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'.
kinematic_kf creates the filter with dim_z=dim. I'm still working through it, I'm not sure if we should remove dim_z from the call, or use it. when dim> 1 I think dim_z has to be > 1, otherwise the shapes for H and such will make no sense.
kinematic_kf creates the filter with dim_z=dim. I'm still working through it, I'm not sure if we should remove dim_z from the call, or use it. when dim> 1 I think dim_z has to be > 1, otherwise the shapes for H and such will make no sense.