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'.
In UKF.py , the predict part doesn't have the Optional control vector 'u' . You can complete this part referring to the Kalman_filter.py's predict part
In UKF.py , the predict part doesn't have the Optional control vector 'u' . You can complete this part referring to the Kalman_filter.py's predict part