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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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EM algorithm? #210

Closed davestanley closed 3 years ago

davestanley commented 3 years ago

I'm still relatively new to Kalman filters, but is there an easy way to estimate model parameters using this package? (E.g., an implementation of the EM algorithm)?

Thanks!

rlabbe commented 3 years ago

No, I don't have anything like that.