probably similar instances of differences between the classes.

robots commented 6 years ago

One more difference is update()... Ukf takes **hx_args, while Ekf takes hx_args=() Another difference is UKF's x vector - zeros(dim_x), ekf has this vector transposed.