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
3.31k
stars
617
forks
source link
change comparison to <= to avoid index error due to roundoff error #186
The last element of 'position' can become equal to 1.0 due to roundoff
error, in case the random number drawn is very close to 1. In this
case, the index into 'cumulative_sum' will exceed N (before this commit).
The last element of 'position' can become equal to 1.0 due to roundoff error, in case the random number drawn is very close to 1. In this case, the index into 'cumulative_sum' will exceed N (before this commit).